Sökning: "Yuqiong Wang"

Hittade 2 avhandlingar innehållade orden Yuqiong Wang.

1. 1. Optimal stopping, incomplete information, and stochastic games

   Författare :Yuqiong Wang; Erik Ekström; Sören Christensen; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; sequential analysis; incomplete information; asymmetric information; stochastic filtering; Dynkin games; tug-of-war games; Mathematics; Matematik;

   Sammanfattning : This thesis contains six papers on the topics of optimal stopping and stochastic games. Paper I extends the classical Bayesian sequential testing and detection problems for a Brownian motion to higher dimensions. We demonstrate unilateral concavity of the cost function and present its structural properties through various examples. LÄS MER

3. 2. Structural properties of problems in sequential testing and detection

   Författare :Yuqiong Wang; Erik Ekström; Mikhail Zhitlukhin; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : .... LÄS MER