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University of Texas – Austin

1. Dumav, Martin. The von Neumann/Morgenstern approach to ambiguity.

Degree: MA, Mathematics, 2011, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2011-08-4292

► An outcome is ambiguous if it is an incomplete description of the probability distribution over consequences. An `incomplete description' is identified with the set of…
(more)

Subjects/Keywords: Ambiguity; Decision theory; von Neumann/Morgenstern

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APA (6^{th} Edition):

Dumav, M. (2011). The von Neumann/Morgenstern approach to ambiguity. (Masters Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2011-08-4292

Chicago Manual of Style (16^{th} Edition):

Dumav, Martin. “The von Neumann/Morgenstern approach to ambiguity.” 2011. Masters Thesis, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/ETD-UT-2011-08-4292.

MLA Handbook (7^{th} Edition):

Dumav, Martin. “The von Neumann/Morgenstern approach to ambiguity.” 2011. Web. 16 Apr 2021.

Vancouver:

Dumav M. The von Neumann/Morgenstern approach to ambiguity. [Internet] [Masters thesis]. University of Texas – Austin; 2011. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/ETD-UT-2011-08-4292.

Council of Science Editors:

Dumav M. The von Neumann/Morgenstern approach to ambiguity. [Masters Thesis]. University of Texas – Austin; 2011. Available from: http://hdl.handle.net/2152/ETD-UT-2011-08-4292

University of Texas – Austin

2. Goswami, Pulak. Recovering the payoff structure of a utility maximizing agent.

Degree: PhD, Mathematics, 2016, University of Texas – Austin

URL: http://hdl.handle.net/2152/40299

► Any agent with access to information that is not available to the market at large is considered an ‘insider’. It is possible to interpret the…
(more)

Subjects/Keywords: Inverse problems; Insider trading

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APA (6^{th} Edition):

Goswami, P. (2016). Recovering the payoff structure of a utility maximizing agent. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/40299

Chicago Manual of Style (16^{th} Edition):

Goswami, Pulak. “Recovering the payoff structure of a utility maximizing agent.” 2016. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/40299.

MLA Handbook (7^{th} Edition):

Goswami, Pulak. “Recovering the payoff structure of a utility maximizing agent.” 2016. Web. 16 Apr 2021.

Vancouver:

Goswami P. Recovering the payoff structure of a utility maximizing agent. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2016. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/40299.

Council of Science Editors:

Goswami P. Recovering the payoff structure of a utility maximizing agent. [Doctoral Dissertation]. University of Texas – Austin; 2016. Available from: http://hdl.handle.net/2152/40299

University of Texas – Austin

3. Fayvisovich, Roman. Martingale-generated control structures and a framework for the dynamic programming principle.

Degree: PhD, Mathematics, 2017, University of Texas – Austin

URL: http://hdl.handle.net/2152/62105

► This thesis constructs an abstract framework in which the dynamic programming principle (DPP) can be proven for a broad range of stochastic control problems. Using…
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Subjects/Keywords: Stochastic control; Dynamic programming

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APA (6^{th} Edition):

Fayvisovich, R. (2017). Martingale-generated control structures and a framework for the dynamic programming principle. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/62105

Chicago Manual of Style (16^{th} Edition):

Fayvisovich, Roman. “Martingale-generated control structures and a framework for the dynamic programming principle.” 2017. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/62105.

MLA Handbook (7^{th} Edition):

Fayvisovich, Roman. “Martingale-generated control structures and a framework for the dynamic programming principle.” 2017. Web. 16 Apr 2021.

Vancouver:

Fayvisovich R. Martingale-generated control structures and a framework for the dynamic programming principle. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/62105.

Council of Science Editors:

Fayvisovich R. Martingale-generated control structures and a framework for the dynamic programming principle. [Doctoral Dissertation]. University of Texas – Austin; 2017. Available from: http://hdl.handle.net/2152/62105

4. Wang, Haoran, Ph. D. Forward optimization and real-time model adaptation with applications to portfolio management, indifference valuation and optimal liquidation.

