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You searched for subject:(Game Scheme). Showing records 1 – 3 of 3 total matches.

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University of Illinois – Chicago

1. Ayala, Daniel. Spatio-temporal Matching for Urban Transportation Applications.

Degree: 2017, University of Illinois – Chicago

In this work we present a search problem in which mobile agents are searching for static resources. Each agent wants to obtain exactly one resource. Both agents and resources are spatially located on a road network and the movement of the agents is constrained to the road network. This problem applies to various transportation applications including: vehicles (agents) searching for parking (resources) and taxicabs (agents) searching for clients to pick up (resources). In this work, we design search algorithms for such scenarios. We model the problem in different scenarios that vary based on the level of information that is available to the agents. These scenarios vary from: scenarios in which agents have complete information about other agents and resources, to scenarios in which agents only have access to a fraction of the data about the availability of resources (uncertain data). We also propose pricing schemes that incentivize vehicles to search for resources in a way that benefits the system and the environment. Our proposed algorithms were tested in a simulation environment that uses real-world data. We were able to attain up to 40% improvements over greedy approaches that were tested against our algorithms. Advisors/Committee Members: Wolfson, Ouri (advisor), Lin, Jie (committee member), DasGupta, Bhaskar (committee member), Berger-Wolf, Tanya (committee member), Sistla, A. Prasad (committee member), Wolfson, Ouri (chair).

Subjects/Keywords: Spatio-temporal Matching; Game Theory; Pricing Scheme; Data Uncertainty

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APA (6th Edition):

Ayala, D. (2017). Spatio-temporal Matching for Urban Transportation Applications. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/21744

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):

Ayala, Daniel. “Spatio-temporal Matching for Urban Transportation Applications.” 2017. Thesis, University of Illinois – Chicago. Accessed September 18, 2020. http://hdl.handle.net/10027/21744.

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

MLA Handbook (7th Edition):

Ayala, Daniel. “Spatio-temporal Matching for Urban Transportation Applications.” 2017. Web. 18 Sep 2020.

Vancouver:

Ayala D. Spatio-temporal Matching for Urban Transportation Applications. [Internet] [Thesis]. University of Illinois – Chicago; 2017. [cited 2020 Sep 18]. Available from: http://hdl.handle.net/10027/21744.

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

Council of Science Editors:

Ayala D. Spatio-temporal Matching for Urban Transportation Applications. [Thesis]. University of Illinois – Chicago; 2017. Available from: http://hdl.handle.net/10027/21744

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


University of Dayton

2. Tiruchirappalli Narayana Kumar, Venkataramani. A Game Theoretical Approach to Green Communications in Seamless Internet of Things.

Degree: MS(M.S.), Electrical Engineering, 2019, University of Dayton

Internet of Things is one of the rapidly developing technologies pervading all walks of life. Most IoT devices are wirelessly connected using different wireless technologies such as Wi-Fi, Bluetooth and Zigbee. As each of these wireless technologies has varied transmit power and supports different data rates, IoT devices with different in-built technologies must be optimized to energy efficient communication. In this work we propose a Seamless IoT platform that promotes periodic switching between two different technologies such as Wi-Fi, Zigbee based on the current data rate requirements and transmit power. A network model with heterogeneous IoT devices is formulated after taking into consideration of interference, received power, arbitrary locations and distance between the devices. Adapting the concept of the Game Scheme the optimal transmit power which ensures energy efficiency was calculated using MATLAB followed by simulations of convergence of Nash Equilibrium, Utility and transmit power, sum data rate. Advisors/Committee Members: Ye, Feng (Advisor).

Subjects/Keywords: Electrical Engineering; Engineering; Seamless IoT platform; Game Scheme; Energy efficiency, in-built technologies; Internet of Things; wireless technologies; Nash Equilibrium

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

APA (6th Edition):

Tiruchirappalli Narayana Kumar, V. (2019). A Game Theoretical Approach to Green Communications in Seamless Internet of Things. (Masters Thesis). University of Dayton. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=dayton1576032496171712

Chicago Manual of Style (16th Edition):

Tiruchirappalli Narayana Kumar, Venkataramani. “A Game Theoretical Approach to Green Communications in Seamless Internet of Things.” 2019. Masters Thesis, University of Dayton. Accessed September 18, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=dayton1576032496171712.

