Search for tag: "expectation"

Stochastic Networks Conference 2022 - Nicolas Gast Edit

Zoom Recording ID: 97630276119 UUID: +/xXcDwaQAeikAIq7MRL7A== Meeting Time: 2022-06-21 12:36:33pm

From  E. Cornelius 4 plays

Clip of Stochastic Networks Conference 2022 - R. Srikant Edit

Zoom Recording ID: 97630276119 UUID: /ZuEXbU4RMCsfkAf8RJ+Zw== Meeting Time: 2022-06-24 12:36:58pm

From  E. Cornelius 2 plays

Section 11/23/21: optimization

Zoom Recording ID: 91739230861 UUID: v8lG4ne3RLytBr+lTovY4g== Meeting Time: 2021-10-27T15:17:37Z

From  Madeleine Udell 18 plays

Lecture 10/14: Bootstrap and bias variance tradeoff

Zoom Recording ID: 94347618999 UUID: qgdVNfgoTIi+Z1Xj3EkLqQ== Meeting Time: 2021-10-14T13:29:44Z

From  Madeleine Udell 161 plays

ORIE Colloquium: Shie Mannor (Technion), Feb. 23, 2021

“Risk and robustness in RL: Nothing ventured, nothing gained” In this talk I will start from giving a broad overview of my research, focusing on the essential elements needed for…

From  Henry Lam 10 plays

Daily Check and Surveillance Testing Updates - Managers Forum 10/2

Betsy Shrier, Senior Director of Strategic Projects, and Allan Bishop, AVP of the Division of Human Resources, provide updates to the Daily Check and Surveillance Testing systems, including…

From  Gerald Deis 40 plays

ORIE 4580 - Lecture 3- 0910

From  Sid Banerjee 80 plays

DrupalCamp 2018: Sponsored by Pantheon: Climbing the Hierarchy of Needs for Websites

University websites must balance many competing priorities. The web presence needs to encourage undergrad enrollment, direct current students to needed resources, inform people visiting the physical…

From  Nick Tubbs 8 plays

Tchernyshyov1.mp4

From  James Overhiser 37 plays

Idea Recognition (Goncalo)

2016 JHU Summer School

From  James Overhiser 8 plays

ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

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…

From  E. Cornelius 58 plays

ORIE Colloquium on 11/14/2014 - Alex Shapiro: Risk Neutral and Risk Averse Approaches to Multistage Stochastic Programming

In many practical situations one has to make decisions sequentially based on data available at the time of the decision and facing uncertainty of the future. This leads to optimization problems which…

From  E. Cornelius 54 plays

CAM Colloquium September 26, 2014 - Huseyin Topologlu: Revenue Management Under Markov Chain Choice Model

A recent choice model is based on modeling the customer choice process through a Markov chain. In this choice model, a customer arrives into the system with the intention of purchasing a particular…

From  E. Cornelius 17 plays

CAM Colloquium - Raghu Pasupathy: Adaptive Sampling for Stochastic Recursions

For roughly six decades since the seminal paper of Robbins and Monro (1951), Stochastic Approximation has dominated the landscape of algorithms for solving root finding and optimization problems with…

From  E. Cornelius 7 plays

ORIE Colloquium on 4/23/2013 - Marie Chazal: Option Pricing in a One-Dimensional Affine Term Structure Model Via Spectral Representations

ORIE Colloquium: Marie Chazal (Université libre de Bruxelles) - Option Pricing in a One-Dimensional Affine Term Structure Model Via Spectral Representations Tuesday, April 23, 2013 at…

From  E. Cornelius 35 plays

ORIE/SCAN Seminar, 2013-10-30 - Martijn Mes (Twente): Tactical Planning in Healthcare Processes Using Approximate Dynamic Programming with Bayesian Exploration - Edited

Wednesday, October 30, 2013 at 1:25pm Upson Hall, 111 Special ORIE/SCAN Seminar: Martijn Mes (Twente) - Tactical Planning in Healthcare Processes Using Approximate Dynamic Programming with Bayesian…

From  E. Cornelius 6 plays