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Filtering by: Advisor Thomann, Enrique Academic Affiliation Statistics Degree Name Doctor of Philosophy (Ph.D.)

Optimization, conservation and valuation of contingent claims in economic resource management under uncertainty

Creator:

Jia, Siwei

Abstract:

This dissertation consists of three papers studying optimization, conservation and valuation of contingent claims in economic resource nianagement under uncertainty. In the first paper the Markovian optinial policies are studied for resource management in a finite time horizon. Under sonic conditions, in particular, when the prices are stochastic and there...

Resource Type:

Dissertation

Full Text:

Siwei Jia Ellen I. Burnes Enrique A. Thomann Edward C. Waymire 34 3.1 Abstract The issue of