Search for tag: "optimal decisions"
ORIE Colloquium, 2015-12-15 - Alessandro Arlotto: Finite Horizon Markov Decision Problems and a Central Limit Theorem for Total RewardAbstract: 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…
From E. Cornelius
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ORIE Colloquium on 4/16/2014 - Nur Sunar: Investment Timing with Incomplete Information and Multiple Means of LearningWednesday, 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…
From E. Cornelius
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ORIE Colloquium, 2014-12-19 - Nathan Kallus: From Predictive to Prescriptive AnalyticsMany 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…
From E. Cornelius
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