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Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures
Presenter
- Andrzej Ruszczyński
May 13, 2022
IMSI
A discrete time Dynamic Programming approach on a tree structure for finite horizon optimal control problems
Presenter
- Maurizio Falcone
March 31, 2020
IPAM
Phaseless sampling and reconstruction in shift-invariant spaces
Presenter
- Cheng Cheng
August 18, 2017
IMA
Randomized Adaptive Topology Validation for Nodal Domains
Presenter
- Thomas Wanner
February 11, 2014
IMA
Improved very sparse matrix completion via an "asymmetric randomized SVD"
Presenter
- Raj Rao
May 20, 2024
ICERM
Solving Backward Stochastic Differential Equation and Hamilton Jacobi Bellmann (HJB) equations with Tree Based Tensor Networks (HT/TT)
Presenter
- Reinhold Schneider
March 30, 2021
IPAM