Degree: PhD, Mathematics, 2019, University of Texas – Austin

URL: http://dx.doi.org/10.26153/tsw/2836

► The goal of this thesis is to introduce a new, alternative approach to deal with model uncertainty and “real-time” model revisions and, in turn, develop…
(more)

Subjects/Keywords: Forward performance processes; Optimal control; Adaptive control; Time consistency; Regret; Real-time model adaptation; Portfolio management; Indifference valuation; Optimal liquidation

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APA (6^{th} Edition):

Wang, Haoran, P. D. (2019). Forward optimization and real-time model adaptation with applications to portfolio management, indifference valuation and optimal liquidation. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://dx.doi.org/10.26153/tsw/2836

Chicago Manual of Style (16^{th} Edition):

Wang, Haoran, Ph D. “Forward optimization and real-time model adaptation with applications to portfolio management, indifference valuation and optimal liquidation.” 2019. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://dx.doi.org/10.26153/tsw/2836.

MLA Handbook (7^{th} Edition):

Wang, Haoran, Ph D. “Forward optimization and real-time model adaptation with applications to portfolio management, indifference valuation and optimal liquidation.” 2019. Web. 16 Apr 2021.

Vancouver:

Wang, Haoran PD. Forward optimization and real-time model adaptation with applications to portfolio management, indifference valuation and optimal liquidation. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2019. [cited 2021 Apr 16]. Available from: http://dx.doi.org/10.26153/tsw/2836.

Council of Science Editors:

Wang, Haoran PD. Forward optimization and real-time model adaptation with applications to portfolio management, indifference valuation and optimal liquidation. [Doctoral Dissertation]. University of Texas – Austin; 2019. Available from: http://dx.doi.org/10.26153/tsw/2836

5. -5991-6641. Modeling and analyzing device-to-device content distribution in cellular networks.

Degree: PhD, Electrical and Computer Engineering, 2017, University of Texas – Austin

URL: http://hdl.handle.net/2152/67991

► Device-to-device (D2D) communication is a promising approach to optimize the utilization of air interface resources in 5G networks, since it allows decentralized proximity-based communication. To…
(more)

Subjects/Keywords: Content distribution; Caching; Device-to-device; Spatial diversity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

-5991-6641. (2017). Modeling and analyzing device-to-device content distribution in cellular networks. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/67991

Note: this citation may be lacking information needed for this citation format:

Author name may be incomplete

Chicago Manual of Style (16^{th} Edition):

-5991-6641. “Modeling and analyzing device-to-device content distribution in cellular networks.” 2017. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/67991.

Note: this citation may be lacking information needed for this citation format:

Author name may be incomplete

MLA Handbook (7^{th} Edition):

-5991-6641. “Modeling and analyzing device-to-device content distribution in cellular networks.” 2017. Web. 16 Apr 2021.

Note: this citation may be lacking information needed for this citation format:

Author name may be incomplete

Vancouver:

-5991-6641. Modeling and analyzing device-to-device content distribution in cellular networks. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/67991.

Author name may be incomplete

Council of Science Editors:

-5991-6641. Modeling and analyzing device-to-device content distribution in cellular networks. [Doctoral Dissertation]. University of Texas – Austin; 2017. Available from: http://hdl.handle.net/2152/67991

Author name may be incomplete

6. -9740-0742. Applications of forward performance processes in dynamic optimal portfolio management.

Degree: PhD, Information, Risk, and Operations Management, 2018, University of Texas – Austin

URL: http://hdl.handle.net/2152/63813

► The classical optimal investment models are cast in a finite or infinite horizon setting, assuming an a priori choice of a market model (or a…
(more)

Subjects/Keywords: Forward performance; Portfolio optimization; Lifecycle fund; Mean-variance analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

-9740-0742. (2018). Applications of forward performance processes in dynamic optimal portfolio management. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/63813

Author name may be incomplete

Chicago Manual of Style (16^{th} Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/63813.

Author name may be incomplete

MLA Handbook (7^{th} Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Web. 16 Apr 2021.

Author name may be incomplete

Vancouver:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2018. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/63813.

Author name may be incomplete

Council of Science Editors:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Doctoral Dissertation]. University of Texas – Austin; 2018. Available from: http://hdl.handle.net/2152/63813

Author name may be incomplete

University of Texas – Austin

7. Geng, Tianran. Essays on forward portfolio theory and financial time series modeling.

Degree: PhD, Mathematics, 2017, University of Texas – Austin

URL: http://hdl.handle.net/2152/63031

► This dissertation contains four self-contained essays that explore the application of stochastic and statistical modeling techniques to the problem of optimal portfolio choice and financial…
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Subjects/Keywords: Forward portfolio theory; Time series analysis; Optimal portfolio choice; Mathematical finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Geng, T. (2017). Essays on forward portfolio theory and financial time series modeling. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/63031

Chicago Manual of Style (16^{th} Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/63031.

