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CSL SINE SEMINAR

Event Type
Seminar/Symposium
Sponsor
Coordinated Science Lab
Location
141 CSL; 1308 W. Main Street, Urbana
Date
Sep 23, 2019   4:00 - 5:00 pm  
Views
105

Speaker:  Professor Vivek Borkar, Indian Institute of Technology Bombay

Title: Small noise limits

Abstract: This talk will first give a brief background about small noise limits and associated results, as well as applications, and then present in broad outline some work of the speaker and his coworkers on various themes falling within the broad ambit of this theme. These include small noise limits in the stationary regime using control theoretic ideas, a selection principle for ill posed systems, simultaneous averaging over fast dynamics and small noise limits, and controlled equilibrium selection.

Bio: Prof. Vivek Borkar did his B.Tech. (EE) in IIT Bombay, MS (Systems and Control) in Case Western, and Ph.D. (EECS) in UC Berkeley. He has held positions in TIFR Center for Applicable Mathematics, Indian Institute of Science, Tata Institute of Fundamental Research, and Indian Institute of Technology Bombay, where he is currently an Institute Chair Professor. He is a Fellow of IEEE, AMS and various engineering and science academies in India. His research interests are in stochastic control and optimization, inclusive of algorithms and applications.

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