Search for tag: "stochastic"
ORIE Colloquium on 2/18/2015 - Mariana Olvera-Cravioto: Queues in the Cloud: Generalizing the single server queue to massively parallel networksMotivated 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
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ORIE Colloquium on 4/16/2014 - Nur Sunar: Investment Timing with Incomplete Information and Multiple Means of LearningWednesday, 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
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ORIE Colloquium on 1/28/2014 - Dragos Florin Ciocan: Tools for Modern Revenue ManagementTuesday, 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
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ORIE Colloquium on 4/15/2014 - Natesh Pillai: Accelerating MCMC Algorithms in Computer Intensive Models and Applications to Large Data SetsTuesday, 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
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CAM Colloquium: Stephane Loisel (Lyon) - Ruin probability for some particular correlated claims, for worsening risks, and risks with infinite meanFriday, 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
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ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant PreferencesAbstract: 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
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ORIE Colloquium, 2013-02-20 - Sahand Negahban: Structured Estimation in High-DimensionsORIE/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
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ORIE Colloquium on 12/16/2013 - Kuang Xu: On the Power of (even a little) Resource Pooling and FlexibilityMonday, 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
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ORIE Colloquium on 2/17/2012 - Dawn Woodard: Efficiency of Markov Chain Methods in Bayesian StatisticsTuesday, 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
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ORIE Colloquium on 5/1/2012 - Vineet Goyal: Power of Robust and Affine Solutions in Dynamic OptimizationTuesday, 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
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ORIE Colloquium on 11/9/2012 - Jim Dai - Queues in Service Systems: Customer Abandonment and Diffusion ApproximationsJim 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
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CAM Colloquium, September 21, 2012 - Hans FöllmerHans 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
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