ISyE Seminar Series: Patrick Jaillet

"Online Resource Allocation under Partially Predictable Demand"

Presentation by Professor Patrick Jaillet
Department of Electrical Engineering and Computer Science
Massachusetts Institute of Technology

Wednesday, December 12
3:15pm - Refreshments, Lind Hall 305
3:30pm - Graduate Seminar, Lind Hall 305

 

About:

There are many situations in which present actions must be made and resources allocated with incomplete knowledge of the future. Online optimization typically compares the performance of a strategy that operates with no knowledge of the future (on-line) with the performance of an optimal strategy that has complete knowledge of the future (off-line). In some cases, partial information about the future may be learnable and lead to provably better online algorithms. In this talk, we provide recent results obtained from that perspective on a simple online resource allocation problem where the sequence of arrivals (requests) contains both an adversarial component and a stochastic one.

 

Bio:

Patrick Jaillet is the Dugald C. Jackson Professor in the Department of Electrical Engineering and Computer Science and a member of the Laboratory for Information and Decision Systems at MIT. He is also co-Director of the MIT Operations Research Center and the Faculty Director of the MIT-France Program. Dr. Jaillet's research interests include online optimization and learning; real-time, dynamic, and data-driven problems; and networks. He is a Fellow of the Institute for Operations Research and Management Science Society (INFORMS) and a member of the Society for Industrial and Applied Mathematics (SIAM).

 

Seminar Video:

Category
Seminars
Start date
Wednesday, Dec. 12, 2018, 3:15 p.m.
Location

Lind Hall
Room 305