Sökning: "optimal decisions"

Visar resultat 1 - 5 av 202 avhandlingar innehållade orden optimal decisions.

  1. 1. Optimal timing decisions in financial markets

    Författare :Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimal stopping; American options; optimal stopping games; incomplete information; Mathematics; Matematik;

    Sammanfattning : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. LÄS MER

  3. 2. Optimal Sequential Decisions in Hidden-State Models

    Författare :Juozas Vaicenavicius; Erik Ekström; Huyên Pham; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; sequential analysis; optimal stopping; optimal liquidation; drift uncertainty; incomplete information; stochastic filtering;

    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

  4. 3. Optimal Decisions with Limited Information

    Författare :Ather Gattami; Institutionen för reglerteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; systems; numerical analysis; Computer science; Convex Optimization; Graph Theory; Team Decision Theory; Game Theory; control; Datalogi; numerisk analys; system; kontroll; Automation; robotics; control engineering; Automatiska system; robotteknik; reglerteknik;

    Sammanfattning : This thesis considers static and dynamic team decision problems in both stochastic and deterministic settings. The team problem is a cooperative game, where a number of players make up a team that tries to optimize a given cost induced by the uncertainty of nature. LÄS MER

  5. 4. Models for optimal investment and maintenance decisions

    Författare :Birger Rapp; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  7. 5. Economically Optimal Values and Decisions in Iranian Forest Management

    Författare :Soleiman Mohammadi Limaei; Peter Lohmander; Sjur Didrik Flåm; Swedish University of Agricultural Sciences; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Iranian Caspian forests; stumpage price; growth function; stochastic dynamic programming; dynamic game theory; Nash equilibrium;

    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