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Optimization and Control
www.statslab.cam.ac.uk/~rrw1/oc/index2012.html13 Mar 2012: Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space ... Exam questions. Results that match 1 of 2 words
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Multi-armed Bandits and the Gittins Index Richard Weber Statistical…
www.statslab.cam.ac.uk/~rrw1/talks/msft_bandits_seminar.pdf7 Feb 2012: Achievable Performance Region Approach. • Many applications (economics, engineering,. ). What has Happened Since 1989? • ... Playing golf with N balls. Achievable Performance Region Approach. • Many applications (economics, engineering,. ). • -
The Bomber Problem Richard Weber† Adams Society of St ...
www.statslab.cam.ac.uk/~rrw1/talks/adams.pdf19 Jan 2012: In: Karreman H (ed) Stochastic Optimization and Control,Wiley, pp 173–209. Knapp KC, Olson LJ (1995) The economics of conjunctive groundwatermanagement with stochastic surface supplies. -
Research
www.statslab.cam.ac.uk/~rrw1/research.html20 Feb 2012: Research interests. Research interests. Communications networks:. Incentives for Large Peer-to-Peer Systems, C. Courcoubetis and R. R. Weber, IEEE Journal on Selected Areas in Communications (2006) 24, 1034-1049.> [J. Mundinger, R. R. Weber and G. -
Optimization and Control · Course Blog
www.statslab.cam.ac.uk/~rrw1/oc/blog.html16 Mar 2012: There is a nice Part II exam question on this, including the model solution. -
Markov Chains
www.statslab.cam.ac.uk/~rrw1/markov/index2011.html4 Sep 2012: Past exam questions. -
Markov Chains Course Blog
www.statslab.cam.ac.uk/~rrw1/markov/blog.html4 Sep 2012: statistics, economics and finance, social sciences, mathematical biology, games, music, baseball and text generation. -
Rates of contraction for posterior distributions in Lr-metrics, 1
www.statslab.cam.ac.uk/~nickl/Site/__files/AOS924.pdf6 Mar 2012: An example is obtained, for exam-ple, by uniformly distributing wavelet coefficients on a Hölder ball. -
ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...
www.statslab.cam.ac.uk/~mike/papers/marginals.pdf1 Oct 2012: Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I. -
kesten.dvi
www.statslab.cam.ac.uk/~grg/papers/USkesten.pdf15 Aug 2012: has been described in [2]. In a broad class of situations including the two exam-plesabove, onemayreformulate thequestion in themannerof thefirstparagraphof this section.
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