Probability and Statistics Seminar
Fall 2009
Time & location: All talks are in Gibson 325 at 3:30 P.M. unless otherwise noted.
Organizer:
Tuesday, November 17, 2009
| Speaker | Arka P. Ghosh , Iowa State University |
| Description | "Optimal control of a stochastic network driven by a fractional Brownian motion input" We consider a stochastic control model driven by a fractional Brownian motion.This model is a formal approximation to a queueing network with an ON-OFF input process. We study stochastic control problems associated with the long-run average cost, the infinite horizon discounted cost, and the finite horizon cost. In addition, we find a solution to a constrained minimization problem as an application of our solution to the long-run average cost problem. We also establish Abelian limit relationships among the value functions of the above control problems. This is a joint work with A. Roitershtein and A. Weerasinghe. |
| Location | Gibson 325 |
| Time | 3:30pm |
Tuesday, November 24, 2009
| Speaker | TBA, TBA |
| Description | "TBA" |
| Location | TBA |
| Time | 3:30pm |
Tuesday, December 1, 2009
| Speaker | TBA, TBA |
| Description | "TBA" |
| Location | TBA |
| Time | 3:30pm |
| Mathematics
Department Tulane University 6823 St. Charles Ave New Orleans, LA 70118 phone: (504) 865-5727 fax: (504) 865-5063 |
Last Updated:
November 10, 2009
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