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ORIE Colloquium, 2011-11-29 - John Birge: Monte…
ORIE Colloquium, 2011-11-29 - John Birge: Monte Carlo and Bayesian Methods for Stochastic Dynamic Programs
Standard approaches to solving stochastic dynamic programs suffer from the curse of dimensionality. Taking advantage of structural properties such as convexity can help reduce the effect of dimension…
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