2013 Reid Prize Lecture: Some Solvable Stochastic Control Problems

March 4, 2014

Tyrone Duncan, a professor of mathematics at the University of Kansas, received the 2013 W.T. and Idalia Reid Prize for "fundamental contributions to nonlinear filtering, stochastic control, and the relation between probability and geometry." The prize was awarded at the SIAM Annual Meeting and control conference in San Diego, where Duncan gave the prize lecture, "Some Solvable Stochastic Control Problems." For readers who missed the talk, James Case considers highlights.

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