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Visar resultat 1 - 5 av 15 avhandlingar som matchar ovanstående sökkriterier.
1. Dynamic Optimization for Agent-Based Systems and Inverse Optimal Control
Sammanfattning : This dissertation is concerned with three problems within the field of optimization for agent--based systems. Firstly, the inverse optimal control problem is investigated for the single-agent system. Given a dynamic process, the goal is to recover the quadratic cost function from the observation of optimal control sequences. LÄS MER
2. Valuation and Optimal Strategies in Markets Experiencing Shocks
Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER
3. Privacy in the Age of Artificial Intelligence
Sammanfattning : An increasing number of people are using the Internet in their daily life. Indeed, more than 40% of the world population have access to the Internet, while Facebook (one of the top social network on the web) is actively used by more than 1.3 billion users each day (Statista 2017). LÄS MER
4. Numerical methods for the calibration problem in finance and mean field game equations
Sammanfattning : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. LÄS MER
5. Economically Optimal Values and Decisions in Iranian Forest Management
Sammanfattning : Stumpage price processes are estimated via regression analysis (with alternative autoregressive models) with data from the Iranian Caspian forests. The parameter estimates indicate that the stumpage price may be regarded as a stationary stochastic process. The optimal harvest decisions were calculated via stochastic dynamic programming. LÄS MER