




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…


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…


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…


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


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…


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




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


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…


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


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
Parallelserver queues with…


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


Stuart Geman, Division of Applied Mathematics, Brown University
