As part of the AMSI-ANZIAM lecture tour, Professor Konstantin Avrachenkov presents this specialist talk at University of South Australia.

Visiting Adelaide, Melbourne, Canberra, Newcastle and Brisbane, the tour runs from 13-22 February.

Event Information:

Lecture: Singularly Perturbed Markovian Models: From Queues to Web Ranking and Reinforcement Learning
Date: Monday 13 February
Venue: Room F1-24 (Building F), University of South Australia, Mawson Lakes campus, Adelaide, SA
Time: 11am
Registration not required

Abstract: Markov chains represent a versatile tool for modelling phenomena in nature and technology. Many phenomena unfold on several time scales. In this talk I first give an accessible introduction to Markov chains and in particular to singularly perturbed Markov chains, which are stochastic dynamical models with several time scales. Then, I demonstrate the application of singularly perturbed Markov chains to queueing systems, web ranking and reinforcement learning.

For more information, visit: https://rhed.amsi.org.au/public-lectures/anziam-lecturer-2023/