On 28 October-1 November 2019 NETWORKS organizes the ninth Training Week for PhD Students of NETWORKS.
Lecturer: Jesper Nederlof
Abstract: Many natural computational graph problems can be solved in unexpected ways via elegant uses of elementary algebra, and often the resulting algorithms are the fastest known in the worst-case setting.
In this mini-course we discuss a selection of such algorithms.
We will see algorithms to detect matchings, cliques and shortest/longest paths.
In connection with Stella’s course, we also discuss how algebra can be used to enhance the performance of some dynamic programming algorithms.
Lecturer: Stella Kapodistria
Abstract: We consider a class of stochastic dynamic programming (SDP) problems arising in the context of simple decision making (e.g., under which conditions to choose action A versus action B). Such SDP problems aim at deriving optimal policies. From a fundamental perspective, the difficulty of such SDP problems lies in deriving the optimal policy. From a numerical perspective, the difficulty lies in computing the policy (the curse of dimensionality). While, from a practical perspective, the difficulty lies in the stochastic modelling of all the relevant information (big data).
In these series of lectures, I will give an overview of results covering all three perspectives. Furthermore, I will elaborate on how to built exact and approximate solutions using some stylised examples as vehicles of illustration.
Conferentiecentrum De Schildkamp, Leerdamseweg 44, 4147 BM Asperen