Search for tag: "spring 2012"

CAM Colloquium on 4/20/2012 - Wave Equations and Wave Extrapolations in Seismic Imaging (Joined in progress)

Seismic imaging is a multibillion-dollar industry aimed at extracting information about the Earth interior from reflected seismic waves. Fundamentally, the task of reflection imaging is to take…

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CAM Colloquium on 5/8/2012 - Gabor Domokos: The Evolution of Pebble Size and Shape in Space and Time

Tuesday, May 8, 2012 253 Rhodes Hall Ever since the work of Aristotle, the shape and fate of pebbles have fascinated many people and have been in the focus of scientific interest. Starting with…

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ORIE Colloquium on 2/17/2012 - Dawn Woodard: Efficiency of Markov Chain Methods in Bayesian Statistics

Tuesday, April 17 at 4:15pm Frank H.T. Rhodes Hall, 253 We analyze the efficiency of particular Markov chain methods used in Bayesian statistics, giving some of the first meaningful bounds on the…

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ORIE Colloquium on 4/10/2012 - Agnes Sulem: A Stochastic Differential Game Approach to Stochastic Control Under Model Uncertainty

Tuesday, April 10 at 4:15pm Frank H.T. Rhodes Hall, 253 This talk is motivated by the problem of optimization under model uncertainty. One way to present model uncertainty mathematically, is by…

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ORIE Colloquium on 3/13/2012 - Hayriye Ayhan: Queues with Flexible Servers: Improving Performance through Effective Collaboration

Tuesday, March 13 at 4:15pm Frank H.T. Rhodes Hall, 253 This talk is concerned with workforce management, a component of business operations that involves employing the available workforce as…

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ORIE Colloquium on 2/28/2012- Kris Iyer: Mean Field Equilibria of Dynamic Auctions with Learning

Tuesday, February 28 at 4:15pm Frank H.T. Rhodes Hall, 253 We study learning in a dynamic setting where identical copies of a good are sold over time through a sequence of second price auctions.…

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ORIE Colloquium on 2/16/2012 - Anthony Papavasiliou: Large-Scale Integration of Deferrable Demand and Renewable Energy Sources in Power Systems

Thursday, February 16 at 4:15pm Frank H.T. Rhodes Hall, 253 The large-scale integration of renewable energy sources is hindered by the fact that these resources are neither controllable nor…

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ORIE Colloquium on 2/14/2012 - Pierre Patie: Asian Options and Wiener-Hopf Type Factorization

Tuesday, February 14 at 4:15pm Frank H.T. Rhodes Hall, 253 Asian options are path-dependent contingent claims, whose payoff is a function of the average of underlying prices over a prescribed time…

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ORIE Colloquium on 2/10/2012 - Christina Aperjis: Variable Temptations and Black Mark Reputations

Christina Aperjis (HP Laboratories) Friday, February 10 at 2:15pm Frank H.T. Rhodes Hall, 253 In a world of imperfect information, reputations often guide the sequential decisions to trust and to…

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ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy: Market-based Approach to Modeling Derivatives Prices

Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the…

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ORIE Colloquium on 2/2/2012 - Yashodhan Kanoria: Bargaining Dynamics in Exchange Networks

ORIE Colloquium: Bargaining Dynamics in Exchange Networks Thursday, February 2 at 3:00pm Frank H.T. Rhodes Hall, 253 Speaker: Yashodhan Kanoria Stanford University Social and economic networks…

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ORIE Colloquium on 1/31/2012 - Sachin Adlakha: Inventory Management in the Presence of Renewable Energy

ORIE Colloquium: Inventory Management in the Presence of Renewable Energy Tuesday, January 31 at 4:15pm Frank H.T. Rhodes Hall, 253 Speaker: Sachin Adlakha Center for the Mathematics of…

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ORIE Colloquium on 1/26/2012 - Yan Dolinsky: Numerical Schemes for Stochastic Volatility Models

ORIE Colloquium: Numerical Schemes for Stochastic Volatility Models Thursday, January 26 at 4:15pm Frank H.T. Rhodes Hall, 655 We present a tree based approximations for stochastic volatility…

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ORIE Colloquium on 1/24/2012 - Wei Sun: Congestion Pricing for Service Industries

ORIE Colloquium: Congestion Pricing for Service Industries Tuesday, Jan 24, 2012 at 4:15 PM 253 Rhodes Hall This joint work with Georgia Perakis has received 2nd Prize in INFORMS 2011 Service…

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ORIE Colloquium 01-17-2012: Integer Programming Challenges in Sustainable Natural Resource Management

Juan Pablo Vielma, University of Pittsburgh In this talk we present two applications of integer programming (IP) to sustainable natural resource management. The first is an application of linear IP…

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ORIE Colloquium on 5/1/2012 - Vineet Goyal: Power of Robust and Affine Solutions in Dynamic Optimization

Tuesday, May 1 at 4:15pm Frank H. T. Rhodes Hall, 253 Optimization under uncertainty (or dynamic optimization) is widely applicable as most real-world problems require decision making under…

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