Bachelor/Master Seminar Analysis:

Large Deviations meet Optimization

winter 2021/22

Lecturer:  André Schlichting
 Benedikt Wirth

Information on the seminar

time, location: will be collectively determined at the beginning of term
HIS/LFS: BSc: Schlichting
BSc: Wirth
MSc: Schlichting
MSc: Wirth
learnweb: Seminar-Schlichting-Wirth-2021_2
contents: In this seminar we will treat current research articles and book chapters on topics that form a bridge between the stochastic field of large deviations and the numerics/analysis field of optimization.
prerequisites:  Analysis I-III, basic courses in numerics/analysis and stochastics.
initial meeting: First organizational meeting: September 21, 2021, 14:00, via zoom under https://wwu.zoom.us/j/67440436289?pwd=bTNES0lIbUZRc1RMSlh4amIweGpyZz09.

In case you are interested in the seminar, you can let us already know beforehand via e-mail. If you would like to already find a topic or start working, please drop an e-mail as well.
assessment: 60-minute seminar talk and written report (ca. 7-page handout, to be presented and discussed with the lecturer ca. 10 days before the talk, to allow for improvements and further assistance)
literature:  All students will be asked to get a basic background on large deviations and the needed ingredients. Those are for instance covered in the introductory chapters of the following books and lecture notes.
topics:  Here is a list of possible topics. The given literature is understood as an outline for the according topics. The participants can and should base their presentation on additional relevant sources. Please contact the docents, if relevant sources are not accessible.
talks: