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Stochastic Optimization. Ongoing research programs include three key interrelated elements: Stochastic... models. High-order, non-linear, non-Gaussian stochastic models of geological risk and new concepts for... stochastic simulation of complex natural phenomena. Financial models of mineral market uncertainties...

models, including particle systems, last-passage and polymer models. Beyond its physical motivation,... stochastic calculus. In this talk, I will give an overview of the KPZ universality class and discuss... models, based on joint work with Duncan Dauvergne, Nicos Georgiou, Neil O'Connell, Jeremy Quastel, Daniel...

Stochastic models and inference for loss severity and claim frequency distributions; computational techniques... Models and Non-Life Actuarial Mathematics Short description (50 words): Stochastic models and inference... models based on stochastic processes and ruin theory. References: S.A. Klugman, H.H. Panjer & G.E. Willmot...

SIAM J. Appl. Math. 2013.73:1830-1852...

stochastic Carleman particles, a Hamilton-Jacobi approach Abstract: The deterministic Carleman equation... model. Its associated hydrodynamic limit gives a nonlinear heat equation. The first rigorous derivation... stochastic model giving the Carleman equation as the mean field, we derive a macroscopic fluctuation...

modeling dynamical systems on large, dense networks is to use their associated graphon limit, which... stochastic differential equation in the space of square-integrable functions defined over the whole... stochastic mean-field tracking game on a large graph, the Nash Equilibrium can be approximated by an...

model a closed-loop supply chain, made up of one manufacturer and one retailer, as a stochastic dynamic...

model to evaluate possible configurations of the surgical unit under various bed management policies... model is validated at Montreal Jewish General Hospital (JGH) and is presented as a decision support... stochastic model. We also study the effect of several governmental reimbursement mechanisms on SCMP...

models are a popular framework for analyzing strategic interaction in systems with several autonomous... stochastic games and N-player mean-field games, two models that are useful for studying multi-agent...

Models of Inflammation: A Roadmap for Translational Systems Biology. 21-Sep Dr. Stephanie Weber... stochastic model 30-Nov Dr. Fahima Nekka (University of Montreal) Mathematical Challenges... Modelling QLS would like to thank Dr. Anmar Khadra for his help with organizing the seminars.