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You searched for subject:(Dynamic Markov game). Showing records 1 – 5 of 5 total matches.

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1. Martinsson, Björn. Optimal Restart Games: General Theory and Near-Optimal Strategies for Rivest's Coin Game .

Degree: Chalmers tekniska högskola / Institutionen för matematiska vetenskaper, 2019, Chalmers University of Technology

 The purpose of this thesis was to analyze the Rivest coin game. To do this we formally introduced a type of game which we call… (more)

Subjects/Keywords: Rivest coin game; restart game; quitting game; optimal stopping; Markov decision process; dynamic programming; complexity analysis; speedrun

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

APA (6th Edition):

Martinsson, B. (2019). Optimal Restart Games: General Theory and Near-Optimal Strategies for Rivest's Coin Game . (Thesis). Chalmers University of Technology. Retrieved from http://hdl.handle.net/20.500.12380/300583

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):

Martinsson, Björn. “Optimal Restart Games: General Theory and Near-Optimal Strategies for Rivest's Coin Game .” 2019. Thesis, Chalmers University of Technology. Accessed October 25, 2020. http://hdl.handle.net/20.500.12380/300583.

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

MLA Handbook (7th Edition):

Martinsson, Björn. “Optimal Restart Games: General Theory and Near-Optimal Strategies for Rivest's Coin Game .” 2019. Web. 25 Oct 2020.

Vancouver:

Martinsson B. Optimal Restart Games: General Theory and Near-Optimal Strategies for Rivest's Coin Game . [Internet] [Thesis]. Chalmers University of Technology; 2019. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/20.500.12380/300583.

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

Council of Science Editors:

Martinsson B. Optimal Restart Games: General Theory and Near-Optimal Strategies for Rivest's Coin Game . [Thesis]. Chalmers University of Technology; 2019. Available from: http://hdl.handle.net/20.500.12380/300583

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


Penn State University

2. Otero, Karina Vanesa. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.

Degree: 2016, Penn State University

 Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign… (more)

Subjects/Keywords: Intensity of default; Sovereign bonds; Efficient Method of Moments (EMM); Semi-nonparametric (SNP) econometrics; Hermite; Latent variables; Estimation of stochastic differential equations; Estimation of diffusions; Asset pricing; Numerical methods for partial differential equations; Credit risk; Cox process; Credit derivatives; Credit Default Swaps (CDS); Nonparametric identification; dynamic multinomial choice games; Dynamic Markov game; Markov decision processes; Multiple choice models; Econometric Identification; Incomplete information; Dynamic discrete choice; Discrete decision process; Decision model.; Dynamic multinomial choice games; Decision model

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APA (6th Edition):

Otero, K. V. (2016). On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/b8515n370

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):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Thesis, Penn State University. Accessed October 25, 2020. https://submit-etda.libraries.psu.edu/catalog/b8515n370.

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

MLA Handbook (7th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Web. 25 Oct 2020.

Vancouver:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Internet] [Thesis]. Penn State University; 2016. [cited 2020 Oct 25]. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370.

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

Council of Science Editors:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Thesis]. Penn State University; 2016. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370

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


Indian Institute of Science

3. Goswami, Anindya. Semi-Markov Processes In Dynamic Games And Finance.

Degree: PhD, Faculty of Science, 2010, Indian Institute of Science

 Two different sets of problems are addressed in this thesis. The first one is on partially observed semi-Markov Games (POSMG) and the second one is… (more)

Subjects/Keywords: Semi-Markov Processes; Game Theory; Financial Markets; Financial Economics; Semi-Markov Games; Semi-Markov Modulated Financial Market Model; Dynamic Games; Semi- Markov Decision Processes; Partially Observed Semi-Markov Games (POSMG); Partially Observable Game (POG); Completely Observable Game (COG); Mathematics

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

APA (6th Edition):

Goswami, A. (2010). Semi-Markov Processes In Dynamic Games And Finance. (Doctoral Dissertation). Indian Institute of Science. Retrieved from http://etd.iisc.ac.in/handle/2005/727

Chicago Manual of Style (16th Edition):

Goswami, Anindya. “Semi-Markov Processes In Dynamic Games And Finance.” 2010. Doctoral Dissertation, Indian Institute of Science. Accessed October 25, 2020. http://etd.iisc.ac.in/handle/2005/727.

MLA Handbook (7th Edition):

Goswami, Anindya. “Semi-Markov Processes In Dynamic Games And Finance.” 2010. Web. 25 Oct 2020.

