Operations Research Seminars: 2016-2017
Wednesday
January 18, 2017
4:15 - 5:15 PM
Location: Spilker 232
Supercanonical Convergence Rates in Quasi-Monte Carlo Simulation of Markov Chains

Pierre L'Ecuyer
University of Montreal


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Wednesday
January 11, 2017
4:15 - 5:15 PM
Location: Spilker 232
Levy Processes, Phase-type Distributions, and Martingales

Soren Asmussen
Aarhus University


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Thursday
December 15, 2016
3:00 - 4:00 PM
Location: Shriram 368
Heavy-tailed Stochastic Systems: Sample-path Large Deviations and Rare Event Simulation

Bert Zwart
CWI Amsterdam


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Wednesday
November 30, 2016
4:20 - 5:20 PM
Location: Y2E2 105
Stochastic Nested Composition Optimization and Beyond

Mengdi Wang
Princeton University


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