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Showing 1 to 20 of 33 for “"optimal stopping"”.

  1. Optimal Stopping and Experimental Design

    Made available in DSpace on 2014-12-09T22:17:19Z (GMT). No. of bitstreams: 1 6503593.pdf: 1725253 bytes, checksum: 0c2d7dd03cbe9f534c020a082085aa6f (MD5) Previous issue date: 1964

    uiuc Repository record for Optimal Stopping and Experimental Design (opens in a new tab)

  2. Some Aspects of Optimal Stopping Theory

    Made available in DSpace on 2014-12-09T22:17:55Z (GMT). No. of bitstreams: 1 7013515.pdf: 4224001 bytes, checksum: 63732500684b43d7df4a2bee844ab973 (MD5) Previous issue date: 1969

    uiuc Repository record for Some Aspects of Optimal Stopping Theory (opens in a new tab)

  3. Dynamic optimal asset allocation with optimal stopping

    We develop a model of optimal consumption, labor and portfolio choice with endogenous retirement for an individual's life-cycle decisions. Explicit solutions for finite horizon are derived both for an individual with power utility and for an individual with log utility. There are two distinct …

    bu Repository record for Dynamic optimal asset allocation with optimal stopping (opens in a new tab)

  4. Optimal Stopping Problems with A Random Time Horizon

    The theory of optimal stopping provides a powerful set of tools for the study of American contingent claim pricing problem in mathematical finance. We give a self-contained overview of the theory, including the complete proofs of existence and uniqueness theorems for the optimal stopping time in …

    unsw Repository record for Optimal Stopping Problems with A Random Time Horizon (opens in a new tab)

  5. Optimal stopping problems and combinatorial optimization under uncertainty

    Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2024-09-16 without embargo terms

    uiuc Repository record for Optimal stopping problems and combinatorial optimization under uncertainty (opens in a new tab)

  6. Enlargement of Filtration, Backward Stochastic Differential Equations and Optimal Stopping Problems

    … stochastic differential equations (BSDEs) and optimal stopping problems. In particular, the thesis develops the theory of the progressive enlargement of filtration with multiple random times and their associated marks. Several extensions of the classical progressive enlargement of filtration …

    cape-town Repository record for Enlargement of Filtration, Backward Stochastic Differential Equations and Optimal Stopping Problems (opens in a new tab)

  7. A unified methodology of maintenance management for repairable systems based on optimal stopping theory

    … management for repairable systems based on optimal stopping theory. From reliability engineering’s point of view, all systems are subject to deterioration with age and usage. System deterioration can take various forms, including wear, fatigue, fracture, cracking, breaking, corrosion, …

    lsu-thes Repository record for A unified methodology of maintenance management for repairable systems based on optimal stopping theory (opens in a new tab)

  8. ADVANCES IN STOCHASTIC ANALYSIS ON SPACES OF MEASURES: KOLMOGOROV EQUATIONS RELATED TO STOCHASTIC FILTERING AND MEAN FIELD OPTIMAL STOPPING

    Lo scopo di questa Tesi è di studiare alcuni problemi di analisi stocastica e controllo ottimo stocastico, dove alcune variabili prendono valore in spazi di misure positive e di probabilità. La maggior parte del lavoro è dedicata all'introduzione e allo studio di alcune equazioni di Kolmogorov …

    milano Repository record for ADVANCES IN STOCHASTIC ANALYSIS ON SPACES OF MEASURES: KOLMOGOROV EQUATIONS RELATED TO STOCHASTIC FILTERING AND MEAN FIELD OPTIMAL STOPPING (opens in a new tab)

  9. On some stochastic control models and related free-boundary problems in insurance mathematics

    … 2-4 can be formulated as stochastic control-stopping problems, while the model considered in Chapter 5 is a singular stochastic control problem. One of the primary challenges lies in characterizing the free boundaries when solving above problems.<br /><br /> Specifically, Chapter 2 proposes a …

    bielefeld Repository record for On some stochastic control models and related free-boundary problems in insurance mathematics (opens in a new tab)

