May 25, 2018, Vivek Borkar – CISE Resident Scholar, Indian Institute of Technology Bombay, Mumbai

Friday, May 25, 2018, 3pm-4pm
8 St. Mary’s Street, PHO 211
Refreshments at 2:45pm

Vivek Borkar
Indian Institute of Technology Bombay, Mumbai
CISE Resident Scholar

Alekseev Formula and Stochastic Recursive Algorithms

This talk will recall Alekseev’s nonlinear variation of constants formula’ and sketch some applications thereof to concentration bounds and error analysis for stochastic approximation type algorithms.

Vivek Borkar is Institute Chair Professor of Electrical Engineering at IIT Bombay, Mumbai. He obtained his Ph.D. in EECS from the University of California at Berkeley in 1980 and has since worked at TIFR Centre for Applicable Mathematics and Indian Institute of Science in Bengaluru and Tata Institute of Fundamental Research in Mumbai before taking up his current position in 2011. His research interests are stochastic optimization and control, encompassing theory, algorithms and applications. He is a Fellow of IEEE, AMS, TWAS and the science and engineering academies in India.

Faculty Host: Venkatesh Saligrama
Student Host: Shahrooz Zarbafian