統計数学セミナー

過去の記録 ~04/25次回の予定今後の予定 04/26~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2021年09月15日(水)

14:30-16:00   数理科学研究科棟(駒場) 号室
Zoomで配信します。 参加希望の方は以下のGoogle Formより2日前までにご登録ください。
Anup Biswas 氏 (Indian Institute of Science Education and Research (IISER), Pune)
Ergodic risk-sensitive control: history, new results and open problems
[ 講演概要 ]
Asia-Pacific Seminar in Probability and Statistics (APSPS)
https://sites.google.com/view/apsps/home

Risk-sensitive control became popular because of the robustness it provides to the optimal control. Its connection to the theory of large deviation also made it a natural candidate of mathematical interest. In this talk, we shall give an overview of the history of risk-sensitive control problems and some of its applications. We shall then (informally) discuss the ways of tackling this problem and the main questions of interest. At the end, we shall see some important open problems.
[ 参考URL ]
https://docs.google.com/forms/d/e/1FAIpQLSe-136jVBQwRDg3rgEGpgVtH2d4chXCvQuvnk_gE2fZqMGwBw/viewform