|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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.…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|
|
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…
|