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Conference in Vienna (fwd)
by Tiziano Vargiolu 04 Feb '16

04 Feb '16

---------- Forwarded message ---------- Date: Thu, 4 Feb 2016 13:35:00 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Conference in Vienna Dear Tiziano, could you please post this announcement and invitation to the "Conference on the Mathematics of Energy Markets" on your email list? You are all welcome to participate in the "Conference on the Mathematics of Energy Markets", taking place at the Wolfgang Pauli Institute in Vienna from July 5-July-7, 2016. There will be plenary and contributed talks, along with a pre-conference intensive course on July 4, 2016. Please visit http://www.mn.uio.no/math/english/research/groups/store/events/conferences/… for more information, including list of plenary speakers and information about the venue and how to register. On behalf of the organizing committee, Fred Espen Benth (University of Oslo)

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Seminario RIOS
by Elena Villa 04 Feb '16

04 Feb '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Martedì 9 Febbraio 2016*,*ore 15:30 precise* Aula Dottorato, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *Paulo R. Rios*(Universidade Federal Fluminense, Volta Redonda, Rio de Janeiro, Brazil) terrà un seminario dal titolo *PROBABILISTIC COMPUTER SIMULATION OF MARTENSITE* ABSTRACT: In bulk polycrystalline materials, the first nucleation event of a martensite plate within a single grain may induce transformation in one or more neighboring grains, resulting in a cluster of partially transformed grains: 'the spread event'. The collection of these single spread events can be defined as the 'spread' or 'martensite spread'. First, in this paper, martensite spreads are analyzed to estimate the mean number of partially transformed grains in a single spread event. Secondly, taking the quantitative knowledge gained from this analysis as a starting point, a computer simulation of the martensite spread is proposed. This computer simulation is carried out in a 3-d network of space-filling grains represented as Kelvin polyhedra and is based on a probabilistic approach. The experimental and simulation results are presented, compared and discussed. We conclude that the probabilistic computer simulation of martensite spread could successfully describe important quantitative aspects of martensite spread Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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PhD course on Lévy processes in Bicocca
by Fabio Bellini 04 Feb '16

04 Feb '16

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seminar announcement (correction)
by Marco Scarsini 03 Feb '16

03 Feb '16

Sorry, the previous announcement had a wrong date Tuesday, February 9, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker Roberto Cominetti (Universidad Adolfo Ibañez) Title "Risk measures and shortest paths in network games" ABSTRACT: We consider network congestion games with risk-averse players. We review some recent proposals for computing risk-sensitive optimal paths, starting from the simplest Markowitz approach based on mean-stdev optimization. This approach presents some significant drawbacks in terms of its computational complexity, lack of monotonicity, as well as a dynamic inconsistency phenomenon which arises when one re-evaluates an optimal path along the way. This inconsistency also affects other popular measures of risk such as VaR, CVaR, and semi-deviations. As a matter of fact, under minimal conditions, we show that the only risk measures that are dynamically consistent are the so-called "entropic risk measures". With these measures, and assuming that link travel times are independent, a risk-sensitive optimal path reduces to a standard shortest path problem which can be solved efficiently. This extends directly to equilibrium situations where the network is used concurrently by many players. However, link travel time correlations are to be expected in game situations, which gives rise to a number of issues and questions that will be pointed out during the talk. This talk is based on joint work with Alfredo Torrico. The list of seminars can be found at http://economiaefinanza.luiss.it/en/events ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 03 Feb '16

03 Feb '16

Tuesday, February 8, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker Roberto Cominetti (Universidad Adolfo Ibañez) Title "Risk measures and shortest paths in network games" ABSTRACT: We consider network congestion games with risk-averse players. We review some recent proposals for computing risk-sensitive optimal paths, starting from the simplest Markowitz approach based on mean-stdev optimization. This approach presents some significant drawbacks in terms of its computational complexity, lack of monotonicity, as well as a dynamic inconsistency phenomenon which arises when one re-evaluates an optimal path along the way. This inconsistency also affects other popular measures of risk such as VaR, CVaR, and semi-deviations. As a matter of fact, under minimal conditions, we show that the only risk measures that are dynamically consistent are the so-called "entropic risk measures". With these measures, and assuming that link travel times are independent, a risk-sensitive optimal path reduces to a standard shortest path problem which can be solved efficiently. This extends directly to equilibrium situations where the network is used concurrently by many players. However, link travel time correlations are to be expected in game situations, which gives rise to a number of issues and questions that will be pointed out during the talk. This talk is based on joint work with Alfredo Torrico. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Bando RTDA SECS-P05 Firenze Scadenza 18/02 (fwd)
by Tiziano Vargiolu 03 Feb '16

03 Feb '16

---------- Forwarded message ---------- Date: Wed, 3 Feb 2016 17:26:02 +0100 From: Giampiero M. Gallo <gallog(a)disia.unifi.it> To: vargiolu(a)math.unipd.it Subject: Bando RTDA SECS-P05 Firenze Scadenza 18/02 Con preghiera di diffusione Car* collegh* Vi giro la mail dell'amministrazione di UNIFI con la quale si d?notizia della pubblicazione del bando di varie procedure di selezione tra le quali una per RTDA in Econometria presso il nostro dipartimento con scadenza 18 febbraio. Se poteste far circolare fra le vostre reti, ci fareste cosa gradita. Saluti a tutt* Giampiero > > > Gentilissimi, > > vi informiamo che sull?Albo di Ateneo ? stato pubblicato il decreto rettorale n. 1704 del 29 dicembre 2015 (Avviso pubblicato in G.U. - 4?Serie Speciale ? Concorsi ed esami, n. 5 del 19 gennaio 2016): bando di indizione delle procedure selettive di cui all'oggetto, reperibile alla pagina: http://www.unifi.it/vp-9901-selezioni-in-corso.html > > La scadenza per la presentazione delle domande ? il 18 febbraio 2016. > > Cordiali saluti, > > Adele Torchia > > -- > Adele Torchia > AREA RISORSE UMANE > Unit? di Processo ?Amministrazione del Personale Docente? > Tel. 055/2757307 > Fax 055/2756346 > > > > > > > -- > -------------------------------------------------------------------- > Giampiero M. Gallo > Professor of Econometrics > Dipartimento di Statistica, Informatica, Applicazioni (DiSIA) 'G.Parenti' > Universit? di Firenze > Viale GB Morgagni, 59 > 50134 Firenze - Italy > +39 055 2751 591 > +39 055 4223 560 (FAX) > http://unifi.academia.edu/GiampieroMGallo > www.disia.unifi.it/fedra > http://econpapers.repec.org/RAS/pga48.htm

