[BANANA] Oct 30 ICME Seminar - Benjamin Van Roy Presenting

[Chana Chiemi Motobu]

Subject: ICME Seminar (CME 500)

Date: Monday October 30, 2006
Time: 4:15 - 5:05PM
Room: Bldg 380, Room 380C (basement)
Refreshments served at 4:00PM in the courtyard outside Room 380C

Speaker: Benjamin Van Roy, Associate Professor Management Science and
Engineering Electrical Engineering at Stanford University

Title: Approximate Dynamic Programming

Abstract:
Dynamic programming provides a framework for modeling problems of
sequential decision under uncertainty and algorithms for computing
optimal decision strategies.  Due to the curse of dimensionality, the
associated computational requirements become prohibitive in many
practical contexts.  Approximate dynamic programming algorithms aim
to approximate optimal decision strategies using limited
computational resources.  This talk will provide an introduction and
cover case studies involving Tetris, scheduling of queues, and
network revenue management.

Biography:
Benjamin Van Roy is an Associate Professor of Management Science and
Engineering, Electrical Engineering, and, by courtesy, Computer
Science.  His recent research interests include dynamic optimization,
economics, finance, and information technology. He serves on the
editorial boards of Discrete Event Dynamic Systems, Machine Learning,
Mathematics of Operations Research, and Operations Research.  He has
been a recipient of the Stanford Tau Beta Pi Award for Excellence in
Undergraduate Teaching, the NSF CAREER Award, and the MIT George M.
Sprowls Dissertation Award.

Degree:
SB (1993); Computer Science and Engineering, MIT
SM (1995); Electrical Engineering and Computer Science, MIT
PhD (1998); Electrical Engineering and Computer Science, MIT

Other Links
ICME Seminar Schedule: http://icme.stanford.edu/Events/
Professor Van Roy's Home Page:
http://www.stanford.edu/dept/MSandE/people/faculty/vanroy/index.html