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Diffusion Limits for Shortest Remaining Processing Time Queues under Nonstandard Spatial Scaling
Presenter
- Amber Puha
June 26, 2015
IMA
Heavy-Traffic Behavior of the MaxWeight Algorithm in a Switch with Uniform Traffic
Presenter
- Rayadurgam Srikant
June 26, 2015
IMA
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Presenter
- Frank Kelly
June 25, 2015
IMA
Combining Information Sources to Develop Bayesian Predictions
Presenter
- Mark Berliner
June 25, 2015
IMA
Free Boundary Problems and Asymptotically Optimal Control for Stochastic Networks
Presenter
- Amarjit Budhiraja
June 25, 2015
IMA
Data assimilation and Monte-Carlo methods for weather prediction
Presenter
- Chris Snyder
June 25, 2015
IMA
Putting the Tools to Work: A “Real” Parameter Estimation Problem
Presenters
- Youssef Marzouk
- Luis Tenorio
June 24, 2015
IMA
Validating Computational Predictions of Unobserved Quantities
Presenter
- Robert Moser
June 24, 2015
IMA