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Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. (Encyclopedia of mathematics and its applications ; [131])

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. (Encyclopedia of mathematics and its applications ; [131])
Paper図書
Cambridge University Press2010.<MA216-B45>
National Diet LibraryOther Libraries in Japan
  • Summary, etc....umption and in optimal stopping, optimal pollution control, a...
  • Contents...erage criteria Optimal stopping problems Investment and exit ...
  • Subject HeadingStochastic control theory. Optimal stopping (Mathematical statistics) Sto...

データーの順位に基づく最良選択問題の研究

データーの順位に基づく最良選択問題の研究
Paper図書
玉置, 光司, 愛知大学1998-2001<Y151-H10680439>
National Diet Library
  • Subject Headingsecretary problem optimal stopping relative rank dynamic program...

The Integrated Theory of Selling and Buying Problems Based on the Concepts of Symmetry and Analogy (ver.003)

The Integrated Theory of Selling and Buying Problems Based on the Concepts of Symmetry and Analogy (ver.003)
Digital文書・図像類
Seizo IKUTA, Byung-Kook KANGUniversity of Tsukuba. Division of Policy and Planning Sciences Commons2024-12-11
Available onlineOther Libraries in Japan
  • Subject Heading...uying problem; optimal stopping problem; search; symmetry; an...

The Integrated Theory of Selling and Buying Problems Based on the Concepts of Symmetry and Analogy (ver.002)

The Integrated Theory of Selling and Buying Problems Based on the Concepts of Symmetry and Analogy (ver.002)
Digital文書・図像類
Seizo IKUTA, Byung-Kook, KANGUniversity of Tsukuba. Division of Policy and Planning Sciences Commons2024-09-17
Available onlineOther Libraries in Japan
  • Subject Heading...uying problem; optimal stopping problem; search; symmetry; an...

最適停止問題への変位理論的接近

最適停止問題への変位理論的接近
Digital博士論文
尾立, 唯生京都大学 (Kyoto University)2017-03-23
Available onlineOther Libraries in Japan
  • Subject HeadingOptimal stopping Excursion theory Scale functi...
  • Alternative TitleAn Excursion-Theoretic Approach to Optimal Stopping Problems
  • Alternative TitleAn Excursion-Theoretic Approach to Optimal Stopping Problems

Advanced simulation-based methods for optimal stopping and control : with applications in finance

Advanced simulation-based methods for optimal stopping and control : with applications in finance
Paper図書
Denis Belomestny, John SchoenmakersPalgrave Macmillanc2018
Other Libraries in Japan
  • Subject HeadingFinance -- Mathematical models Monte Carlo method Optimal stopping (Mathematical statistics)
  • Subject Heading (ID)Finance -- Mathematical models Monte Carlo method Optimal stopping (Mathematical statistics)

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

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
Digital博士論文
ルースダン, ケヴヘイッシュウィリKyoto University2019-03-25
Available onlineOther Libraries in Japan
  • Subject Headingcredit risk shot noise option-theoretic approach CDS spreads h-transform optimal stopping diffusion

Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System

Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System
Digital文書・図像類
Paarsch, Harry J., Segre, Alberto M., Roberts, John P., Halldorson, Jeffrey B.Institute of Economic Research, Hitotsubashi University2011-08
Available onlineOther Libraries in Japan
  • Subject Headingliver transplantation competition optimal stopping

The effects of external financing costs on investment timing and sizing decisions

The effects of external financing costs on investment timing and sizing decisions
Paper文書・図像類
Nishihara, Michi, Shibata, TakashiGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2012-04Discussion Papers In Economics And Business12-07
Other Libraries in Japan
  • Subject HeadingInvestment timing Investment size Costly external financing Optimal stopping

Investment timing with fixed and proportional costs of external fnancing

Investment timing with fixed and proportional costs of external fnancing
Paper文書・図像類
Nishihara, Michi, Shibata, TakashiGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2011-11Discussion Papers In Economics And Business11-29
Other Libraries in Japan
  • Subject HeadingReal options investment timing costly external financing growth option optimal stopping

Optimal stopping rules

Optimal stopping rules
Paper図書
A.N. Shiryaev ; translated by A.B. AriesSpringer2008
Other Libraries in Japan
  • Subject HeadingSequential analysis Optimal stopping (Mathematical statistics)
  • Subject Heading (ID)Sequential analysis Optimal stopping (Mathematical statistics)

Stochastic control and mathematical modeling : applications in economics : hbk

Stochastic control and mathematical modeling : applications in economics : hbk
Paper図書
Hiroaki MorimotoCambridge University Press2010
Other Libraries in Japan
  • Subject HeadingStochastic control theory Optimal stopping (Mathematical statistics) Sto...
  • Subject Heading (ID)Stochastic control theory Optimal stopping (Mathematical statistics) Sto...
  • Note (General)...umption and in optimal stopping, optimal pollution control, a...

