Go offline with the Player FM app!
Subject to: Warren Powell
Manage episode 314865595 series 3000652
Warren B. Powell is Professor Emeritus at Princeton University, where he taught for 39 years, and is currently the Chief Analytics Officer at Optimal Dynamics. He is the founder and director of CASTLE Labs, which spans contributions to models and algorithms in stochastic optimization, with applications to energy systems, transportation, health, e-commerce, and the laboratory sciences (see www.castlelab.princeton.edu). He has pioneered the use of approximate dynamic programming for high-dimensional applications, and the knowledge gradient for active learning problems. His recent work has focused on developing a unified framework for sequential decision problems under uncertainty, spanning active learning to a wide range of dynamic resource allocation problems. He has authored books on Approximate Dynamic Programming and Optimal Learning, and he has a new book coming up entitled "Reinforcement Learning and Stochastic Optimization: A unified framework for sequential decisions". Dr. Powell is an INFORMS fellow and a recipient of numerous prizes including the prestigious Robert Herman Lifetime Achievement Award in Transportation Science.
95 episodes
Manage episode 314865595 series 3000652
Warren B. Powell is Professor Emeritus at Princeton University, where he taught for 39 years, and is currently the Chief Analytics Officer at Optimal Dynamics. He is the founder and director of CASTLE Labs, which spans contributions to models and algorithms in stochastic optimization, with applications to energy systems, transportation, health, e-commerce, and the laboratory sciences (see www.castlelab.princeton.edu). He has pioneered the use of approximate dynamic programming for high-dimensional applications, and the knowledge gradient for active learning problems. His recent work has focused on developing a unified framework for sequential decision problems under uncertainty, spanning active learning to a wide range of dynamic resource allocation problems. He has authored books on Approximate Dynamic Programming and Optimal Learning, and he has a new book coming up entitled "Reinforcement Learning and Stochastic Optimization: A unified framework for sequential decisions". Dr. Powell is an INFORMS fellow and a recipient of numerous prizes including the prestigious Robert Herman Lifetime Achievement Award in Transportation Science.
95 episodes
All episodes
×Welcome to Player FM!
Player FM is scanning the web for high-quality podcasts for you to enjoy right now. It's the best podcast app and works on Android, iPhone, and the web. Signup to sync subscriptions across devices.