Search for tag: "stochastic"

Ezra's Round Table/Systems Seminar - Ian R. Peterson: Analysis and Control of Quantum Networks

From  E. Cornelius 8 plays

05 - Forcing & Damping; Resonance; 1 DoF Oscillator Session 5

2013-02-05 16:26:31+00

From  mjp337@cornell.edu 74 plays

ORIE Colloquium on 2/18/2015 - Mariana Olvera-Cravioto: Queues in the Cloud: Generalizing the single server queue to massively parallel networks

Motivated by today’s cloud computing capabilities in large server farms, we present a queueing model where jobs are split into a number of pieces which are then randomly routed to…

From  E. Cornelius 2 plays

ORIE Colloquium on 4/16/2014 - Nur Sunar: Investment Timing with Incomplete Information and Multiple Means of Learning

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…

From  E. Cornelius 42 plays

ORIE Colloquium on 1/28/2014 - Dragos Florin Ciocan: Tools for Modern Revenue Management

Tuesday, January 28, 2014 at 4:15pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Dragos Florin Ciocan (MIT) - Tools for Modern Revenue Management We present potential solutions to several…

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ORIE Colloquium on 4/15/2014 - Natesh Pillai: Accelerating MCMC Algorithms in Computer Intensive Models and Applications to Large Data Sets

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

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CAM Colloquium: Stephane Loisel (Lyon) - Ruin probability for some particular correlated claims, for worsening risks, and risks with infinite mean

Friday, February 28, 2014 at 3:30pm Frank H. T. Rhodes Hall, 655 CAM Colloquium: Stephane Loisel (Lyon) - Ruin probability for some particular correlated claims, for worsening risks, and risks with…

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ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

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CAM Bill Sears Club Lecture - Lionel Levine, Department of Mathematics, Cornell University

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ORIE Colloquium, 2013-02-20 - Sahand Negahban: Structured Estimation in High-Dimensions

ORIE/Statistics Colloquium: Sahand Negahban (MIT) - Structured Estimation in High-Dimensions Wednesday, February 20, 2013 at 4:15pm Frank H. T. Rhodes Hall, 253 Modern techniques in data…

From  E. Cornelius 121 plays

ORIE Colloquium on 12/16/2013 - Kuang Xu: On the Power of (even a little) Resource Pooling and Flexibility

Monday, December 16, 2013 253 Rhodes Hall Kuang Xu Electrical Engineering & Computer Science, MIT On the Power of (even a little) Resource Pooling and Flexibility It is well known that…

From  E. Cornelius 182 plays

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 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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ORIE Colloquium on 11/9/2012 - Jim Dai - Queues in Service Systems: Customer Abandonment and Diffusion Approximations

Jim Dai (Cornell ORIE) - Queues in Service Systems: Customer Abandonment and Diffusion Approximations Tuesday, September 11, 2012 at 4:15pm Frank H. T. Rhodes Hall, 253 Parallel-server queues with…

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CAM Colloquium, September 21, 2012 - Hans Föllmer

Hans Föllmer Institute for Mathematics Humboldt Universität zu Berlin Some Martingale Aspects of Financial Bubbles We discuss some recent developments in the probabilistic analysis…

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CAM Colloquium November 30, 2012 - Stuart Geman

Stuart Geman, Division of Applied Mathematics, Brown University

From  E. Cornelius 90 plays