Optimization Over Time: Multi-Armed Bandit and Quickest Detection
Thu, Jan 13, 2011 @ 09:30 AM - 10:30 AM
Ming Hsieh Department of Electrical and Computer Engineering
Conferences, Lectures, & Seminars
Speaker: Qing Zhao, UC Davis
Talk Title: Optimization Over Time: Multi-Armed Bandit and Quickest Detection
Abstract: To quote Peter Whittle: "Optimization-over-time is the optimization of decisions to be made for the running of a dynamic system." In this talk, we focus on two broad classes of problems under this subject: multi-armed bandit and quickest detection. While both problems have been studied since early 1930's, we show that emerging applications such as dynamic spectrum access and smart grid of the energy distribution network call for new formulations and new solutions to these classical problems. At the same time, these emerging applications give rise to important classes of practical problems for which much stronger results can be obtained than what can be offered by the original mathematical theory.
Biography: Qing Zhao received the Ph.D. degree in Electrical Engineering in 2001 from Cornell University, Ithaca, NY. In August 2004, she joined the Department of Electrical and Computer Engineering at UC Davis where she is currently an Associate Professor. Her research interests are in the general area of stochastic optimization and decision theory in dynamic systems and communication networks. Qing Zhao holds the title of UC Davis Chancellor's Fellow. She received the 2000 Young Author Best Paper Award from IEEE Signal Processing Society and the 2008 Outstanding Junior Faculty Award from the UC Davis College of Engineering. She is also a co-author of two student paper awards at IEEE ICASSP 2006 and IEEE Asilomar Conference 2006.
Host: Urbashi Mitra, email@example.com, EEB 540, x04667
Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248
Audiences: Everyone Is Invited
Contact: Gerrielyn Ramos