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The Entropic Barrier: A Simple and Optimal Universal Self-Concordant Barrier
Presenter
- Sébastien Bubeck
February 25, 2015
IMA
Methods for solution of large optimal control problems that bypass open-loop model reduction
Presenter
- Thomas Bewley
November 18, 2014
IPAM
Demixing in viscous fluids: a connection with optimal transportation
Presenter
- Felix Otto
October 18, 2013
SLMath
Kinetic and mean-field game models of information propagation
Presenter
- Ravi Srinivasan
October 18, 2011
ICERM
Simultaneous variable and rank selection for optimal estimation of high dimensional matrices
Presenter
- Florentina Bunea
September 7, 2011
IMA
Nonlinear partial differential equation and stochastic singular control
Presenter
- Ryan Hynd
November 6, 2010
MBI
Strict local martingale deflators and pricing American call-type options
Presenter
- Erhan Bayraktar
June 15, 2010
IMA
Monotonically convergent algorithms for solving quantum optimal control problems in chemistry and physics
Presenter
- Yukiyoshi Ohtsuki
March 5, 2009
IMA