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Optimization, Equilibrium and Games
Wed, Feb 21, 2007 @ 03:30 PM - 04:50 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
EPSTEIN ISE DEPARTMENT SEMINAR - "Optimization, Equilibrium and Games"Professor Jorge NocedalElectrical Engineering/Computer Science and Industrial Engineering/Management Science Departments, Northwestern UniversityABSTRACT: We discuss applications in economics, engineering and computer games in which optimization and equilibrium are closely related. After presenting the mathematical concepts that tie them together, we discuss the need to solve problems of this form very quickly -- often in real time. To illustrate the challenges in this area, we discuss in some detail two applications: physical simulations used in many popular computer games and the pricing of American options.Wednesday, February 21, 2007, 3:30 PM, GER 309
Location: Ethel Percy Andrus Gerontology Center (GER) - 309
Audiences: Everyone Is Invited
Contact: Georgia Lum
