نتایج جستجو برای: optimal control
تعداد نتایج: 1633380 فیلتر نتایج به سال:
Article history: Received 18 July 2008 Accepted 26 December 2009 Available online 11 January 2010
Approximately Optimal Mechanisms With Correlated Buyer Valuations
In this article, the problem of constructing efficient discrimination designs in a Fourier regression model is considered. We propose designs which maximize the power of the F-test, which discriminates between the two highest order models, subject to the constraints that the tests that discriminate between lower order models have at least some given relative power. A complete solution is presen...
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the general problem of simultaneously optimizing over both the operating policy and the hedging strategy of the corporation. We discuss how different informational assumptions give rise to different types of hedging and s...
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