SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01
Venerdi 9 Giugno 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------ Speaker: *Claudia Strauch* (Aarhus University, Denmark)
Title: *On nonparametric approaches to stochastic control*
Abstract: Theoretical solutions to stochastic optimal control problems are well understood in many scenarios; however, their practicability suffers from the assumption of known dynamics of the underlying stochastic process. This raises the challenge of developing purely data-driven strategies, which we explore for ergodic singular control problems associated to continuous diffusions and Lévy processes. In particular, we describe the specific statistical challenges arising in the stochastic control context, and we provide a brief overview of the current state-of-the-art for nonparametric inference of scalar and multidimensional diffusion processes. Finally, we show how these findings translate into exact rates of convergence of polynomial order for the regret for the considered control problems. ------------------------------------------------
Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/86072582856?pwd=c3RveWVHTjdzTERiVnFra3RpVWJTQT09
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats