


Abstract:
We prove a central limit theorem for a class of additive processes that arise naturally in the
theory of finite horizon Markov decision problems. The main theorem generalizes a…






Continuous optimization is a key component of modern data analysis. Recently, the demands
of extremely largescale applications have shifted the focus from high cost, high accuracy
methods to low…


Large systems of interacting particles are very complex but also interplay with a large set of applications, from cosmology to the biosciences. Particles can actually represent a wide range of…


Thursday, February 6, 2014 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: PoLing Loh (CalBerkeley)  Nonconvex Methods for HighDimensional Regression with Noisy and Missing Data
Noisy and…


Abstract
In today's dataintense and complex business environment, inventory managers face the massive challenge of simultaneously optimizing millions of products' inventories. Due to the…


We consider the problem faced by a procurement agency that runs an auctiontype mechanism to construct a menu (assortment of products with posted prices), from a set of differentiated products…


ORIE Colloquium: Marco Molinaro (Carnegie Mellon)  Incomplete Information and Large Dimensionality in Decision Making
Tuesday, February 26, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
This talk…


ORIE Colloquium: Yehua Wei (MIT)  Understanding the Effectivness of Sparse Process Flexibility
Thursday, February 14, 2013 at 3:00pm
Frank H. T. Rhodes Hall, 253
The seminal paper of Jordan and…


ORIE Colloquium: Guy Lebanon (Georgia Tech)  Stochastic mEstimators and the Tradeoff Between Statistical Accuracy and Computational Complexity
Tuesday, February 5, 2013 at 4:15pm
Frank H. T. Rhodes…


CAM Colloquium: Dennis Amelunxen (Cornell)  Phase Transitions in Convex Geometry and Optimization
Friday, February 8, 2013 at 3:45pm
Frank H. T. Rhodes Hall, 253
Convex optimization provides a…


CAM Colloquium: Mason Porter (Oxford)  Cascades and Social Influence on Networks
Friday, February 1, 2013 at 3:30pm
Frank H. T. Rhodes Hall, 655
Cascades and Social Influence on NetworksI discuss…


CAM Colloquium: Mason Porter (Oxford)  Cascades and Social Influence on Networks
Friday, February 1, 2013 at 3:30pm
Frank H. T. Rhodes Hall, 655
Cascades and Social Influence on NetworksI discuss…


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…
