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 20 of 65 for “"utility maximization"”.
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On two utility maximization problems
This dissertation studies two expected utility maximization problems from mathematical finance. The first project (Chapter 2) deals with a single-agent utility maximization under constraints on intertemporal consumption; the second project (Chapter 3) studies Nash equilibria in an N-player game of …
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Learning-NUM: Utility Maximization in Stochastic Queueing Networks
Network Utility Maximization (NUM) studies the problems of allocating traffic rates to network users in order to maximize the users’ total utility subject to network resource constraints. We propose a new paradigm of utility maximization in stochastic queueing networks where the utility functions …
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Optimal portfolio choice : beyond the traditional expected utility maximization paradigm
This thesis focuses on two major portfolio selection approaches: the traditional mean-variance approach and the heuristic approach based on risk budgeting. The main results from mean-variance are reviewed, as well as some novel results, followed by new contributions in the area of calculating …
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Network Traffic Control Based on Modern Control Techniques: Fuzzy Logic and Network Utility Maximization
This thesis presents two modern control methods to address the Internet traffic congestion control issues. They are based on a distributed traffic management framework for the fast-growing Internet traffic in which routers are deployed with intelligent or optimal data rate controllers to tackle the …
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The Edsel: a case study in the economics of discretionary behavior and objectives of a firm
… to a theory of the firm, which suggests a utility maximization vice the classical profit maximization concept. The conclusion is reached and tends to support the utility maximization concept. Additionally, the conclusion is reached that the utility maximization concept is useful only in …
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Quality and Competence: An Analysis of the Role of Mill's Qualitative Hedonism on his Conception of Representative Democracy
… that he cannot simultaneously espouse both utility maximization and the protection of individual choice-making as a non-trumpable value. Like his moral philosophy, Mill’s political thought is also rejected for interspersing, seemingly at random, elements of utilitarianism with concerns about …
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General Equilibrium Comparative Statics
… endowments that ensure data are consistent with utility maximization.
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Potential games and competitive scheduling in wireless networks
… chooses a transmission policy that maximizes its utility function, which captures a natural trade-off between throughput and power. The transmission policy specifies how transmissions should be scheduled as a function of the time-varying common channel state observed by each user. We make three …
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Interregional Migration and Regional Economic Structure
… the interregional migration as proposed by the utility maximization theory. Regional economic structure plays an important role to explain inter-MSA migration.
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The efficiency properties of institutional evolution: with particular reference to the social-philosophical works of F. A. Hayek
… At base, this outcome is a result of simple utility maximization on the part of individuals. Policy prescriptions and attitudes towards policy are likely to change once this is noted and understood.
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Revealed Preference Analysis Under Nontransitive Preferences
… Model (RPM), a framework similar to the Random Utility Model (RUM) designed to explain consumer choice behavior. Unlike RUM, which assumes transitive preferences often contradicted by behavioral economics, the RPM allows for nontransitive preferences. Its main application is modeling aggregate …
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Utility-based valuation for underwater employee stock options
In this report, we explore the theory behind utility-based valuation of stock options. In particular, we focus on the underwater employee stock options, which give rise to an incomplete-market setting. We begin with basic concepts and terminology in stock-option pricing. Then, we review the …
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Alternative Methods for Determining the Expected Market Risk Premium: Theory and Evidence
… can be derived from both the mean-variance utility maximization approach and the Arbitrage Pricing Theory approach.
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Intercity travel demand : a utility-consistent simultaneous trip generation and mode choice model
… choice model that is rigorously linked to the utility maximization theory. Compared to a traditional intercity travel demand model, the proposed model is utility consistent in that trip generation and mode choice models flow from one utility function. Thus, the resultant model embodies the …
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Supporting delay guarantees over unreliable wireless channels
… admission control, packet scheduling, and utility maximization. In addition, we address the scenario of broadcasting flows with delay constraints and incorporate various network coding mechanisms. We also extend models used in the real-time system literature and discuss the scheduling …
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Capital Flows and Trade in an Integrated World
… of explicit demand schedules under expected utility maximization when the random variable is nonlinearly transformed.
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Fairness for resource allocation in cloud computing.
… resources that could be an obstacle against utility maximization for a certain number of users. Besides, there is no specific measure for evaluating the fair distribution of resources among tasks with dominant and non-dominant resources, in single and heterogeneous server settings. Third, it …
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Valuation of Stock Index Futures and Their Relation to the Underlying Index: Theory and Evidence (Hedging)
… with stock index futures: the various criteria (utility maximization, variance minimization, basis arbitrage) were met using plausible optimal ratios. Both the exchange and the maturity of the contract used affected hedging behavior. Various pricing models were also applied to the futures: a …
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The optimal mechanism in differential privacy
… the fundamental trade-off between privacy and utility in differential privacy in the most basic problem settings. We first derive the optimal (epsilon)-differentially private mechanism for single real-valued query function under a very general utility-maximization (or cost-minimization) …
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