Sökning: "Juozas Vaicenavicius"
Hittade 2 avhandlingar innehållade orden Juozas Vaicenavicius.
1. Optimal Sequential Decisions in Hidden-State Models
Sammanfattning : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. LÄS MER
2. Optimal Stopping under Drift Uncertainty
Sammanfattning : .... LÄS MER
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