ISE Seminar-A Change-of-Measure Love Story
|Speaker||Ton Dieker, Columbia University|
112 Transportation Building
|Event Contact:||Holly Kizer, Assistant Director of Graduate Studies
Industrial & Enterprise Systems Engineering
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.
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.
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