Search for tag: "monte carlo methods"

CS2110-FA17-26 Session 26

2017-11-22 00:00:00+00

From  [email protected] 108 plays

ORIE Colloquium, 2014-04-15 - Natesh Pillai (Harvard)

Tuesday, Apr 15, 2014 at 4:15 PM [.ics] 253 Rhodes Hall Natesh Pillai Assistant Professor, Department of Statistics Harvard University Category: ORIE Colloquium Seminars

From  E. Cornelius 72 plays

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…

From  E. Cornelius 2 plays