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Marcel Nutz - Department of Statistics and Department of Mathematics, Columbia University
Oct 19, 2018 - 1:00pm to 2:00pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 242
Mean field games are generally interpreted as approximations to \(n\)-player games with large \(n\). Indeed, \(n\)-player Nash equilibria are known to converge to their mean field counterpart when the latter is unique. In this talk we study a specific stochastic game where both the finite and... read more
Fri.
10/19/18
Shahrzad Zelenberg - Department of Applied Mathematics, Illinois Institute of Technology
Oct 18, 2018 - 3:15pm to 4:30pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
In this talk, I will discuss the general setup of a neural network and some of the newer practices of implementation. The theory of the subject is currently underdeveloped in relation to its usage; however, some theory will be covered with respect to the single layer neural network which will be... read more
Thu.
10/18/18
Ruoting Gong - Department of Applied Mathematics, Illinois Institute of Technology
Oct 16, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
The Wiener-Hopf factorization theory for Markov processes provides probabilistic interpretations of purely algebraic factorizations of linear operators that are related to these processes. These factorizations are interpreted in terms of functionals of appropriately time-changed processes that are... read more
Tue.
10/16/18

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