Robust feedback switching control - dynamic programming and viscosity solutions and ergodicity
Erhan Bayraktar
University of Michigan
June 22, 2017
Risk-Averse Designs, Robustness, and Stochastic Games
Tamer Basar
University of Illinois at Urbana-Champaign
June 21, 2017
Dependence between components of multivariate Markov chains - Markov consistency and Markov Structures
Tomasz Bielecki
Illinois Institute of Technology
June 21, 2017
What is accomplished by successful non-stationary stochastic prediction
Glenn Shafer
Rutgers University
June 19, 2017
From the master equation to mean field game limits, fluctuations, and large deviations
Daniel Lacker
Brown University
June 19, 2017