MLA Handbook (7^{th} Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Web. 16 Apr 2021.

Vancouver:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/63031.

Council of Science Editors:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Doctoral Dissertation]. University of Texas – Austin; 2017. Available from: http://hdl.handle.net/2152/63031

University of Texas – Austin

8. -0056-8793. Existence, characterization and approximation in the generalized monotone follower problem.

Degree: PhD, Mathematics, 2015, University of Texas – Austin

URL: http://hdl.handle.net/2152/31517

► We revisit the classical monotone-follower problem and consider it in a generalized formulation. Our approach, based on a compactness substitute for nondecreasing processes, the Meyer-Zheng…
(more)

Subjects/Keywords: Maximum principle; Meyer-Zheng convergence; Monotone-follower problem; Optimal stochastic control; Optimal stopping; Singular control

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APA (6^{th} Edition):

-0056-8793. (2015). Existence, characterization and approximation in the generalized monotone follower problem. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/31517

Author name may be incomplete

Chicago Manual of Style (16^{th} Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/31517.

Author name may be incomplete

MLA Handbook (7^{th} Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Web. 16 Apr 2021.

Author name may be incomplete

Vancouver:

-0056-8793. Existence, characterization and approximation in the generalized monotone follower problem. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2015. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/31517.

Author name may be incomplete

Council of Science Editors:

-0056-8793. Existence, characterization and approximation in the generalized monotone follower problem. [Doctoral Dissertation]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/31517

Author name may be incomplete

9. Chatterjee, Avhishek. Understanding dynamics and resource allocation in social networks.

Degree: PhD, Electrical and Computer engineering, 2015, University of Texas – Austin

URL: http://hdl.handle.net/2152/32421

► Widespread popularity of various online social networks has attracted significant attention of the research community. Research interest in social networks are broadly divided into two…
(more)

Subjects/Keywords: Social networks; Crowdsourcing; Opinion dynamics; Opinion inference

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Chatterjee, A. (2015). Understanding dynamics and resource allocation in social networks. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/32421

Chicago Manual of Style (16^{th} Edition):

Chatterjee, Avhishek. “Understanding dynamics and resource allocation in social networks.” 2015. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/32421.

MLA Handbook (7^{th} Edition):

Chatterjee, Avhishek. “Understanding dynamics and resource allocation in social networks.” 2015. Web. 16 Apr 2021.

Vancouver:

Chatterjee A. Understanding dynamics and resource allocation in social networks. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2015. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/32421.

Council of Science Editors:

Chatterjee A. Understanding dynamics and resource allocation in social networks. [Doctoral Dissertation]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/32421

University of Texas – Austin

10. Choi, Chang-sik. Modeling and analysis of wireless networks with correlation and motion.

Degree: PhD, Electrical and Computer Engineering, 2019, University of Texas – Austin

URL: http://dx.doi.org/10.26153/tsw/3009

► The use of stochastic geometry allows the analysis of the typical performance of a wireless network. Specifically, under a stationary framework, the network performance at…
(more)

Subjects/Keywords: Stochastic geometry; Wireless networks; Vehicular networks; Modeling and analysis; Point process; Mesh networks; Vehicles

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Choi, C. (2019). Modeling and analysis of wireless networks with correlation and motion. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://dx.doi.org/10.26153/tsw/3009

Chicago Manual of Style (16^{th} Edition):

Choi, Chang-sik. “Modeling and analysis of wireless networks with correlation and motion.” 2019. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://dx.doi.org/10.26153/tsw/3009.

MLA Handbook (7^{th} Edition):

Choi, Chang-sik. “Modeling and analysis of wireless networks with correlation and motion.” 2019. Web. 16 Apr 2021.

Vancouver:

Choi C. Modeling and analysis of wireless networks with correlation and motion. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2019. [cited 2021 Apr 16]. Available from: http://dx.doi.org/10.26153/tsw/3009.

