The next meeting of the seminar of the Department of Operations Research, Probability and Statistics will be held on October 17th, 2023, at 2:00 p.m. (UTC+3). A talk on: On an Infinite-Time Horizon Linear-Quadratic Game with Constrained Control will be delivered by Boyan Stefanov. Abstract. A linear-quadratic game on an infinite horizon for continuous and discrete-time systems is studied when the controls of the minimizing player are constrained. Our approach is based on the approximation of this game by a suitable finite-time horizon game. First, the existence of a saddle point equilibrium is proved for the unconstrained case. Next, it is established that there exists a delta-neighborhood of the origin in the state space where the control constraints are not active. Using this neighborhood, the [...]

The next meeting of the seminar of the Department of Operations Research, Probability and Statistics will be held on October 25th, 2022, at 2:00 p.m. (UTC+3). Dragomir Nedelchev, a doctoral student, will deliver a talk on: Value-at-Risk, Expected Shortfall, and expectile-based risk measure. Abstract. The financial markets dynamics entails challenges for measuring the market risk. Hence, the agenda of both the market makers and regulators (like the Basel Committee on Bank Supervision) includes challenging and upgrading the market risk measure. Stakeholders have to reach a common understanding on the pros / cons of the available risk measures, and if necessary - design new measures.   Traditionally, the market risk is measured via the Value-at-Risk (VaR). Although marked with substantial advantages, the VaR does not [...]

The next meeting of the seminar of the Department of Operations Research, Probability and Statistics will be held online on April  27th, 2022, at 3:15 p.m. (UTC+3). Prof. N. M. Glazunov will deliver a talk on: Optimization Theory in Glushkov Institute of Cybernetics NASU (Kiev) with special reference to Nondifferentiable Optimization. Abstract

The next meeting of the seminar of the Department of Operations Research, Probability and Statistics will be held online on February 1, 2022, at 2:00 p.m. (UTC+2). A talk on: Using Fractal Dimension in Neural Networks will be delivered by Dr. Kalin Stoyanov. Join Zoom meeting: https://us02web.zoom.us/j/84576157296?pwd=bkhjOVU2NHZzR2N2MEl3dGxnYzZXUT09 Meeting ID: 845 7615 7296 Passcode: 242781  

The next meeting of the seminar of the Department of Operations Research, Probability and Statistics will be held online on July 20th, 2021, at 2:00 p.m. (UTC+3). Dr. Hermann Render, Univ. College Dublin, will deliver a talk on: Error estimates for interpolation L-splines and interpolation polysplines. IMI BAS is inviting you to a scheduled Zoom meeting. Topic: Семинар на секция ИОВС Time: Jul 20, 2021 14:00 Sofia Join Zoom Meeting https://us02web.zoom.us/j/87217661242?pwd=K0ZIdFF0dTAyNnVGWmllbTlydTAxQT09 Meeting ID: 872 1766 1242 Passcode: 397063