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Fwd: Bando assegno SECS-S/06 UNIFI
by Tiziano Vargiolu 03 Feb '16

03 Feb '16

-------- Messaggio Inoltrato -------- Oggetto: Bando assegno SECS-S/06 UNIFI Data: Wed, 03 Feb 2016 14:42:33 +0100 Mittente: Maria Elvira Mancino <mariaelvira.mancino(a)unifi.it> Organizzazione: Universita' degli Studi di Firenze bando per un assegno di ricerca presso UNIFI, visibile sull'albo on line di Ateneo (www.unifi.it). Questo il link diretto http://www.unifi.it/vp-9008-albo-ufficiale.html Cari saluti Mavira

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Fwd: Summer school/Conference on Lévy processes - Lille/Angers
by Francesco Caravenna 03 Feb '16

03 Feb '16

Ricevo e inoltro. > Da: ICLP8 <iclp8(a)listes.math.cnrs.fr> > Oggetto: Summer school/Conference on Lévy processes - Lille/Angers > Data: 02 febbraio 2016 18:57:19 GMT+01:00 > > Dear colleagues, > > The summer school and the 8th Conference on Lévy Processes will take place respectively at the University of Lille, > 18-22 July 2016 and in Angers, 25-29 July 2016. > > Registration for both events is open until April, 30th. Those planning to come, please go to http://levy2016.math.cnrs.fr > and fill the registration form. > > We thank you in advance for passing this announcement forward. > > We look forward to meeting you in Lille and/or Angers, > The Organizing Committee.

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Tirocini formativi e di orientamento per neolaureati - Scadenza 15 Febbraio 2016
by Maurizio Ceseri 02 Feb '16

02 Feb '16

Si segnala che è stata attivata una selezione per tre tirocini formativi e di orientamento retribuiti da svolgersi presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" del Consiglio Nazionale delle Ricerche, nell'ambito del progetto Sportello Matematico per l'Industria Italiana. Di seguito, una sintetica descrizione della posizione. Maggiori informazioni e tutti i dettagli per presentare la domanda possono essere trovate al seguente link http://www.sportellomatematico.it/SMII/tirocini-2016/ ------------------------------------------------------------------------------------------------------ *L'obiettivo del Tirocinio* è di formare la figura professionale del *Traduttore Tecnologico* nell'ambito della Matematica Industriale, in grado di facilitare la comunicazione tra imprese e centri di ricerca. *Il bando è rivolto a* giovani con una Laurea Specialistica o Magistrale in una delle seguenti discipline: Matematica, Statistica, Fisica, Ingegneria, Scienze Informatiche ed Economia. *Il Tirocinio prevede* un rimborso mensile di *700 Euro* e ha una durata di *6 mesi*. *Per partecipare alla selezione*, è necessario inviare domanda di partecipazione all'Istituto per le Applicazioni del Calcolo “M. Picone” esclusivamente tramite Posta Elettronica Certificata (PEC) all'indirizzo: protocollo.iac(a)pec.cnr.it, entro il 15 Febbraio 2016. Alla domanda deve essere allegato un *curriculum vitae* in formato PDF. *La selezione* dei candidati avverrà il *17 Febbraio 2016 alle ore 10:00* presso l'Istituto per le Applicazioni del Calcolo “M. Picone”, via dei Taurini 19, Roma, che sarà anche la sede del tirocinio formativo. Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649270969 Website: sportellomatematico.it

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Seminario Andrea Cosso a Milano-Bicocca
by federica.masiero＠unimib.it 02 Feb '16

02 Feb '16

Il giorno 10 Febbraio, alle ore 10.30, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, aula 2109 (secondo piano), il Dott. Andrea Cosso, Politecnico di Milano, terrà un seminario dal titolo "Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems" Abstract: In the present talk we introduce a general methodology, which we refer to as the randomization method, firstly developed for classical Markovian control problem in the paper: I. Kharroubi and H. Pham "Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE", Ann. Probab., 2015. As it is well-known, the dynamic programming method is the standard methodology implemented for the study of classical Markovian control problems, which allows to relate the value function to the Hamilton-Jacobi-Bellman equation through the so-called dynamic programming principle. The key feature of the dynamic programming method is that the knowledge of the value function allows, at least in principle, to find an optimal control for the problem. This very powerful and well-known methodology breaks down (in the sense that it can not be directly implemented in a standard way) when we face control problems which present the following additional features: partial observation, path-dependence, delay in the control. On the other hand, the randomization method can be quite easily generalized and adapted to these more general control problems. The aim of the talk is to illustrate this latter point, starting with the presentation of the fundamental ideas of the randomization method. The talk is based on a joint work in progress with E. Bandini, M. Fuhrman, H. Pham. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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