  10. A survey of some regression-based and duality methods to value American and Bermudan options Bernard Joseph.

    … time and the problem is formulated as an optimal stopping problem. The optimal stopping time can be expressed through continuation values (the price of the option given that the option is exercised after time j conditioned on the state process at time j). Regression-based Monte Carlo …

    cape-town Repository record for A survey of some regression-based and duality methods to value American and Bermudan options Bernard Joseph. (opens in a new tab)

  11. Efficient Algorithms for High-Dimensional Data-Driven Sequential Decision-Making

    … constraint} on its decisions: optimal stopping, sequential decision-making with limited moves and online bipartite max weight independent set. Assuming sample access to the underlying model (analogous to a \textit{generative model} in reinforcement learning), our algorithm can …

    cornell Repository record for Efficient Algorithms for High-Dimensional Data-Driven Sequential Decision-Making (opens in a new tab)

  12. Approximate dynamic programming for large scale systems

    … problems can be cast as dynamic programs and the optimal value function can be computed by solving Bellman's equation. However, this approach is limited in its applicability. As the number of state variables increases, the state space size grows exponentially, a phenomenon known as the curse of …

    columbia-diss Repository record for Approximate dynamic programming for large scale systems (opens in a new tab)

  13. On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis

    … The main interest is to characterize the optimal control in the problems, and in particular to characterize the corresponding free-boundaries. We investigate three different settings, in which the two-dimensional nature is driven by various aspects. In Section 2, we propose and solve a …

    bielefeld Repository record for On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis (opens in a new tab)

  14. Essays on real options and strategic behaviour.

    … behaviour and asymmetric information into optimal stopping decisions under uncertainty. vVe derive optimal stopping rules when each agent's payoff is affected by the actions of other agents and these latter are of unknown type. 'Strategic Sequential Investments: an Application to Preemptive …

    cambridge

  15. Commodity market modeling and physical trading strategies

    … the oil market in late 2008, is presented as an optimal stopping problem. Using the two-factor model of the forward curve, the value of storing crude oil is derived and analyzed historically. The analytical framework for physical commodity trading that is developed allows for the calculation of …

    mit Repository record for Commodity market modeling and physical trading strategies (opens in a new tab)

  16. Essays in Economic Theory

    … small firm will quit earlier. The large firm's optimal stopping time is not affected by the competition, while the small firm's stopping time is reduced. Additionally, I find that companies will remain longer in the race if the investigation cost is lower, the winning premium is higher, the …

    vt Repository record for Essays in Economic Theory (opens in a new tab)

  17. Efficient Media Access Control and Distributed Channel-aware Scheduling for Wireless Ad-Hoc Networks

    … during the channel probing phase. We use optimal stopping theory to formulate this problem, but at carefully chosen time instances at which effective decisions are made. The problem can then be solved by a new stopping rule problem where the observations are independent between different …

    maryland Repository record for Efficient Media Access Control and Distributed Channel-aware Scheduling for Wireless Ad-Hoc Networks (opens in a new tab)

  18. Matroid prophet inequalities and Bayesian mechanism design

    … as theorems about pure online algoritms or optimal stopping rules, these results also have applications to mechanism design. Our results imply improved bounds on the ability of sequential posted-price mechanisms to approximate optimal mechanisms in both single-parameter and multi-parameter …

    mit Repository record for Matroid prophet inequalities and Bayesian mechanism design (opens in a new tab)

  19. Robust Control for Hybrid, Nonlinear Systems

    We develop the robust control theories of stopping-time nonlinear systems and switching-control nonlinear systems. We formulate a robust optimal stopping-time control problem for a state-space nonlinear system and give the connection between various notions of lower value function for the …

    vt Repository record for Robust Control for Hybrid, Nonlinear Systems (opens in a new tab)

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