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…

Wednesday, April 16, 2014 at 3:00pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Nur Sunar (North Carolina) - Investment Timing with Incomplete Information and Multiple Means of Learning
Motivated…

Many operational problems in data-rich environments can be characterized by three primitives: data on uncertain quantities of interest such as simultaneous demands, concurrent auxiliary data such as…