Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 12 of 12 for “"Payoff function."”.
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Essays on identification and semiparametric econometrics
… First, we give conditions under which the payoff function is nonparametrically identified by the observed distribution of states and controls. The identification conditions are fairly general and can be expected to hold in many potential applications. The key identifying restrictions …
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Approximation of prices for average-type options via bounds
… the distribution of the average on which the payoff function depends is unknown in closed-form and numerically because of the high dimensionality of the problem. In this thesis we develop methods that avoid these issues by providing price approximations in the form of lower and upper bounds. …
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Essays in capital markets
… a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the optimal-replication problem: find a self-financing dynamic portfolio strategy-involving only the underlying securities-that most …
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On the saddle-point solution and the large-coalition behavior of fingerprinting games
… maximin games with mutual information as their payoff functions. However, these games generally do not admit saddle-point solutions and are very hard to solve numerically. Here under the so-called Boneh-Shaw marking assumption, we reformulate the capacity as the value of a single two-person …
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Pricing and efficiency in wireless cellular data networks
… that each user behaves selfishly according to a payoff function, which is the difference between his utility derived from the resources he is allocated, and the price charged by the network's manager. The network manager can influence user behavior through the price, and thereby improve the …
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Coalitional game with opinion exchange
… participants hold different opinions about the payoff function that corresponds to each subset of the coalition. In this thesis, we propose a framework in which players can exchange opinions about their views of payoff functions and then decide the distribution of the value of the grand …
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Finance without price dynamics
… are given. We also find exact bounds if the payoff function on the option is a piecewise linear function of the price of the underlying security. We solve a similar problem in a two dimensional case. The methods developed for two-dimensional case are applicable to the multiple dimensional …
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New models for homeland security and public safety
… of the algebraic form of the optimizable function, and 2) that the problem parameters are not subject to external random influences. In many practical settings, these assumptions are often too strong because even moderate amounts of randomness can lead to considerably sub-optimal outcomes. …
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Private Provision of Public Goods: Uniform Price Mechanisms with a Threshold and Dynamics with a Tipping Point
… which collapsing the stock is optimal. With a payoff function linear in stock and income and a logistic growth function, we show the existence of a tipping point. Further, under a dynamic voluntary contribution mechanism (DVCM), both the open-loop equilibrium and the Markov perfect equilibrium …
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Role of Social Preferences and Coalitions in a Public Goods Game
… an experiment. In the experiment, subject's payoff is determined by exogenously inducing social preferences into an individual's payoff function. The experiment validates the predictions of theoretical model and we find that individuals who have lower weight on their own payoff are likely to …
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Containing Cascading Failures in Networks: Applications to Epidemics and Cybersecurity
… Each agent decides its strategy to optimize its payoff (modeled by some payoff function). We analyze the complexity of finding Nash equilibria (NE) and study the structure of NE for different networks in these game settings. Part II focuses on malware spread in networks. In cybersecurity …
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Towards bioengineered ecosystems: Three studies in invasion biology
… parameters were investigated, by examining two payoff functions plotted as contour surfaces over each pair of parameters. We found that a high burst size, low virus degradation rate, and low host intrinsic death rate always resulted in the hiest payoff to the phage. In contrast, payoffs always …