5/20/21 | 4:15pm | Online only

Jay Sethuraman

Professor
Columbia

Abstract: Professor Sethuraman will discuss optimal stopping problems in which the player is free to choose the order of observation of the random variables as well as the stopping rule. Finding an optimal order is difficult, even for families of instances that look quite simple. He will discuss restrictions under which one can find an optimal ordering efficiently. We will describe variations and generalizations of the basic model, drawing a connection to the literature on prophet inequalities.

Bio: Jay Sethuraman is a Professor of Industrial Engineering and Operations Research at Columbia University. His research interests are in the areas of scheduling, discrete optimization and its applications, and applied probability.