Search for dissertations about: "stochastic payoff"

Found 5 swedish dissertations containing the words stochastic payoff.

  1. 1. Modelling evolutionary phenomena : examples from genetics and game theory

    Author : Anders Eriksson; Chalmers University of Technology; []
    Keywords : spatial games; game theory; neutral theory; stochastic payoff; coalescent; infinite sites; infinite alles; cooperation; evolution;

    Abstract : .... READ MORE

  2. 2. Games and Probabilistic Infinite-State Systems

    Author : Sven Sandberg; Parosh Abdulla; Luca de Alfaro; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; program verification; model checking; determinacy; strategy improvement; infinite games; parity games; mean payoff games; stochastic games; Büchi games; reachability games; limiting average; limiting behavior; Markov chains; infinite-state systems; lossy channel systems; vector addition systems; noisy Turing machines; Computer science; Datavetenskap;

    Abstract : Computer programs keep finding their ways into new safety-critical applications, while at the same time growing more complex. This calls for new and better methods to verify the correctness of software. We focus on one approach to verifying systems, namely that of model checking. READ MORE

  3. 3. Topics in Mean-Field Control and Games for Pure Jump Processes

    Author : Salah Eddine Choutri; Boualem Djehiche; Marco Fuhrman; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis is the collection of four papers addressing topics in stochastic optimal control, zero-sum games, backward stochastic differential equations, Pontryagin stochastic maximum principle and relaxed stochastic optimal control.In the first two papers, we establish existence of Markov chains of mean-field type, with countable state space and unbounded jump intensities. READ MORE

  4. 4. Combinatorial Optimization for Infinite Games on Graphs

    Author : Henrik Björklund; Sergei Vorobyov; Erich Grädel; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; infinite games; combinatorial optimization; randomized algorithms; model checking; strategy evaluation functions; linear programming; iterative improvement; local search; Computer science; Datavetenskap;

    Abstract : Games on graphs have become an indispensable tool in modern computer science. They provide powerful and expressive models for numerous phenomena and are extensively used in computer- aided verification, automata theory, logic, complexity theory, computational biology, etc. READ MORE

  5. 5. Some aspects of optimal switching and pricing Bermudan options

    Author : Ali Hamdi; Boualem Djehiche; Henrik Hult; Luis Alvarez; KTH; []

    Abstract : This thesis consists of four papers that are all related to the Snell envelope. In the first paper, the Snell envelope is used as a formulation of a two-modes optimal switching problem. The obstacles are interconnected, take both profit and cost yields into account, and switching is based on both sides of the balance sheet. READ MORE