Optimal stopping and free boundary problems : eISBN

Optimal stopping and free boundary problems : eISBN
Paper図書
Goran Peskir, Albert ShiryaevBirkhäuser Verlagc2006
Other Libraries in Japan
  • Subject HeadingOptimal stopping (Mathematical statistics) Bou...
  • Subject Heading (ID)Optimal stopping (Mathematical statistics) Bou...

Statistical sequential analysis; optimal stopping rules, by A. N. Sirjaev. [Translated from the Russian by Lisa and Judah Rosenblatt]. (Translations of mathematical monographs, v. 38)

Statistical sequential analysis; optimal stopping rules, by A. N. Sirjaev. [Translated from the Russian by Lisa and Judah Rosenblatt]. (Translations of mathematical monographs, v. 38)
Paper図書
American Mathematical Society1973.<MA214-6>
National Diet Library
  • Subject HeadingSequential analysis. Optimal stopping (Mathematical statistics)

Sequential stochastic optimization

Sequential stochastic optimization
Paper図書
R. Cairoli, Robert C. DalangJohn Wiley & Sonsc1996
Other Libraries in Japan
  • Subject HeadingOptimal stopping (Mathematical statistics) Dyn...
  • Subject Heading (ID)Optimal stopping (Mathematical statistics) Dyn...

Generalised optimal stopping problems and financial markets

Generalised optimal stopping problems and financial markets
Paper図書
Dennis WongLongman1996
Other Libraries in Japan
  • Subject HeadingCapital market -- Statistical methods Optimal stopping (Mathematical statistics)
  • Subject Heading (ID)Capital market -- Statistical methods Optimal stopping (Mathematical statistics)

A Minimax Theorem for Zero-sum Stopping Games in Dynamic Fuzzy Systmes

A Minimax Theorem for Zero-sum Stopping Games in Dynamic Fuzzy Systmes
Digital文書・図像類
吉田, 祐治Research Institute of Fundamental Information Science, Kyushu University1995-02RIFIS Technical Report103
Available onlineOther Libraries in Japan
  • Summary, etc.This paper deals with an optimal stopping game in dynamic fuzzy systems...
  • Subject HeadingMinimax theorem dynamic fuzzy system optimal stopping fuzzy expected value

An Optimal Stopping Problem in Dynamic Fuzzy Systems with Fuzzy Rewards

An Optimal Stopping Problem in Dynamic Fuzzy Systems with Fuzzy Rewards
Digital文書・図像類
吉田, 祐治Research Institute of Fundamental Information Science, Kyushu University1995-02RIFIS Technical Report102
Available onlineOther Libraries in Japan
  • Summary, etc.This paper deals with an optimal stopping problem in dyn......e and gives an optimal stopping time.
  • Subject HeadingOptimal stopping fuzzy reward dynamic fuzzy sy...

Markov Chains with a Transition Possibility Measure and Fuzzy Dynamic Programming

Markov Chains with a Transition Possibility Measure and Fuzzy Dynamic Programming
Digital文書・図像類
吉田, 祐治Research Institute of Fundamental Information Science, Kyushu University1994-05-09RIFIS Technical Report88
Available onlineOther Libraries in Japan
  • Summary, etc....nalyse Snell's optimal stopping problem for th......ogramming with optimal stopping times and with general state ...
  • Subject HeadingMarkov fuzzy system fuzzy dynamic programming Snell's optimal stopping

The theory of optimal stopping

The theory of optimal stopping
Paper図書
by Y.S. Chow, Herbert Robbins, and David SiegmundDover1991, c1971
Other Libraries in Japan
  • Subject HeadingOptimal stopping (Mathematical statistics)
  • Subject Heading (ID)Optimal stopping (Mathematical statistics)
  • Alternative TitleGreat expectations : the theory of optimal stopping
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