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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
91

Optimal Look-Ahead Stopping Rules for Simple Random Walk

Sharif Kazemi, Zohreh 08 1900 (has links)
In a stopping rule problem, a real-time player decides to stop or continue at stage n based on the observations up to that stage, but in a k-step look-ahead stopping rule problem, we suppose the player knows k steps ahead. The aim of this Ph.D. dissertation is to study this type of prophet problems for simple random walk, determine the optimal stopping rule and calculate the expected return for them. The optimal one-step look-ahead stopping rule for a finite simple random walk is determined in this work. We also study two infinite horizon stopping rule problems, sum with negative drift problems and discounted sum problems. The optimal one, two and three-step look-ahead stopping rules are introduced for the sum with negative drift problem for simple random walk. We also compare the maximum expected returns and calculate the upper bound for the advantage of the prophet over the decision maker. The last chapter of this dissertation concentrates on the discounted sum problem for simple random walk. Optimal one-step look-ahead stopping rule is defined and lastly we compare the optimal expected return for one-step look-ahead prophet with a real-time decision maker.
92

Essays on Discrete Optimization: Optimal Stopping and Popular Matchings

Zhang, Xingyu January 2022 (has links)
This thesis studies two discrete optimization problems: ordering problems in optimal stopping theory and popular matchings. The main goal of this thesis is to find the boundary between NP-hardness and tractability for these problems, and whenever possible, designs polynomial-time algorithms for the easy cases and approximation schemes or prophet inequalities for the hard cases. In the first part of the thesis, we study ordering problems in optimal stopping theory. In the optimal stopping problem, a player is presented with 𝓃 random variables 𝑋₁, . . . , 𝑋n, whose distributions are known to the player, but not their realizations. After observing the realization of 𝑋ᵢ, the player can choose to stop and earn reward 𝑋ᵢ, or reject 𝑋ᵢ and probe the next variable 𝑋ᵢ₊₁. If 𝑋ᵢ is rejected, it cannot be accepted in the future. The goal of the player is to maximize the expected reward at stopping time. If the order of observation is fixed, the player can find the optimal stopping criteria using a dynamic program. In this thesis, we investigate the variant in which the player is able to choose the order of observation. What is the best ordering and what benefits does ordering bring? Chapter 2 introduces the optimal ordering problem in optimal stopping theory. We prove that the problem of finding an optimal ordering is NP-hard even in very restricted cases where the support of each distribution has support on at most three points. Next, we prove an FPTAS for the hardness case and provide a tractable algorithm and a prophet inequality for two-point distributions. Chapter 3 studies the optimal ordering problem when the player can choose 𝑘 > 1 rewards before stopping. We show that finding an optimal static ordering is NP-hard even for very simple two-point distributions. Next, we prove an FPTAS for the hardness case and give prophet inequalities under static and dynamic policies for two-point distributions. In the second part of the thesis, we study popular matchings. Suppose we are given a bipartite graph with independent sets 𝑨 and 𝐵. Each vertex in 𝑨 has a ranked order of preferences on the vertices in 𝐵, and vice versa. A matching 𝑴 is popular if for any other matching 𝑴′, the number of vertices that prefer 𝑴 is at least as much as the number of vertices that prefer 𝑴′. Chapter 4 studies popular matchings. In the first part, we provide a general reduction which, through minor adjustments, proves NP-Hardness for a variety of different questions, including that of finding a max-weight popular matching. In the second part, we restrict our attention to graphs of bounded treewidth and provide a tractable algorithm for finding a max-weight popular matching.
93

An Excursion-Theoretic Approach to Optimal Stopping Problems / 最適停止問題への変位理論的接近

Oryu, Tadao 23 March 2017 (has links)
京都大学 / 0048 / 新制・課程博士 / 博士(経済学) / 甲第20145号 / 経博第543号 / 新制||経||280(附属図書館) / 京都大学大学院経済学研究科経済学専攻 / (主査)教授 江上 雅彦, 教授 原 千秋, 准教授 砂川 伸幸 / 学位規則第4条第1項該当 / Doctor of Economics / Kyoto University / DGAM
94

A Study of Approximations and Transformations of Markov Processes and their Applications to Credit Risk Analysis / マルコフ過程の近似および変換の研究とクレジットリスク分析への応用

Rusudan, Kevkhishvili 25 March 2019 (has links)
京都大学 / 0048 / 新制・課程博士 / 博士(経済学) / 甲第21530号 / 経博第598号 / 新制||経||289(附属図書館) / 京都大学大学院経済学研究科経済学専攻 / (主査)教授 江上 雅彦, 教授 西山 慶彦, 准教授 砂川 伸幸 / 学位規則第4条第1項該当 / Doctor of Economics / Kyoto University / DGAM
95

Multi-dimensional CUSUM and SPRT Procedures

Yao, Shangchen 22 April 2019 (has links)
No description available.
96

Evaluation of the Effectiveness of Radar Obstacle Detection Systems when Used on Industrial Lift Trucks

Odetola, Oluwatosin Toluwalase 13 December 2002 (has links)
This study addresses the application and the effectiveness of radar obstacle sensors for forklift trucks during reverse travel. Two different discriminating radar obstacle sensors with different outputs are evaluated. This study reviews the safety of human exposure to emissions from these radar sensors; documents the field of view obtained from experiments with the two systems; gives the results from experiments with sensors on lift trucks. The influence of obstacle reflectivity, composition and area on the size and shape of the radar detection zone are discussed. An experimental setup for measuring position and velocity of the obstacle crossing the truck path is described. The combination of obstacle sensors required for full coverage of the back of the lift trucks and the mounting height and angle are discussed.
97

Analysis of Agreement Between Two Long Ranked Lists

Sampath, Srinath January 2013 (has links)
No description available.
98

Dynamic Dilemma Zone Modeling and Its Protection

Li, Zhixia 20 September 2011 (has links)
No description available.
99

Growth, Characterization and Luminescence and Optical Properties of Rare-Earth Elements and Transition Metals Doped in Wide Bandgap Nitride Semiconductors

Maqbool, Muhammad January 2005 (has links)
No description available.
100

Studies on Lowering the Error Floors of Finite Length LDPC codes

Li, Huanlin 26 July 2011 (has links)
No description available.

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