Search for tag: "stochastic"

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

From  E. Cornelius 9 plays

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

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

From  mjp337@cornell.edu 82 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 4 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 44 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…

From  E. Cornelius 37 plays

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

From  E. Cornelius 78 plays

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…

From  E. Cornelius 8 plays

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…

From  E. Cornelius 61 plays

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

From  E. Cornelius 12 plays

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 122 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 184 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…

From  E. Cornelius 5 plays

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…

From  E. Cornelius 2 plays

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…

From  E. Cornelius 46 plays

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…

From  E. Cornelius 6 plays

CAM Colloquium November 30, 2012 - Stuart Geman

Stuart Geman, Division of Applied Mathematics, Brown University

From  E. Cornelius 95 plays