Stochastic Processes, Optimization and Game Theory (2020)

The Teachers Enrichment Workshop on "Stochastic Processes, Optimisation and Game Theory"scheduled to be held at St. Stephen's College has been postponed. The revised date will be intimated later.

 Convener(s)
Name: Dr. Prashanto Chatterjee Mr. Kashif Ahmed
Mailing Address: Assistant Professor  
Department of Mathematics
St. Stephen’s College
University of Delhi
Delhi-110007		 Assistant Professor  
Department of Mathematics
St. Stephen’s College
University of Delhi
Delhi-110007
Email: prashanto.chatterjee at ststephens.edu kashif.ahmed at ststephens.edu

TEWs are meant only for the local teachers and therefore no travel and other hospitalities will be provided to the outstation participants.

The Teacher’s Enrichment Workshop (TEW) is an outreach activity of the National Centre for Mathematics (NCM) which supports instructional schools and workshops in order to enrich mathematical education at the college level. It is primarily meant for undergraduate college teachers to revise and update their mathematical knowledge in diverse areas of mathematical sciences. An important component of the workshop is the discussion session where teachers get an opportunity to clarify things and work on suitable exercises.

The workshop on Stochastic Processes, Optimization and Game theory is  meant for undergraduate teachers from the disciplines of Mathematics, Statistics and Operations Research. The sessions will comprise of lectures on these topics to be delivered by eminent scholars where the focus will be to go beyond the undergraduate level and also to highlight some real world applications encountering these topics.

Dates: 

Thursday, April 30, 2020 - 19:00 to Wednesday, May 6, 2020 - 19:00

Venue: 

Venue Address: 

University of Delhi. (North Campus)

Venue State: 

Venue City: 

PIN: 

110007

Chrono Order: 

365

Syllabus: 

Name of the Speaker with affiliation

No. of Lectures

Detailed Syllabus

Prof. Rahul Roy

6

Stochastic Processes: Elementary concepts: Experiments, Outcomes, Sample space, Events. Discretesample spaces and probability models. Conditional probability and independence. Random variables-discrete and continuous: Expectation, variance and moments of random variables. Jointly distributed random variables, Conditional expectation. Generating functions. Limit theorems. Discrete Markov chains with countable state space. Classification of states- recurrence, transience, periodicity. Random walks, Gambler's ruin problem.

Prof. Aparna Mehra

6

Optimization: Non-linear programming: feasible directions, basic constraint qualification, first order necessary conditions, KKT conditions, special cases of linear and quadratic program. Convexity, applications of nonlinear programs in machine learning. One dimensional line search methods and convergence, Golden section and Fibonacci method, Steepest descent method, conjugate gradient method in n-dimensional space.

Dr. Satyanarayana Arikatla

6

Combinatorial Optimization: Equivalence of seven Major theorems: Menger's thorem, Konig's thorem for matrices, Konig-Egervary theorem, Hall's Marriage theorem, Birkhoff Vonneumann theorem, Dilworth's thoerem and  Max Flow-Min cut theorem. Few applications of these theorems in various fields.

Dr. Jyotirmoy Bhattacharya

6

Game Theory: Games in normal form: Nash equilibrium, dominance solvability and rationalizability. Bayes Nash equilibrium for games of incomplete information. Games in extensive form: subgame perfection.

 

References:

  1. W. Feller: Introduction to the Theory of Probability and its Applications, Vol. 1

  2. P.G. Hoel, S.C. Port and C.J. Stone: Introduction to Stochastic Processes

  3. S.M. Ross: Stochastic Processes

  4. S. Karlin and J. Taylor: Stochastic Processes, Vol. 1

  5. J.G. Kemeny, J.L. Snell and A.W. Knapp: Finite Markov Chains

  6. Alexander Schrijver: A Course in Combinatorial Optimization (Onlines notes: https://homepages.cwi.nl/~lex/files/dict.pdf)

  7. Luca Trevisan: Combinatorial Optimization-Exact and Approximate Algorithms (Online notes: http://theory.stanford.edu/~trevisan/books/cs261.pdf)

  8. John Lee: A first course in Combinatorial optimization, Cambridge University Press

  9. T. Cormen, C. Leiserson, R. Rivest: Introduction to Algorithms, McGraw Hills, 2001

  10. M.J. Osborne and A. Rubinstein: A Course in Game Theory, MIT Press

  11. M. Maschler, E. Sorin, and S. Zamir: Game Theory, Cambridge University Press

  12. D.Fudenberg and J. Tirole: Game Theory, MIT Press

Time Table: 

Day

Date

Lecture 1

(9.30–10.30)

10.35
to
10.55

Lecturer 2

(11.00–12.00)

Lecture 3

(12.00–1.00)

1.00
to
2.20

Lecture 4

(2.30-3.30)

3.35
to
3.55

Discussion

(4.00-500)

5.05
to
5.30

(Speaker’s name)

(Speaker’s name)

(Speaker’s name)

(Speaker’s name)

(Tutor’s name)

Thu

30.4.20

RR

T
e
a

RR

AM

 L
u
n
c
h

AM

 T
e
a

AM

S
n
a
c
k
s

Fri

1.5.20

AM

AM

RR

RR

RR

Sat

2.5.20

SA

SA

RR

RR

RR

Mon

4.5.20

JB

JB

AM

AM

AM

Tue

5.5.20

SA

SA

JB

JB

JB

Wed

6.5.20

JB

JB

SA

SA

SA+SC
  •  RR: Prof. Rahul Roy
  • AM: Prof. Aparna Mehra
  • SA: Dr. Satyanarayana Arikatla
  • JB: Dr. Jyotirmoy Bhattacharya
  • SC: Ms Shivani Chauhan (Research Scholar)

Ttutors:

Sr..

Name

Affiliation

1

Prof. Rahul Roy

ISI, Delhi

2

Prof. Aparna Mehra

IIT, Delhi

3

Dr. Satyanarayana Arikatla

ShivNadar University, Uttar Pradesh

4.

Dr. Jyotirmoy Bhattacharya

Ambedkar University, Delhi

5.

Ms. Shivani Chauhan

Research Scholar, Departement of Mathematics, SNU

Selected Applicants: 

To Be Announced

How to Reach: 

For maps click here

St. Stephen's College
Sudhir Bose Marg
University of Delhi
Delhi-110007.
 
Phone No. 011-27667200

School Short Name: 

spogt

Last Date Application: 

Friday, April 10, 2020

List of Conveners: 

Dr. Prashanto Chatterjee

Mr. Kashif Ahmed

 

School Type: 

TEW