25/08/2017 - Bifurcations in Stochastic Approximation - Palestrante: Michael Hartl (Imperial College London)
Seminário Conjunto UFSCar/ICMC
Data: 25/08/2017 - 14h00
Local: Sala 3-102 ICMC.
Palestrante: Michael Hartl (Imperial College London - UK)
Titulo: BIFURCATIONS IN STOCHASTIC APPROXIMATION
Resumo: Stochastic Approximation emerged as a field of mathematics in the 50's as a method of gaining informations about functions that are only observable through an erroneous measurements. Since then it has found many applications in various fields of mathematics. The first part of this talk will introduce the Stochastic Approximation algorithm, present some examples of said applications and give a short overview over some important theoretical results. In the second part I will present examples of Stochastic Approximations whose behavior very sensitively depends on a system parameter.
Divulgação do último seminário de Probabilidade e Sistemas Complexos [1] deste semestre.