Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…

A connected world is vulnerable to cascades and contagions. I will introduce concepts of complex systems science that characterize dependencies and collective behaviors. I will show how these…

ORIE Colloquium: Chaitanya Bandi (MIT) - Robust Queueing Theory - A theory of Stochastic Analysis via Robust Optimization
Thursday, February 7, 2013 at 3:00pm
Frank H. T. Rhodes Hall,…

Ezra's Round Table/Systems Engineering Seminar: George Richardson (Albany) - System Dynamics Applications with Impact
Friday, April 19, 2013 at 12:00pm
Frank H. T. Rhodes Hall, 253
This…