Vancouver:

Goswami A. Semi-Markov Processes In Dynamic Games And Finance. [Internet] [Doctoral dissertation]. Indian Institute of Science; 2010. [cited 2020 Oct 25]. Available from: http://etd.iisc.ac.in/handle/2005/727.

Council of Science Editors:

Goswami A. Semi-Markov Processes In Dynamic Games And Finance. [Doctoral Dissertation]. Indian Institute of Science; 2010. Available from: http://etd.iisc.ac.in/handle/2005/727


University of Ottawa

4. Runsewe, Olubisi A. A Novel Cloud Broker-based Resource Elasticity Management and Pricing for Big Data Streaming Applications .

Degree: 2019, University of Ottawa

 The pervasive availability of streaming data from various sources is driving todays’ enterprises to acquire low-latency big data streaming applications (BDSAs) for extracting useful information.… (more)

Subjects/Keywords: Cloud Computing; Big Data; Resource Prediction; Resource Allocation; Stream Processing; Game Theory; Layered Hidden Markov Model; Resource Management; Container-Clusters; Virtual Machines; Streaming Applications; Nash Equilibrium; Queuing Theory; Dynamic Pricing; Resource scaling

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

APA (6th Edition):

Runsewe, O. A. (2019). A Novel Cloud Broker-based Resource Elasticity Management and Pricing for Big Data Streaming Applications . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/39251

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):

Runsewe, Olubisi A. “A Novel Cloud Broker-based Resource Elasticity Management and Pricing for Big Data Streaming Applications .” 2019. Thesis, University of Ottawa. Accessed October 25, 2020. http://hdl.handle.net/10393/39251.

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

MLA Handbook (7th Edition):

Runsewe, Olubisi A. “A Novel Cloud Broker-based Resource Elasticity Management and Pricing for Big Data Streaming Applications .” 2019. Web. 25 Oct 2020.

Vancouver:

Runsewe OA. A Novel Cloud Broker-based Resource Elasticity Management and Pricing for Big Data Streaming Applications . [Internet] [Thesis]. University of Ottawa; 2019. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/10393/39251.

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

Council of Science Editors:

Runsewe OA. A Novel Cloud Broker-based Resource Elasticity Management and Pricing for Big Data Streaming Applications . [Thesis]. University of Ottawa; 2019. Available from: http://hdl.handle.net/10393/39251

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

5. Wei, Wei. Stochastic Dynamic Optimization and Games in Operations Management.

Degree: PhD, Operations, 2013, Case Western Reserve University School of Graduate Studies

  This dissertation consists of three essays that analyze stochastic dynamic optimization models and game models in operations management. Markov decision processes (MDPs) and sequential… (more)

Subjects/Keywords: Operations Research; myopic; Markov decision process; dynamic program; sequential game; homogeneous; job-lot disposal; nonlinear pricing; revenue management

…dissertation consists of three essays that analyze stochastic dynamic optimization models and game… …the Original Dynamic Optimization Problem with sn = 100 64 3.1 Optimum of the Recursive… …Stochastic Dynamic Optimization and Games in Operations Management Abstract by WEI WEI This… …models in operations management. Markov decision processes (MDPs) and sequential… …essay analyzes a dynamic revenue management model in which firms set prices and hold back… 

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

APA (6th Edition):

Wei, W. (2013). Stochastic Dynamic Optimization and Games in Operations Management. (Doctoral Dissertation). Case Western Reserve University School of Graduate Studies. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1354751981

Chicago Manual of Style (16th Edition):

Wei, Wei. “Stochastic Dynamic Optimization and Games in Operations Management.” 2013. Doctoral Dissertation, Case Western Reserve University School of Graduate Studies. Accessed October 25, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1354751981.

MLA Handbook (7th Edition):

Wei, Wei. “Stochastic Dynamic Optimization and Games in Operations Management.” 2013. Web. 25 Oct 2020.

Vancouver:

Wei W. Stochastic Dynamic Optimization and Games in Operations Management. [Internet] [Doctoral dissertation]. Case Western Reserve University School of Graduate Studies; 2013. [cited 2020 Oct 25]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1354751981.

Council of Science Editors:

Wei W. Stochastic Dynamic Optimization and Games in Operations Management. [Doctoral Dissertation]. Case Western Reserve University School of Graduate Studies; 2013. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1354751981

.