A Stochastic Control Model for Electricity Producers Charles Beer University of Wisconsin-Milwaukee PhD Graduate Student – Dissertator “We study optimal control for a coal plant operating on the open electricity market. The model incorporates discontinuous random processes for both the... Read More
Outlier-Resistant Models for Doubly Stochastic Point Processes Leo Elsaesser University of Wisconsin-Milwaukee MS Graduate Student “This thesis proposes an outlier-resistant multiplicative component model for doubly stochastic point processes. The model is based on a principal component decomposition of the log-intensity... Read More
A Statistical Model for the Influence of Temperature on Bike Demand in Bike-Sharing Systems Tobias Tietze University of Wisconsin-Milwaukee MS Graduate Student “Efficient fleet management is essential for bike-sharing systems. Thus, it is important to understand the impact of environmental... Read More
Solvability of General Solution and a Related Exit Problem Dr. Qingshuo Song Worcester Polytechnic Institute Associate Professor “We study sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem.... Read More
The Askey-Wilson Polynomials, their Symmetric Sub-Families and q-Inverse Properties Dr. Howard S. Cohl National Institute of Standards and Technology Mathematician “We give a more precise symmetric parametric description for various properties of the Askey-Wilson polynomials including hypergeometric and q-integral representations.... Read More
An SOS Counterexample to an Inequality of Symmetric Functions Alex Heaton Max Planck Institute for Mathematics in Science Postdoctoral Researcher “It is known that differences of symmetric functions corresponding to various bases are nonnegative on the nonnegative orthant exactly when... Read More
Time-Inconsistent Optimal Control Problems Prof. Jiongmin Yong University of Central Florida Professor of Mathematics “Do you regret your decisions made in the past? If your answer is “yes”, you are a normal person. If your answer is “no”, you are... Read More
Comparison Principle for a Hamilton-Jacobi Equation Derived from 2-D Navier-Stokes Equation Mr. Hongwei Mei University of Kansas Visiting Assistant Professor “In this talk, I will talk about a comparison principle for a Hamilton-Jacobi equation on the space of probability measures.... Read More
Radar Observations and Simulations of the Level of Maximum Detrainment Dr. Gretchen Mullendore University of North Dakota Professor of Atmospheric Sciences “Parcel theory is the basis for many of convective indices (e.g., CAPE, LNB) that are used extensively throughout the... Read More
An Axiomatic Foundation for the Expected Shortfall Dr. Ricardas Zitikis Western University Professor of Statistical and Actuarial Sciences “The Value-at-Risk (VaR) and the Expected Shortfall (ES) are the most popular risk measures used in banking and insurance regulation. According to... Read More