BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Numerically Solving Diffusion Control and Queueing
  Control Problems Based on Neural Networks - Nian 
 Si (Hong Kong University of Science and Technology
 )
DTSTART;TZID=Europe/London:20240806T100000
DTEND;TZID=Europe/London:20240806T110000
UID:TALK215662AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/215662
DESCRIPTION:Motivated by applications in queueing theory\, we 
 consider a class of singular stochastic control pr
 oblems whose state space is the d-dimensional posi
 tive orthant. The original problem is approximated
  by a drift control problem\, to which we develop 
 and illustrate a simulation-based computational me
 thod that relies heavily on deep neural network te
 chnology. Furthermore\, we develop and implement c
 ontinuous-review polices that effectively solve th
 e pre-limit queueing control problems. To show tha
 t nearly optimal solutions are obtainable using th
 ose methods\, we present computational results for
  a variety of queueing network examples that have 
 appeared previously in the literature. This talk i
 s based on joint works with Michael Harrison from 
 Stanford university\, and Baris Ata from the Unive
 rsity of Chicago.
LOCATION:External
CONTACT:
END:VEVENT
END:VCALENDAR