School of Technology and Computer Science Seminars
On Some Calculus of Variations Problems for Rare Event Asymptotics
by Amarjit Budhiraja (University of North Carolina, USA)
Tuesday, November 19, 2019
from
to
(Asia/Kolkata)
at A-201 STCS Seminar Room
at A-201 STCS Seminar Room
Description |
Abstract: The theory of large deviations gives decay rates of probabilities of rare events in terms of certain optimal control problems. In general these control problems do not admit simple form solutions and one needs numerical methods in order to obtain useful information. In this talk I will present some large deviation problems where one can use methods of calculus of variations to give explicit solutions to the associated optimal control problems. These solutions then yield explicit asymptotic formulas for probability decay rates in several settings. Join-the-shortest queue model will be discussed in some detail. |
Organised by | Sandeep K Juneja |