Essays about: "optimal stopping time"

Found 5 essays containing the words optimal stopping time.

  1. 1. Performance Analysis of Elastic Band Based Time Optimal Control Formulations for Industrial Robots

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Jonas Hongisto; [2019]
    Keywords : ;

    Abstract : Industrial robots are becoming an integral part of the production industry. Efficientoperation with respect to fast movements is critical to increase the economicbenefits of automating the production line. READ MORE

  2. 2. Sensorless collision detection with safe reaction for a robot manipulator.

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : MARTIN GYLLING; [2019]
    Keywords : ;

    Abstract : This thesis is about collision detection and reaction for robot manipulators without joint torque sensors. The method for detecting collisions used by [1], [2] is based on an algorithm that estimates the residual torque i.e. READ MORE

  3. 3. Problem of hedging of a portfolio with a unique rebalancing moment

    University essay from Högskolan i Halmstad/Tillämpad matematik och fysik (MPE-lab)

    Author : Georgy Mironenko; [2012]
    Keywords : Financial Mathematics; optimal stopping problem; mean-square criterion; hedging; optimal portfolio rebalansing;

    Abstract : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. READ MORE

  4. 4. Detection of the Change Point and Optimal Stopping Time by Using Control Charts on Energy Derivatives

    University essay from Högskolan i Halmstad/Tillämpad matematik och fysik (MPE-lab); Högskolan i Halmstad/Tillämpad matematik och fysik (MPE-lab)

    Author : Cihan AL; Kubra Koroglu; [2011]
    Keywords : change point detection; optimal stopping time; shiryaev; shewhart; ewma; cusum; statistical process control; SPC; Financial Mathematics; changepoint detection; optimalstopping time; Shiryaev metod; Cusum metod; Ewma metod;

    Abstract : .... READ MORE

  5. 5. Revision Moment for the Retail Decision-Making System

    University essay from Högskolan i Halmstad/Högskolan i Halmstad/Högskolan i Halmstad/Högskolan i HalmstadSektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Tillämpad matematik och fysik (MPE-lab); Högskolan i Halmstad/Högskolan i Halmstad/Högskolan i Halmstad/Högskolan i HalmstadSektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Tillämpad matematik och fysik (MPE-lab)

    Author : Agnieszka Beata Juszczuk; Evgeniya Tkacheva; [2010]
    Keywords : Financial Mathematics; Loan origination; Logistic regression model; Change-point problem; Maximum likelihood method; Poisson process; Disorder problem; Non-homogeneous Poisson process; Optimal stopping problem; Free-boundary problem;

    Abstract : In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. READ MORE