ALOP-Colloquium with Prof. Dr. Rakesh Vohra, University of Pennsylvania
November 23 / 16:00 - 18:00
On Monday, November 23, 2020 at 16:00 Prof. Dr. Rakesh Vohra, University of Pennsylvania will present his recent work at our colloquium entitled
Linear Programming and Prophet Inequalities
Prophet inequalities bound the expected reward that can be obtained in a class of stopping problems by the optimal reward of the corresponding off-line problem. We use linear programming techniques to obtain prophet inequalities for a class of stopping problems associated with selecting a point in a polyhedron. One application is to `computational sprinting’, in which a chip temporarily exceeds its sustainable thermal power budget to provide instantaneous throughput, after which the chip must return to nominal operation to cool down. We also illustrate the usefulness of the approach by giving some new and simple derivations of existing results.
This is based on joint work with Markos Epitropu.
This presentation will take place via ZOOM. A link will be e-mailed prior to the event.