Decision-Making in Complex Systems Reading Group


Meetings:  Wednesdays 12:45-1:45pm, 3-471

Mailing list: dmcs-reading@mit.edu. Go to  http://web.mit.edu/moira to subscribe.

Spring '05

02/23
 Brandt et al., "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability"
03/02
 Fujishige, "A Maximum Flow Algorithm Using Maximum Adjacency Ordering"
03/09
 Bagheri, "Polynomial Approximations for the Transfer Function of Optical Systems"

Fall '04

09/27
 P. Rusmevichientong and B. Van Roy, "Decentralized Decision-Making in a Large Team with Local Information", by P. Rusmevichientong and B. Van Roy.
10/04
 P. Rusmevichientong and B. Van Roy, "Decentralized Decision-Making in a Large Team with Local Information",  by P. Rusmevichientong and B. Van Roy.
10/17
 Tsitsiklis and Van Roy, ``Regression Methods for Pricing Complex American-Style Options,''    and Longstaff and Schwartz, "Valuing American Options by Simulation: A Simple Least-Squares Approach"
10/25
 Tsitsiklis and Van Roy, ``Regression Methods for Pricing Complex American-Style Options,''    and Longstaff and Schwartz, "Valuing American Options by Simulation: A Simple Least-Squares Approach"
11/01
 Desmond Lun, ``Optimization problems in coding over packet networks"
11/08
 Zebinsky, ``Adaptive Stochastic Search for Global Optimization."
11/15
 R. Smith, ``Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions''
11/29
 E. Greensmith, P. Bartlett, J. Baxter. "Variance reduction techniques for gradient estimates in reinforcement learning." 
12/06
 E. Greensmith, P. Bartlett, J. Baxter. "Variance reduction techniques for gradient estimates in reinforcement learning."