控制科学与工程学系关于美国马里兰大学Michael C. Fu教授学术报告的通知

控制科学与工程学系关于美国马里兰大学Michael C. Fu教授学术报告的通知
时间：2009-07-17 来源：综合办编辑：xyzhu 访问次数:8732

报告题目: Stochastic Gradient Estimation: Survey and Recent Research
Abstract: This talk will provide a summary tutorial overview of stochastic gradient estimation techniques, which can be used to obtain computationally efficient estimates of gradients in stochastic simulation. Then I will survey some of the more recent work in the area, especially in applications to financial engineering.

报告人: Prof. Michael C. Fu
报告时间: 2009年7月23日 (星期四) 上午10:00
主办单位: 浙江大学控制系工业控制研究所、工业控制国家重点实验室
报告地点: 玉泉校区工业自动化国家工程中心 501室

Biography:

Dr. Fu received his M.S. and PhD. degrees in applied mathematics from Harvard University in 1986 and 1989, respectively. He received S.B. and S.M. degrees in electrical engineering and a S.B. degree in mathematics from the Massachusetts Institute of Technology in 1985. Since 1989, he has been at the University of Maryland in the Robert H. Smith School of Business.

Dr. Fu is a Fellow of IEEE and INFORMS. He is currently the Stochastic Models and Simulation Department Editor of Management Science, was Simulation Area Editor of Operations Research from 2000-2005, and has served on the Editorial Boards of the INFORMS Journal on Computing, Production and Operations Management, and IIE Transactions. He was named a Distinguished Scholar-Teacher at the University of Maryland for 2004-2005.

In 1995, he received the Maryland Business School's annual Allen J. Krowe Award for Teaching Excellence. He is the co-author of the book, Conditional Monte Carlo: Gradient Estimation and Optimization Applications (1997), which received the 1998 INFORMS College on Simulation Outstanding Publication Award. Other awards include the 1999 IIE Operations Research Division Award and a 1998 IIE Transactions Best Paper Award. In 2002, he received ISR's Outstanding Systems Engineering Faculty Award, and in 2004-2005 he received the University of Maryland's Distinguished Scholar-Teacher Awa

欢迎各位老师、同学们积极参加!