MLA Handbook (7th Edition):

Tiruchirappalli Narayana Kumar, Venkataramani. “A Game Theoretical Approach to Green Communications in Seamless Internet of Things.” 2019. Web. 18 Sep 2020.

Vancouver:

Tiruchirappalli Narayana Kumar V. A Game Theoretical Approach to Green Communications in Seamless Internet of Things. [Internet] [Masters thesis]. University of Dayton; 2019. [cited 2020 Sep 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=dayton1576032496171712.

Council of Science Editors:

Tiruchirappalli Narayana Kumar V. A Game Theoretical Approach to Green Communications in Seamless Internet of Things. [Masters Thesis]. University of Dayton; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=dayton1576032496171712


University of Melbourne

3. Beveridge, Christopher James. Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics.

Degree: 2010, University of Melbourne

We extend and improve Monte Carlo techniques used for the pricing and Greek calculations of exotic interest rate derivatives primarily in the displaced-diffusion LIBOR market model. Our new improvements allow for a vast array of increasingly complicated exotic derivatives to be handled practically within this model. A particular focus is the pricing of Bermudan interest rate derivatives; we introduce a number of improvements to the popular least-squares method, policy iteration and the Andersen-Broadie method for upper bounds. Chapter 2 introduces a new arbitrage-free interpolation scheme for the displaced-diffusion LIBOR market model. Not only is this interpolation scheme internally arbitrage-free, but in contrast to internally consistent existing schemes, it also precludes arbitrage with cash in the standard LIBOR market model, and is thus truly arbitrage-free. It is widely believed that when evolving rates in the displaced-diffusion LIBOR market model to step over tenor dates the terminal measure must be used. In Chapter 3, we explain why this is not the case, and show that by very long stepping in the spot measure it is possible to obtain significant accuracy and standard error improvements, leading to substantial improvements in efficiency. In particular, we demonstrate that speed-ups of a factor in the thousands are possible when pricing auto-caps if the same drift approximation is used in both measures. Chapters 4-6 introduce a set of improvements which allow the calculation of very tight lower bounds for Bermudan derivatives using Monte Carlo simulation. These lower bounds can be computed quickly, and with minimal hand-crafting. Our focus is on accelerating policy iteration to the point where it can be used in similar computation times to the basic least-squares approach, but in doing so introduce a number of improvements which can be applied to both the least-squares approach and the calculation of upper bounds using the Andersen-Broadie method. The enhancements to the least-squares method improve both accuracy and efficiency, as do the improvements to the calculation of upper bounds. Chapter 7 studies the simulation of range accrual coupons when valuing callable range accruals in the displaced-diffusion LIBOR market model. We introduce a number of new improvements that lead to significant efficiency improvements, and explain how to apply the adjoint-improved pathwise method to calculate deltas and vegas under the new improvements, which was not previously possible for callable range accruals. One new improvement is based on using a Brownian-bridge-type approach to simulating the range accrual coupons. We apply our new improvements to the pricing of Bermudan derivatives using Monte Carlo and consider a variety of examples, including when the reference rate is a LIBOR rate, when it is a spread between swap rates, and when the…

Subjects/Keywords: LIBOR market model; BGM; Monte Carlo simulation; American option; Bermudan option; early exercise; interpolation scheme; Greeks; pathwise method; spot measure; long step; game option; duality; range accrual; convertible bond; snowball

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

APA (6th Edition):

Beveridge, C. J. (2010). Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/36102

Chicago Manual of Style (16th Edition):

Beveridge, Christopher James. “Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics.” 2010. Doctoral Dissertation, University of Melbourne. Accessed September 18, 2020. http://hdl.handle.net/11343/36102.

MLA Handbook (7th Edition):

Beveridge, Christopher James. “Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics.” 2010. Web. 18 Sep 2020.

Vancouver:

Beveridge CJ. Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics. [Internet] [Doctoral dissertation]. University of Melbourne; 2010. [cited 2020 Sep 18]. Available from: http://hdl.handle.net/11343/36102.

Council of Science Editors:

Beveridge CJ. Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics. [Doctoral Dissertation]. University of Melbourne; 2010. Available from: http://hdl.handle.net/11343/36102

.