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
Fibonacci, Tribonaci, ... , Gibonacci Mr. Mark Carthon III University of Wisconsin-Milwaukee MS Graduate Student – Teaching Assistant “Everyone knows what the Fibonacci sequence is, but have you heard of the Tribonacci sequence? It turns out that the concept of... 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
Foster-Lyapunov Type Criterion for Non-Explosive Markov Processes Mr. Khwanchai Kunwai University of Wisconsin-Milwaukee PhD Graduate Student “Given a continuous-time Markov process, we will define the infinitesimal generator of the process. This generator determines the behavior of the process itself. To... Read More
Drawing Category Theory (For Those Who Know Nothing About It) Mr. Ashani Dasgupta University of Wisconsin-Milwaukee PhD Graduate Student - Teaching Assistant “We will draw easy pictures to understand fancy words such as “direct limit”, “inverse limit”, “Hom functor”. We... Read More
Bestvina-Brady Groups with Polynomial Dehn Functions Dr. Yu-Chan Chang University of Wisconsin-Madison Visiting Assistant Professor “Bestvina–Brady groups are subgroups of right-angled Artin groups, and they satisfy quartic Dehn functions. There are examples of Bestvina–Brady groups whose Dehn functions are linear,... 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
Gini Shortfall: A Coherent Risk Measure Dr. Ricardas Zitikis Western University Professor of Statistical and Actuarial Sciences “For quite some time, the value-at-risk (VaR) was an appealing risk measure, and even an industry and regulatory standard for calculating risk capital... Read More
Residual Finiteness of Certain Three Generator Artin Groups Dr. Kasia Jankiewicz University of Chicago L.E. Dickson Instructor “Despite the simple looking presentation much is unknown about Artin groups. However, some questions can be answered in suitable classes of Artin groups.... 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