Martin Schweizer: Catalogue data in Autumn Semester 2021

Name Prof. Dr. Martin Schweizer
FieldMathematik
Address
Professur für Mathematik
ETH Zürich, HG G 51.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 33 51
Fax+41 44 632 14 74
E-mailmartin.schweizer@math.ethz.ch
URLhttp://www.math.ethz.ch/~mschweiz
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-3910-71LStudent Seminar on Reinforcement Learning Information Restricted registration - show details
Number of participants limited to 12.
4 credits2SM. Schweizer
AbstractThe aim of this seminar is to give an introduction to some of the mathematical ideas behind reinforcement learning. This includes stochastic optimisation and convergence analysis. The emphasis is on mathematical theory, not on developing and testing algorithms.
ObjectiveThe aim of this seminar is to give an introduction to some of the mathematical ideas behind reinforcement learning. This includes stochastic optimisation and convergence analysis. The emphasis is on mathematical theory, not on developing and testing algorithms.
ContentThe aim of this seminar is to give an introduction to some of the mathematical ideas behind reinforcement learning. This includes stochastic optimisation and convergence analysis. The emphasis is on mathematical theory, not on developing and testing algorithms.
LiteratureSee the seminar homepage at https://metaphor.ethz.ch/x/2021/hs/401-3910-71L
Prerequisites / NoticeThe underlying textbook mostly works with stochastic control problems for discrete-time Markov chains with a finite state space. But for a proper understanding, students should be familiar with measure-theoretic probability theory as well as stochastic processes in discrete time, and in particular with the construction of Markov chains on the canonical path space via the Ionescu-Tulcea theorem.
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 credits1KB. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
AbstractResearch colloquium
Objective
ContentRegular research talks on various topics in mathematical finance and actuarial mathematics