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Tutorial: Sequential decision problems under uncertaintyjungle.princeton.edu
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The tutorial is an introduction to sequential decision problems under uncertainty, a problem class that arises throughout engineering, the sciences, finance, e-commerce, health, transportation and logistics. I will present a unified framework that covers optimal control, reinforcement learning, approx. dynamic programming, simulation optimization, multiarmed bandit problems,... (all the books shown on the right). For move information go to jungle.princeton.edu which contains tutorials, books, and links to graduate and undergraduate courses (with complete lecture notes).
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Sign up here if you are interested in attending a tutorial on sequential decision problems under uncertainty. If there is enough interest, I will do more than one, and I will try to group people by field.
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The tutorial will run around 2-3 hours. I will hold it on a Friday starting at 1:30pm (date to be determined).
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The presentation is suitable for first year graduates from any field, but will be interesting to faculty (esp. those with training in any of the books shown above). The only prerequisite is an undergraduate level course in probability and statistics.
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NameEmailDepartment/program
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Warren Powellpowell@princeton.eduORFE
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Deniz Oktaydoktay@princeton.eduCOS
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Georgios Nikolakoudisgn3@princeton.eduECO
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Joseph Bakhtiarjosephb@gatech.eduISYE
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Shujin Jiangjiang557@purdue.eduIE
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Peiman Mohsenipeiman.mohseni@tamu.eduCSE
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Di Wuwudi33@tongji.edu.cnIE
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Chinmoy Basakczm0131@auburn.eduChE
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Megan Munizmeganmuniz@mines.eduORwE
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Vanshaj Khattarvanshajk@vt.eduECE
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Edgar Gutierrezedgargutierrezfranco@gmail.comMIT CTL
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Pankaj Kumar Sinhapankaj.sinha@nhh.noNHH
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Dennis Tsengzengli@shanghaitech.edu.cnCS
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Andre Costaandre@quixnet.com.br
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Aamir Latifaamir.latif@studio.unibo.itECE
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Maria Siciliamariaasiclia@gmail.comCBE
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Ayush Patnaikayupat@ucdavis.eduMAE
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Beopsoo Kimbeopsoo@inha.eduECE
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Emmanuel Gómezemmanuel.gr@tec.mxOR
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Era Wang 2020110791@mail.hfut.edu.cnOR
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Ranit Sinharanit.sinha@uni.luOR
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