Calendar

ISE Seminar-A Change-of-Measure Love Story

Speaker Ton Dieker, Columbia University
Date: 4/6/2017
Time: 4 p.m.
Location:

112 Transportation Building

Event Contact: Holly Kizer, Assistant Director of Graduate Studies
217-333-2346
tippy6@illinois.edu
Sponsor:

Industrial & Enterprise Systems Engineering

Event Type: Seminar/Symposium
 

Abstract

The change-of-measure technique plays a key role in applied probability and simulation. I have been involved in several research efforts where this technique led to new simulation algorithms, and this talk describes a few of them.


Based in part on papers with Thomas Mikosch (Copenhagen) and Benny Yakir (Jerusalem).

 

Biography

Ton Dieker is an Associate Professor in Columbia University's Industrial Engineering and Operations Research department. Randomness and algorithms are common threads throughout his work, which specifically focuses on computer simulation techniques and design of service systems. His honors include the Goldstine Fellowship from IBM Research, the Erlang Prize from the Applied Probability Society of INFORMS, and an NSF CAREER/PECASE award. He serves on the editorial boards of several journals in Operations Research and Applied Probability.

To request disability-related accommodations for this event, please contact the person listed above, or the unit hosting the event.