ergodic control

Monday, June 4, 2018 - 2:30pm - 3:00pm
Alexandru Hening (Tufts University)
We consider the harvesting of a population in a stochastic environment whose dynamics in the absence of harvesting is described by a one dimensional diffusion. Using ergodic optimal control, we find the optimal harvesting strategy which maximizes the asymptotic yield of harvested individuals.
Thursday, May 17, 2018 - 9:00am - 9:50am
Aristotle Arapostathis (The University of Texas at Austin)
This talk has two parts. In the first part, we present a comprehensive study of the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or asymptotically negligible service interruptions in the Halfin-Whitt regime as special cases.
Wednesday, May 9, 2018 - 11:00am - 11:50am
Maurice Robin (École Polytechnique)
*also affiliated with University Paris-Saclay
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