Stevens Institute of Technology

Department of Mathematical Sciences

SEMINAR

Analysis and Optimization of Stochastic Systems

· November 14, 2008

Speaker: Olympia Hadjiliadis

Affiliation: Brooklyn College & the Graduate Center City University of New York

Title: One shot schemes for decentralized quickest change detection

· December 3, 2008

Speaker: Mihai Anitescu

Affiliation: Mathematics and Computer Science Division, Argonne National Laboratory

Title: Time-stepping methods for large scale differential variational inequalities

(DVI) in nonsmooth dynamics

· December 10, 2008

Speaker: Tito Homem-de-Mello

Affiliation: Department of Industrial Engineering and Management Sciences,

McCormick School of Engineering and Applied Science, Northwestern University

Title: Optimization under Uncertainty via Stochastic Dominance Constraints and Sampling

• January 27, 2009

Speaker: Michael Overton

Affiliation: Courant Institute of Mathematical Sciences, New York University

Title: Methods for Nonsmooth Nonconvex Optimization

• February 6, 2009

Speaker: Suvrajeet Sen

Affiliation: Ohio State University

Title: Stochastic Programming Research at the Data Drive Decisions Lab

Refreshments are provided.

For more information contact Darinka Dentcheva, Michael Zabarankin, Ionut Florescu

or call 201-216-5449.