MS-We-D-43
SPDEs/SDEs, Queues, and Optimization with Applications

Date: August 12
Time: 13:30--15:30
Room: 4-1

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Organizer:
Dai, Wanyang (Nanjing Univ.)

Abstract: We will address the theory, numerical methods, and applications of stochastic partial differential equations (SPDEs), queueing systems, and optimizations. The SPDEs cover both forward and backward forms with possible reflection over boundaries and include their degenerate form of stochastic differential equations (SDEs). The queueing systems are broadly viewed ones including those widely appeared in communication networks, quantum mechanics, cloud computing, service and management systems, etc. The optimizations mainly cover stochastic processes based optimizations and optimal controls/differential games. In particular, we will address the interactions among these SPDEs/SDEs, queueing systems, and optimization methods, for examples, to establish performance models, or to design dynamical control policies/algorithms and prove their optimality through diffusion approximations and asymptotic optimization/optimal control regimes.


MS-We-D-43-1
13:30--14:00
A Unified B-SPDE with Levy Jumps: Well-Posedness, Algorithm with Numerics, and Applications
Dai, Wanyang (Nanjing Univ.)


MS-We-D-43-2
14:00--14:30
Fractional time Stochastic partial differential equations
Chen, Zhen-Qing (Univ. of Washington)


MS-We-D-43-3
14:30--15:00
Stationarity and interchange of limits in heavy traffic analysis
Ye, Hengqing (Hong Kong Polytechnic Univ.)


MS-We-D-43-4
15:00--15:30
Hydrodynamic limits of large-scale stochastic systems
Ramanan, Kavita (Brown Univ.)

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Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA