8月20-22日学术报告(电工系)--- 赵青教授:Optimal Learning and Decision Making in Dynamic Systems based on Multi-Armed Bandit Theory

发布时间:2012-08-16 

应电工系邀请,美国UC Davis的Prof.Qing Zhao 赵青教授来我院访问,并做学术报告。
报告的摘要及演讲人介绍见下文,欢迎感兴趣的老师和学生参加!


Title:  Optimal Learning and Decision Making in Dynamic Systems based on Multi-Armed Bandit Theory
主讲人:Prof. Qing Zhao (UC Davis)
时间:8.20-22(周一至周三)每天上午9:00-11:00
地点:物理楼521室(8.20),物理楼138室(8.21,8.22)

Abstract:
With the increasingly dynamic nature of the communication networks and infrastructure systems of today and tomorrow, many design issues involve optimal decision making under unknown stochastic models. The multi-armed bandit (MAB) theory offers a general and powerful tool for optimal sequential decision making and learning in uncertain environments. The first MAB problem was posed by Thompson in 1933 for the application of clinical trial. Since then, MAB has developed into an important branch in stochastic optimization and machine learning and has found a wide range of applications in economics and finance, medicine, and industrial engineering. It has recently received increasing attention from the communications and networking research community for formulating and tackling the optimization of learning and activation in a dynamic environment, often under unknown models. This short course will cover the basic theories and formulations of MAB as well as recent developments and emerging applications of MAB. Basics of Markov
decision process will also be covered as a preparation.


Bio:

http://www.ece.ucdavis.edu/~qzhao/
Qing Zhao received the Ph.D. degree in Electrical Engineering in 2001 from Cornell University, Ithaca, NY. In August 2004, she joined the Department of Electrical and Computer Engineering at UC Davis where she is currently a Professor. She is also a Professor with the Graduate Group of Applied Mathematics at UC Davis.

Qing Zhao received the 2010 IEEE Signal Processing Magazine Best Paper Award and the 2000 Young Author Best Paper Award from IEEE Signal Processing Society. She holds the title of UC Davis Chancellor’s Fellow and received the 2008 Outstanding Junior Faculty Award from the UC Davis College of Engineering. She is also a co-author of two papers that received student paper awards at IEEE ICASSP 2006 and IEEE Asilomar Conference 2006.