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IMA Video Library

Note: The videos available on this page are copyrighted material. It is intended for personal use or for educational purpose. Renting or resale of this product or any part of its contents is prohibited. Reproduction of any material contained in these videos onto any other media, or reuse in any other form for any purpose, without the expressed written consent of both the IMA and the lecturer, is strictly prohibited.
Annual Program Workshop
Queueing and Networks
Date Title / Speaker
May 18, 2018 The Value of Price Discrimination in Large Random Networks
Ankur Mani (University of Minnesota, Twin Cities)
 Annual Program Workshop
May 18, 2018 Fluid Models of Parallel Service Systems under FCFS
Hanqin Zhang (National University of Singapore)
 Annual Program Workshop
May 18, 2018 The Electric Power Grid: Potential Problems with Renewable Sources and New Types of Loads
Michael Polis (Oakland University)
 Annual Program Workshop
May 17, 2018 Seminar: Data Recovery, Information Revealing, Tensor Completion and Optimization
Shuzhong Zhang (University of Minnesota, Twin Cities)
 Annual Program Workshop
May 17, 2018 The Method of Chaining for Many Server Queues
Guodong Pang (The Pennsylvania State University)
 Annual Program Workshop
May 17, 2018 An Averaging Principle for Two-Time-Scale Functional Diffusions
Fuke Wu (Huazhong University of Science and Technology)
 Annual Program Workshop
May 17, 2018 Ergodic properties of Lévy-driven SDEs arising from multiclass many-server networks, and ergodic control of a related class of jump diffusions
Aristotle Arapostathis (The University of Texas at Austin)
 Annual Program Workshop
May 16, 2018 We are on the Way: Analysis of On-Demand Ride-Hailing Systems
Guangwen Kong (University of Minnesota, Twin Cities)
 Annual Program Workshop
May 16, 2018 Dynamic Market Prices for Call Centers with Co-Sourcing Subject to Non-stationary Demand
Sherwin Doroudi (University of Minnesota, Twin Cities)
 Annual Program Workshop
May 16, 2018 Asymptotically Optimal Inventory Control for Assemble-to-Order Systems
Martin Reiman (Columbia University)
 Annual Program Workshop
May 16, 2018 Sensitivity Analysis for Reflected Diffusions in Convex Polyhedral Domains
Kavita Ramanan (Brown University)
 Annual Program Workshop
May 15, 2018 A Dirichlet Process Characterization of RBM in a Wedge
Joshua Reed (New York University)
 Annual Program Workshop
May 15, 2018 A Network Model for Financial Systemic Risk
David Yao (Columbia University)
 Annual Program Workshop
May 15, 2018 Control Policies Approaching HGI Performance in Heavy Traffic for Resource Sharing Networks
Amarjit Budhiraja (University of North Carolina, Chapel Hill)
 Annual Program Workshop
May 14, 2018 Mathematicothermodynamics
Hong Qian (University of Washington)
 Annual Program Workshop
May 14, 2018 Steady-state convergence
Jim Dai (Cornell University)
 Annual Program Workshop
Stochastic Control, Computational Methods, and Applications
Date Title / Speaker
May 11, 2018 Linear Quadratic Mean Field Games: Asymptotic solvability and the fixed point approach
Minyi Huang (Carleton University)
 Annual Program Workshop
May 11, 2018 Mean Field Games on Infinite Networks and the Graphon-MFG Equations
Peter Caines (McGill University)
 Annual Program Workshop
May 11, 2018 Linear-quadratic control for bilinear evolution equations with Gauss-Volterra processes
Bozenna Pasik-Duncan (University of Kansas)
 Annual Program Workshop
May 11, 2018 Some Explicitly Solvable Stochastic Differential Games
Tyrone Duncan (University of Kansas)
 Annual Program Workshop
May 10, 2018 Optimal Harvesting Strategies for a Predator-Prey System in Fluctuating Environments.
Dang Hai Nguyen (Wayne State University)
 Annual Program Workshop
May 10, 2018 Data Assimilation for High Dimensional Systems – Challenges, algorithms and opportunities
Wei Kang (Naval Postgraduate School)
 Annual Program Workshop
May 10, 2018 On the independence of the value function for stochastic differential games of the probability space
Nicolai Krylov (University of Minnesota, Twin Cities)
 Annual Program Workshop
May 10, 2018 Minimum Energy Estimation Applied to the Lorenz Attractor
Arthur Krener (Naval Postgraduate School)
 Annual Program Workshop
May 09, 2018 Deep Learning-Based Numerical Methods for High-Dimensional Stochastic Control Problems and Parabolic PDEs
Jiequn Han (Princeton University)
 Annual Program Workshop
May 09, 2018 Discrete-Time Hybrid Control Models
Hector Jasso-Fuentes (CINVESTAV)
 Annual Program Workshop
May 09, 2018 Numerical Approximations for Minimax Markov Control Problems
Tomás Prieto Rumeau (Universidad Nacional de Educación a Distancia (UNED))
 Annual Program Workshop
May 09, 2018 Average cost per unit time control problem of Markov processes with degenerate observation
Lukasz Stettner (Polish Academy of Sciences)
 Annual Program Workshop
May 09, 2018 On ergodic impulse control with constraint
Maurice Robin (École Polytechnique)
 Annual Program Workshop
May 09, 2018 On Stopping Times and Impulse Control with Constraint
Jose Menaldi (Wayne State University)
 Annual Program Workshop

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