AdvOL Student Seminars and Defences
Joe Guan, January 23, 2018, 15:30-16:00, ITB 201
Speaker:   Joe Guan

Title:  Geometric Aspects of Combinatorial Optimization
AdvOL Optimization Seminars
Antoine Deza, January 23, 2018, 16:30-17:30, ITB 201
Speaker:   Antoine Deza
Department of Computing and Software
McMaster University

Title:  On lattice polytopes, convex matroid optimization, and degree sequences of hypergraphs
Fields Institute Industrial Optimization Seminar, January 16, 2018
Speakers:   Paul Ayers (McMaster University)
Jeffrey Kelly (Industrial Algorithms)

On the first Tuesday of each month, the Industrial Optimization Seminar is held at the Fields Institute. See the seminar series website for further information.
Home arrow Seminars arrow Invited seminars arrow Chi-Guhn Lee, February 2, 2016, 16:30-17:30, ITB 201
Friday, 23 February 2018
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Chi-Guhn Lee, February 2, 2016, 16:30-17:30, ITB 201
Speaker:   Chi-Guhn Lee
Department of Mechanical and Industrial Enginnering
University of Toronto

Title:   Multistate Bayesian Control Chart Over a Finite Horizon

We study a multistate partially observable process control model with a general state transition structure. The process is initially in control and subject to Markovian deterioration that can bring it to out-of-control states. The process may continue making transitions among the out-of-control states, or even back to the in-control state until it reaches an absorbing state. We assume that at least one out-of-control state is absorbing. The objective is to minimize the expected total cost over a finite horizon. By transforming the standard Cartesian belief space into the spherical coordinate system, we show that the optimal policy has a simple control-limit structure. We also examine two specialized models. The first is the phase-type transition time model, in which we develop an algorithm whose complexity is not affected by the number of phases. The second is a model with multiple absorbing out-of-control states, by which we show that certain out-of-control states may incur less total cost than the in-control state, a phenomenon never occurs in the two-state models. We conclude that there are fundamental differences between multistate models and two-state models, and that the spherical coordinate transformation offers significant analytical and computational benefits.
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