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You searched for +publisher:"University of Texas – Austin" +contributor:("Sirbu, Mihai"). Showing records 1 – 11 of 11 total matches.

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University of Texas – Austin

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

Degree: Mathematics, 2011, University of Texas – Austin

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dumav, Martin. “The von Neumann/Morgenstern approach to ambiguity.” 2011. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/ETD-UT-2011-08-4292.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dumav, Martin. “The von Neumann/Morgenstern approach to ambiguity.” 2011. Web. 24 Mar 2019.

Vancouver:

Dumav M. The von Neumann/Morgenstern approach to ambiguity. [Internet] [Thesis]. University of Texas – Austin; 2011. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/ETD-UT-2011-08-4292.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

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

Degree: Mathematics, 2018, University of Texas – Austin

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Duque, Luis Felipe. “The double obstacle problem and the two membranes problem.” 2018. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/68152.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Duque, Luis Felipe. “The double obstacle problem and the two membranes problem.” 2018. Web. 24 Mar 2019.

Vancouver:

Duque LF. The double obstacle problem and the two membranes problem. [Internet] [Thesis]. University of Texas – Austin; 2018. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/68152.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

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

Degree: Mathematics, 2016, University of Texas – Austin

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Goswami, Pulak. “Recovering the payoff structure of a utility maximizing agent.” 2016. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/40299.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Goswami, Pulak. “Recovering the payoff structure of a utility maximizing agent.” 2016. Web. 24 Mar 2019.

Vancouver:

Goswami P. Recovering the payoff structure of a utility maximizing agent. [Internet] [Thesis]. University of Texas – Austin; 2016. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/40299.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

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

Degree: Mathematics, 2017, University of Texas – Austin

 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… (more)

Subjects/Keywords: Stochastic control; Dynamic programming

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APA (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fayvisovich, Roman. “Martingale-generated control structures and a framework for the dynamic programming principle.” 2017. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/62105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fayvisovich, Roman. “Martingale-generated control structures and a framework for the dynamic programming principle.” 2017. Web. 24 Mar 2019.

Vancouver:

Fayvisovich R. Martingale-generated control structures and a framework for the dynamic programming principle. [Internet] [Thesis]. University of Texas – Austin; 2017. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/62105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. -9740-0742. Applications of forward performance processes in dynamic optimal portfolio management.

Degree: Information, Risk, and Operations Management (IROM), 2018, University of Texas – Austin

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/63813.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Web. 24 Mar 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Internet] [Thesis]. University of Texas – Austin; 2018. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/63813.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

6. -0056-8793. Existence, characterization and approximation in the generalized monotone follower problem.

Degree: Mathematics, 2015, University of Texas – Austin

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/31517.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Web. 24 Mar 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

-0056-8793. Existence, characterization and approximation in the generalized monotone follower problem. [Internet] [Thesis]. University of Texas – Austin; 2015. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/31517.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

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

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

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chatterjee, Avhishek. “Understanding dynamics and resource allocation in social networks.” 2015. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/32421.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chatterjee, Avhishek. “Understanding dynamics and resource allocation in social networks.” 2015. Web. 24 Mar 2019.

Vancouver:

Chatterjee A. Understanding dynamics and resource allocation in social networks. [Internet] [Thesis]. University of Texas – Austin; 2015. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/32421.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

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

Degree: Mathematics, 2017, University of Texas – Austin

 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… (more)

Subjects/Keywords: Forward portfolio theory; Time series analysis; Optimal portfolio choice; Mathematical finance

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APA (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/63031.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Web. 24 Mar 2019.

Vancouver:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Internet] [Thesis]. University of Texas – Austin; 2017. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/63031.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

9. -5991-6641. Modeling and analyzing device-to-device content distribution in cellular networks.

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

 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 (6th Edition):

-5991-6641. (2017). Modeling and analyzing device-to-device content distribution in cellular networks. (Thesis). 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
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

-5991-6641. “Modeling and analyzing device-to-device content distribution in cellular networks.” 2017. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/67991.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

-5991-6641. “Modeling and analyzing device-to-device content distribution in cellular networks.” 2017. Web. 24 Mar 2019.

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] [Thesis]. University of Texas – Austin; 2017. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/67991.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

10. 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: Mathematics, 2012, University of Texas – Austin

 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 (6th 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. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2012-08-5926

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/ETD-UT-2012-08-5926.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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. 24 Mar 2019.

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] [Thesis]. University of Texas – Austin; 2012. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/ETD-UT-2012-08-5926.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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. [Thesis]. University of Texas – Austin; 2012. Available from: http://hdl.handle.net/2152/ETD-UT-2012-08-5926

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: Mathematics, 2015, University of Texas – Austin

 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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

White, Christopher Dale. “Optimality guarantees for non-convex low rank matrix recovery problems.” 2015. Thesis, University of Texas – Austin. Accessed March 24, 2019. http://hdl.handle.net/2152/32534.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

White, Christopher Dale. “Optimality guarantees for non-convex low rank matrix recovery problems.” 2015. Web. 24 Mar 2019.

Vancouver:

White CD. Optimality guarantees for non-convex low rank matrix recovery problems. [Internet] [Thesis]. University of Texas – Austin; 2015. [cited 2019 Mar 24]. Available from: http://hdl.handle.net/2152/32534.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.