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Лекции профессора Александра Позняка

Мероприятие завершено

В период с 18 по 28 апреля состоится курс лекций профессора Александра Позняка (Исследовательский институт в Мехико, Мексика) на тему "Markov Chain Models in Economics,  Management and Finance".

Вход свободный, приглашаются все желающие!

Title: "Markov Chain Models in Economics,  Management and Finance"
 Intensive Lecture Course in High Economic School, Moscow Russia

  ∙  This course introduces a newly developed optimization technique for a wide class of discrete and continuous-time finite Markov chains models.
  ∙  Along with a coherent introduction to the Markov models description (controllable Markov chains classifications, ergodicity property, rate of convergence to a stationary distribution) some optimization methods (such as Lagrange multipliers, Penalty functions and Extra-proximal scheme) are discussed.
  ∙  Based on the these models and numerical methods Marketing, Portfolio Optimization, Transfer Pricing as well as Stackleberg-Nash Games, Bargaining and Other Conflict Situations are profoundly considered.
  ∙  While all required statements are proved systematically, the emphasis is on understanding and applying the considered theory to real-world situations.


    Structure of the course
  ∙  1-st Lecture Day: 
Basic Notions on Controllable Markov Chains Models, Decision Making and Production Optimization Problem. 18 апреля, вторник, 9:00 - 11:50, К10
Лекция 1 (презентация)

  ∙  2-nd Lecture Day:
The Mean-Variance Customer Portfolio Problem: Bank Credit Policy Optimization. 21 апреля, пятница, 15:10 - 18:00, К10
Лекция 2 (презентация)

  ∙  3-rd Lecture Day:
Conflict Situation Resolution: Multi-Participants Problems, Pareto and Nash Concepts, Stackelberg equilibrium. 24 апреля, понедельник, 15:10 - 18:00, К10
Лекция 3 (презентация)

  ∙  4-th Lecture Day:
Bargaining (Negotiation). 25 апреля, вторник, 09:00 - 11:50, К10
Лекция 4 (презентация)

  ∙  5-th Lecture Day:
Partially Observable Markov Chain Models and Traffic Optimization Problem. 28 апреля, пятница, 15:10 - 18:00, К9
Лекция 5 (презентация)

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