Monday, November 26, 2012
Technische Universität Berlin
Institut für Mathematik
Straße des 17. Juni 136, 10623 Berlin
room MA 041
Lecture - 14:15
A general mathematical model is introduced for the analysis of finite-dimensional systems whose dynamics are governed by Hamiltonian-type potentials. The model generalizes both classical (possibly hidden) Markov chains and quantum systems and has applications, for example, in the areas of financial betting/investing, game theoretic analysis and combinatorial optimization. The fundamental problem consists in evaluating the worth and impact of an individual action or player within the given model context.
The lecture will pay particular attention to game theoretic models and their connection with combinatorial optimization models. While being quite elementary, the presentation will assume basic knowledge of linear algebra and stochastics as well as fundamentals of linear programming and discrete optimization on part of the audience.
Colloquium - 16:00
In this talk, I will give a brief overview of common network flow over time problems. We will see some general purpose techniques for removing the temporal dimension from these problems, resulting in pseudopolynomial algorithms and FPTASes. Furthermore, we will see some recent uses and improvements to these techniques that were presented at ESA '12.