A. PROOF OF PROPOSITION 4.1 A.1. The Claim to Prove In order to prove Proposition 4.1, we quantify the performance loss of strategies restricted to Aas. The performance loss is determined in the following claim. Claim. Starting from any initial rating profile θ , the maximum social welfare achievable at the PAE by (π0, π · 1N) ∈ (Aas) × N(Aas) is at most b− c − c · ρ(θ , α∗ 0, S∗ B) ∑ s′∈S∗ B q...

Real options literature commonly assumes that, either the investment opportunity is directly managed by the owners, or the managers are perfectly aligned with them. However, agency conflicts occur and managers reveal interests not totally in line with those of the shareholders. This may have a major impact on the value maximizing decisions, namely, on the optimal timing to invest. This paper co...

When experiments are performed on social networks, it is difficult to justify the usual assumption of treatment-unit additivity, due to the connections between actors in the network. We investigate how connections between experimental units affect the design of experiments on those experimental units. Specifically, where we have unstructured treatments, whose effects propagate according to a li...

The operations number was evaluated for different design strategies to select the optimal or quasioptimal strategy that has the minimal computer time. The general methodology for the system design was elaborated by means of the optimal control theory approach. The problem of the time-optimal system design has been formulated as the classical problem of the optimal control for the some functiona...

In engineering it is usually necessary to design systems as cheap as possible whilst ensuring that certain constraints are satisfied. Computational optimisation methods can help to find optimal designs. However, it is demonstrated in this work that an optimal design is often not robust against variations caused by the manufacturing process, which would result in unsatisfactory product quality. ...

Feedback control schemes have been widely used in many engineering applications for a long time. Despite this, there has been very little work done on eecient design of experiments for modeling feedback control processes in order to select the appropriate feedback variables. This paper considers a general statistical formulation of this problem and studies the properties of optimal designs in t...

Title of Document: MULTI-DISCIPLINARY SYSTEM DESIGN OPTIMIZATION Kevin Luft Master of Engineering Management Old Dominion University, Virginia Master of Science, Systems Engineering, 2006 University of Maryland, College Park Directed By: Dr. Mark Austin Department of Civil and Environmental Engineering and Institute for Systems Research University of Maryland, College Park Multidisciplinary Sys...

In this paper we consider the problem of constructing T -optimal discriminating designs for Fourier regression models. We provide explicit solutions of the optimal design problem for discriminating between two Fourier regression models, which differ by at most three trigonometric functions. In general, the T -optimal discriminating design depends in a complicated way on the parameters of the la...