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UID:www.tcs.tifr.res.in/event/1014
DTSTAMP:20230914T125947Z
SUMMARY:On Some Calculus of Variations Problems for Rare Event Asymptotics
DESCRIPTION:Speaker: Amarjit Budhiraja (University of North Carolina\, USA)
\n\nAbstract: \nAbstract: The theory of large deviations gives decay rate
s of probabilities of rare events in terms of certain optimal control pr
oblems. In general these control problems do not admit simple form solutio
ns and one needs numerical methods in order to obtain useful information.
In this talk I will present some large deviation problems where one can
use methods of calculus of variations to give explicit solutions to the as
sociated optimal control problems. These solutions then yield explicit a
symptotic formulas for probability decay rates in several settings.
Join-the-shortest queue model will be discussed in some detail.\n
URL:https://www.tcs.tifr.res.in/web/events/1014
DTSTART;TZID=Asia/Kolkata:20191119T143000
DTEND;TZID=Asia/Kolkata:20191119T153000
LOCATION:A-201 (STCS Seminar Room)
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