Search for dissertations about: "Juozas Vaicenavicius"

Found 2 swedish dissertations containing the words Juozas Vaicenavicius.

  2. 1. Optimal Sequential Decisions in Hidden-State Models

    Author : Juozas Vaicenavicius; Erik Ekström; Huyên Pham; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; sequential analysis; optimal stopping; optimal liquidation; drift uncertainty; incomplete information; stochastic filtering;

    Abstract : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. READ MORE

  4. 2. Optimal Stopping under Drift Uncertainty

    Author : Juozas Vaicenavicius; Erik Ekström; Pavel Gapeev; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Abstract : .... READ MORE