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WORKSHOP ON STOCHASTIC OPTIMIZATION AND EQUILIBRIUM
Fri, Oct 16, 2015 @ 07:30 AM - 04:15 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Workshops & Infosessions
R.T. Rockafellar, Professor Emeritus
Department of Mathematics, University of Washington, Seattle
Title: Stochastic variational Inequalities in a dynamical framework
Michael Ferris, Professor
Department of Computer Science, University of Wisconsin, Madison
Title: Modeling, equilibria, power and risk
Shu Lu, Associate Professor
Dept. of Statistics and Operations Research, University of North Carolina, Chapel Hill
Title: Confidence regions and intervals for stochastic variational inequalities
Andrzej Ruszczynski, Professor
Department of Management Science and Information Systems, Rutgers University
Title: Risk-averse control of Markov systems
Mengdi Wang, Assistant Professor
Department of Operations Research and Financial Engineering, Princeton University
Title: Stochastic gradient descent: Recent advances and applications in machine learning
Uday V. Shanbhag, Associate Professor
Department of Industrial and Manufacturing Engineering, Penn State University
Title: Budget-constrained stochastic approximation
Roger J.B. Wets, Professor Emeritus
Department of Mathematics, University of California at Davis
Title: Approximation theory for variational bifunctions
Johannes Royset, Associate Professor
Department of Operations Research, Naval Postgraduate School
Title: Stochastic ambiguity and optimization -“ A lopsided perspective
Suvrajeet Sen, Professor
Department of Industrial and Systems Engineering, University of Southern California
Title: On multiple roles of regularization in stochastic programming
Jong-Shi Pang, Professor
Department of Industrial and Systems Engineering, University of Southern California
Title: On stochastic non-cooperative games
Please see attached flyer for specific timetable for this event.
Hosts: Professor Jong-Shi Pang and Professor Suvrajeet Sen
More Information: October 16, 2015_Workshop on Stochastic Optimization and Equilibrium.pdf
Location: Ronald Tutor Hall of Engineering (RTH) - 526
Audiences: Everyone Is Invited
Contact: Tina Rothstein
