Stochastic Control (and Related Fields) Seminar: 2023-2024
Date Speaker Title
2023-09-15 Yunus Emre Demirci Average Cost Optimality of Partially Observed MDPs: Contraction of Non-Linear Filters and Existence of Optimal Solutions
2023-09-22 Liam Cregg
Finite-Memory Codes for Zero-Delay Coding of Markov Sources
2023-10-06 Somnath Pradhan
Robustness of Optimal Control for Diffusions with Near-Brownian Noise via Rough Paths Theory
2023-10-16
 irregular seminar: Nicolas Garcia (Princeton)
The Moran Model from Mathematical Biology, and its Limit Fischer-Wright Diffusion
2023-10-20
Serdar Yüksel
Existence of Optimal Control Policies under Full, Partial, and Decentralized Information in Continuous-Time and Discrete-Time
2023-10-27
Sina Sanjari
Large Continuous-Time Stochastic Exchangeable Teams and Their Mean-Field Limit
2023-11-03
Zachary Selk
A Comparison of Skorokhod and Russo-Vallois Anticipative Integrals in Insider Trading
2023-11-10 Omar Mrani-Zentar Decentralized Stochastic Control with Delayed and Periodic Information Sharing: Structural Results and the Feller Property
2023-11-17
Omar Mrani-Zentar Decentralized Stochastic Control with Delayed and Periodic Information Sharing: Structural Results and the Feller Property
2024-01-17
Serdar Yüksel
Q-Learning and its Convergence Part I: Discounted Cost with Finite and Continuous Space Models
2023-01-24
Serdar Yüksel Q-Learning and its Convergence Part II: Average Cost and Non-Markovian Dynamics
2024-01-31
Somnath Pradhan Discrete-time Approximation of Ergodic Optimal Control of Controlled Diffusions
2024-02-07
Sina Sanjari (RMC)
Large Stochastic Teams with Mean-Field Sharing Information Structure
2024-02-14
Zachary Selk
Large Deviations for High Gaussian Minima
2024-02-28
Yunus Emre Demirci
Average Cost Optimality in Partially Observable Markov Decision Processes: Implications for Robustness and Optimal Policy Approximation
2024-03-05
Omar Mrani-Zentar
Finite Memory Approximations for Decentralized Stochastic Control
2024-03-12
Liam Cregg
Almost Sure Filter Stability for Aperiodic Positive Harris Recurrent Markov Chains with Nondegenerate Observations
2024-03-26
Yichen Zhou
Robustness to Noise Approximation in Markov Decision Processes
2024-04-03
Connor Braun
Toward Decentralized Stochastic Control Models of Brain Function: An Introduction to Neural Systems
2024-04-22
Serdar Yüksel Robustness to Approximations and Incorrect Models in Stochastic Control
2024-04-25
Serdar Yüksel Stochastic Control with Partial Information: Regularity, Approximations, and Learning
2024-04-29
Zachary Selk
An Introduction to Stein's Method
2024-05-06
Osman Biçer Quantized Q-Learning for Finite Model Approximations of Continuous MDPs: Error Bounds with Non-Uniform Quantization
2024-05-09
Yunus Emre Demirci Stability of Nonlinear Filtering
2024-05-12
Yunus Emre Demirci
Stability of Nonlinear Filtering
2024-05-16 Connor Braun Mean Field Markov Decision Processes
2024-05-23
Omar Mrani-Zentar An Overview of Alternatives to the Standard Q-learning Algorithm
2024-06-03
Yichen Zhou Wasserstein-p Metrics on Probability Measures
2024-06-03
Evelyn Hubbard
Jointly Optimal Coding and Control Policies for a Markovian System Controlled over a Communication Channel

Summer: Mondays at 11am, Thursdays at 11am (Room 319).
Winter    : Wednesday 14:30-15:30 (Room 422); unless an irregular seminar.
Fall        : Fridays 15:45-17:00 (Room 319); unless an irregular seminar.