Special Session on Financial Mathematics-Some topics on reachability, policy iteration and strategic learning in (stochastic) control problems（1/3）
报告人： Wenpin Tang (Columbia University)
时间：2022-05-12 9:00-11:00
地点：Zoom Meeting(681 716 9181)
Abstract:
In this talk, I will describe one of my current projects, which is motivated from (backward) reachability in path planning/robot control and is related to strategic learning in the context of machine learning. One interesting aspect is the policy iteration algorithm in the continuous time setting. There will be more open problems than proved results in this talk.
About the Speaker:
Wenpin Tang is currently an Assistant Professor in the Department of IEOR at Columbia University. He graduated from the Department of Statistics at UC Berkeley, and previously worked at the Department of Mathematics at UCLA. He was the recipient of the Prize for Excellence in Financial Markets from Morgan Stanley in 2017. Wenpin Tang works at the intersection of stochastic analysis, machine learning and quantitative finance. His current research interest is to improve the efficiency of machine learning algorithms using stochastic tools, and to develop robust AI methodology for the emerging fintech market.
Zoom link: https://us02web.zoom.us/j/6817169181?pwd="bG5SWVE1Y0NWVzd6b3JjTEVEU1EyUT09
ID: 681 716 9181
Password: 123456
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