Department of Mathematics

 Spring 2015

We will meet on Thursdays at 12:00pm.
Here is a tentative list of speakers (to be extended): Jesus Perez (Department of Communications Engineering, University of Cantabria, Spain), Hyungho Youn (Seoul Institute, Seoul, Korea), Yevgeniy Kovchegov
Registration information: Mth 607, Sec 016 - CRN 31898



Title and abstract

Thursday, January 29, 12:00pm
WNGR 201
Jesus Perez
University of Cantabria, Spain

"Dynamic resources allocation in wireless links. A MDP formulation."

Abstract. This work addresses the problem of adaptive modulation and power in wireless systems with a strict delay constraint. Modulation and transmit power are dynamically adapted to minimize the outage probability for a fixed data rate. A discrete-time stationary Markov chain is used to model the time-varying channel. The problem is formulated as a finite-horizon MDP. The solution is a set of power/modulation allocation policies to be used during the transmission, as a function of the channel and system state. Numerical results show the benefits of such adaptation policies.
Thursday, February 19, 12:00pm
WNGR 201
Hyungho Youn
Seoul Institute, Seoul, Korea

"A Dynamic Cournot Model with Brownian Motion"

Abstract. In this talk we consider a stochastic version of a dynamic Cournot model. The model is dynamic because firms are slow to adjust output in response to changes in their economic environment. The model is stochastic because management may make errors in identifying the best course of action in a dynamic setting. We capture these behavioral errors with Brownian motion. The model demonstrates that the limiting output level of the game is a random variable, rather than a constant that is found in the non-stochastic case. In addition, the limiting variance in firm output is smaller with more firms. Finally, the model predicts that firm failure is more likely in smaller markets and for firms that are smaller and less efficient at managing errors. This talk is based on joint work with Victor J. Tremblay that was published in Theoretical Economics Letters.
Thursday, March 19, 12:00pm
WNGR 201
Yevgeniy Kovchegov
Oregon State University


Abstract. TBA

Past probability seminars: Fall 2005, Winter 2006, Spring 2006, Fall 2006, Winter 2007, Spring 2007, Fall 2007, Winter 2008, Spring 2008, Fall 2008, Winter 2009, Spring 2009, Fall 2009, Winter 2010, Spring 2010, Fall 2010, Winter 2011, Spring 2011, Fall 2011, Winter 2012, Spring 2012, Fall 2012, Winter 2013, Spring 2013, Fall 2013, Winter 2014, Spring 2014, Fall 2014