Council of Science Editors:

Choi C. Modeling and analysis of wireless networks with correlation and motion. [Doctoral Dissertation]. University of Texas – Austin; 2019. Available from: http://dx.doi.org/10.26153/tsw/3009

11. Duque, Luis Felipe. The double obstacle problem and the two membranes problem.

Degree: PhD, Mathematics, 2018, University of Texas – Austin

URL: http://hdl.handle.net/2152/68152

► In the first part of this dissertation, we study the existence, regularity and the free boundary of the double obstacle problem in different formulations that…
(more)

Subjects/Keywords: Differential equations; Free boundary problems; Double membranes problem; Double obstacle problem; Obstacle problem; Regularity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Duque, L. F. (2018). The double obstacle problem and the two membranes problem. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/68152

Chicago Manual of Style (16^{th} Edition):

Duque, Luis Felipe. “The double obstacle problem and the two membranes problem.” 2018. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/68152.

MLA Handbook (7^{th} Edition):

Duque, Luis Felipe. “The double obstacle problem and the two membranes problem.” 2018. Web. 16 Apr 2021.

Vancouver:

Duque LF. The double obstacle problem and the two membranes problem. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2018. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/68152.

Council of Science Editors:

Duque LF. The double obstacle problem and the two membranes problem. [Doctoral Dissertation]. University of Texas – Austin; 2018. Available from: http://hdl.handle.net/2152/68152

12. Choi, Jin Hyuk, 1983-. A shadow-price approach of the problem of optimal investment/consumption with proportional transaction costs and utilities of power type.

Degree: PhD, Mathematics, 2012, University of Texas – Austin

URL: http://hdl.handle.net/2152/ETD-UT-2012-08-5926

► We revisit the optimal investment and consumption model of Davis and Norman (1990) and Shreve and Soner (1994), following a shadow-price approach similar to that…
(more)

Subjects/Keywords: Optimal consumption; Singular stochastic control; Transaction costs; Shadow prices

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Choi, Jin Hyuk, 1. (2012). A shadow-price approach of the problem of optimal investment/consumption with proportional transaction costs and utilities of power type. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2012-08-5926

Chicago Manual of Style (16^{th} Edition):

Choi, Jin Hyuk, 1983-. “A shadow-price approach of the problem of optimal investment/consumption with proportional transaction costs and utilities of power type.” 2012. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/ETD-UT-2012-08-5926.

MLA Handbook (7^{th} Edition):

Choi, Jin Hyuk, 1983-. “A shadow-price approach of the problem of optimal investment/consumption with proportional transaction costs and utilities of power type.” 2012. Web. 16 Apr 2021.

Vancouver:

Choi, Jin Hyuk 1. A shadow-price approach of the problem of optimal investment/consumption with proportional transaction costs and utilities of power type. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2012. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/ETD-UT-2012-08-5926.

Council of Science Editors:

Choi, Jin Hyuk 1. A shadow-price approach of the problem of optimal investment/consumption with proportional transaction costs and utilities of power type. [Doctoral Dissertation]. University of Texas – Austin; 2012. Available from: http://hdl.handle.net/2152/ETD-UT-2012-08-5926

13. White, Christopher Dale. Optimality guarantees for non-convex low rank matrix recovery problems.

Degree: PhD, Mathematics, 2015, University of Texas – Austin

URL: http://hdl.handle.net/2152/32534

► Low rank matrices lie at the heart of many techniques in scientific computing and machine learning. In this thesis, we examine various scenarios in which…
(more)

Subjects/Keywords: Optimization; Non-convex; Low rank matrix

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

White, C. D. (2015). Optimality guarantees for non-convex low rank matrix recovery problems. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/32534

Chicago Manual of Style (16^{th} Edition):

White, Christopher Dale. “Optimality guarantees for non-convex low rank matrix recovery problems.” 2015. Doctoral Dissertation, University of Texas – Austin. Accessed April 16, 2021. http://hdl.handle.net/2152/32534.

MLA Handbook (7^{th} Edition):

White, Christopher Dale. “Optimality guarantees for non-convex low rank matrix recovery problems.” 2015. Web. 16 Apr 2021.

Vancouver:

White CD. Optimality guarantees for non-convex low rank matrix recovery problems. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2015. [cited 2021 Apr 16]. Available from: http://hdl.handle.net/2152/32534.

Council of Science Editors:

White CD. Optimality guarantees for non-convex low rank matrix recovery problems. [Doctoral Dissertation]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/32534