[Forum SIS] Avviso seminario A. Arlotto 22/06 Milano

[Dottorato]

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AVVISO DI SEMINARIO
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Venerdì 22 Giugno 2012, alle ore 15.00, nell'aula tesi al secondo
piano dell'edificio U7, Università degli Studi di Milano Bicocca

*Alessandro Arlotto*
Assistant Professor, Decision Sciences
Duke University, Durham (NC)

terrà un seminario dal titolo

'MEANS, VARIANCES AND LIMITING DISTRIBUTIONS
IN FINITE-HORIZON MARKOV DECISION PROBLEMS'

Abstract:
The literature for Markov Decision Problems is huge, but, despite a shared
culture with the rest of applied probability, there are surprisingly few limit
theorems for general classes of MDPs.
This talk focus on martingale (and other) methods that are general enough
to give us something useful for particular problem classes. For clarity and
specicity, I focus on examples, but the real intention is to isolate tools that
can help take the results of classical MDP analysis toward limit laws for
means, variances, and even distributions.
The talk includes joint work with Noah Gans (Wharton) and J. Michael
Steele (Wharton).