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Seminario - Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations

Martedì 19 dicembre 2017 alle 11:40 nell'aula D2 del Brixia in via San Faustino 64 si terrà il seminario dal titolo: "Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations" con il prof. Juri Hinz,University of Technology Sydney, ospite del prof. Paolo Falbo.

 

Complexity and uncertainty associated with commodity resource valuation and extraction require stochastic control methods suitable for high dimensional states. Recent progress in duality and trajectory-wise techniques has introduced a variety of fresh ideas to this field, with surprising results. This talk presents a concept that implements this promising development and illustrates it on a selection of traditional commodity extraction problems. We also outline a potential application of these methods in "mining" of crypto-currencies, where diverse crucial questions of network stability (resilience to the so-called "double spending attacks") must be addressed in terms of solutions to complex sequential decision problems.

Martedì, 19 Dicembre, 2017