Title: Study of Stationarity Concepts for a Class of Stochastic MPCC Problems.
Speaker: Arnab Sur, IIT Kanpur
Time and Date: 3:30 pm, Wednesday November 6, 2013
Venue: LCC 12, Lecture Hall Complex
Vikas Vikram Singh defended his PhD thesis titled "Some topics in Stochastic Games" on Oct 29, 2013. He has worked under the guidance of Prof. Mallikarjuna Rao and Prof. N. Hemachandra.
He will be joining as a Post-Doc in INRIA, France very soon.
Title: On the geometric rank of the matching polytope
Speaker: Dr. Ashwin Arulselvan, Postdoctoral Associate,
Institute for Mathematics, Technische Universität Berlin.
Time and Date: 2:30pm, 28/10/13 (Monday)
Venue: Room 217, Mechanical Engg. Building.
Abstract: Recently, Padberg introduced the notion of geometric ranks for mixed integer polyhedra. This
involves in ranking the facets that define a polyhedron. In this talk, we will show that the the
Talk Title : Control of a queuing system under the moderate deviation scaling
Speaker : Anup Biswas, Postdoctoral fellow at Technion--Israel Institute of Technology
Time and Date : 2:30 p.m., Monday, August 19 2013
Venue : Room 217, Mechanical Engineering
Title: Searching And Bargaining With Middlemen
Speaker: Prof. Vijay Subramaniam, Northwestern University.
Date and Time : 26th July, 2013, 2-30 - 3.30 PM
Venue: ME 217, Mechanical Engineering.
Title: Ensembles of Adaptive One-Factor-at-a-time Experiments: Methods, Evaluation, and Theory
Speaker: Dr. Nandan Sudarsanam, Quantitative Researcher, Rackson Asset Management
Time and Date: 3:30 p.m., Tuesday July 16 2013
Venue: Room 208, Mechanical Engineering
Speaker: Vinod Cheriyan, Georgia Tech.
Date and Time: 11:30 am, Friday July 12, 2013
Venue: Room 217, Mechanical Engineering
Abstract:
Asset price bubbles have been observed in experimental markets.
However, in most of these studies the supply and demand of assets are
specified exogenously. Also, their finite duration causes end of the
horizon effects. In this work, we design an experimental market with
endogenous supply and demand, and random duration. We show that asset