July 2025 - Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario Lukas Wessels a Milano-Bicocca
by Federica Masiero 04 Jul '25

04 Jul '25

Buongiorno segnalo il seguente seminario *Martedì 8 Luglio 2025, ore 11:30.* Aula 3014, Edificio U5, terzo piano, Dipartimento di Matematica e Applicazioni, via Cozzi 55, Università di Milano-Bicocca *Speaker*: Lukas Wessels, Georgia Institute of Technology, Atlanta *Title*: Necessary and Sufficient Conditions for Optimal Control of Semilinear SPDEs *Abstract:* In this talk, we consider a finite-horizon optimal control problem of stochastic reaction-diffusion equations. First we apply the spike variation method which relies on introducing the first and second order adjoint state. We give a novel characterization of the second order adjoint state as the solution to a backward SPDE. Using this representation, we prove the maximum principle for controlled SPDEs. As another application of our characterization of the second order adjoint state, we derive additional necessary optimality conditions in terms of the value function. These results generalize a classical relationship between the adjoint states and the derivatives of the value function to the case of viscosity differentials. The last part of the talk is devoted to sufficient optimality conditions. We show how the necessary conditions lead us directly to a non-smooth version of the classical verification theorem in the framework of viscosity solutions. This talk is based on joint works with Wilhelm Stannat. -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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IAMG Distinguished Lecture di Jeff Boisvert presso Politecnico di Milano
by Alessandra Menafoglio 03 Jul '25

03 Jul '25

Si avvisa che in data 11-07-2025, alle ore 10:00 presso il Politecnico di Milano, Edificio 14 (Via Bonardi 9), in Aula B.5.3 (quinto piano), nell’ambito delle attività del MOX e della IAMG Distinguished Lecture Series, si svolgerà il seguente seminario: Jeff Boisvert — University of Alberta e IAMG Distinguished Lecturer for 2025 Titolo: The Future of Machine Learning and Model Validation in the Earth Sciences: The Good, the Bad, and the Ugly Abstract: The earth sciences are being transformed by advances in machine learning (ML) and artificial intelligence. From optimizing mineral estimation and hydrocarbon production to improving wildfire prediction and management, these methods offer exciting opportunities for modeling and decision-making. However, these advances bring challenges with model validation, which is critical for ensuring that predictions are robust, reasonable, and actionable. This lecture will delve into the evolving role of ML in the mining, hydrocarbon, or wildfire industry, highlighting successes, pitfalls, and future prospects. "The Good" will explore case studies and implementations where ML has significantly improved modeling, decision making, and inference. "The Bad" will examine common pitfalls, including data biases, overfitting, and the misuse of algorithms without understanding domain constraints. Finally, "The Ugly" will confront the ethical and operational risks posed by poorly validated models, emphasizing the importance of transparency and domain experts. This lecture will not only focus on ML methods, but will also consider how to validate all types of earth science models including estimates, simulations, and decision making. We will discuss best practices for integrating ML models into traditional workflows while addressing the complexities of model validation. The seminar is part of the IAMG Distinguished Lecture Series, which is aimed to highlight the critical role of mathematics and statistics in addressing key challenges in the geosciences. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Contatto: Prof Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> Tutti gli interessati sono cordialmente invitati a partecipare, Alessandra Menafoglio — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

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Announcement: PhD Course on Games and Markets at Roma Tre University
by Francesco Cesarone 01 Jul '25

01 Jul '25

Dear All, I am pleased to announce a PhD course organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Below are the details for the course: **Course Title:** Games and Markets **Instructor:** Giancarlo Bigi, Professor of Operations Research at Pisa University, Department of Computer Science. **Schedule:** - Monday, July 14, h: 14:00 - 18:00; Tuesday, July 15, h: 10:00 - 14:00; Tuesday, July 15, h: 15:00 - 17:00; Wednesday, July 16, h: 10:00 - 14:00; Wednesday, July 16, h: 15:00 - 17:00; Thursday, July 17, h: 10:00 - 14:00. Participants can attend the seminars either in person at the Computer Lab (small room) located on the ground floor of the Department of Business Studies, Roma Tre University (Via Silvio D'Amico, 77, 00145 Rome, Italy) or online. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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