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Stochastic analysis of bidding in sequential auctions and related problems
Descriptive
TypeOfResource
Text
TitleInfo
(ID = T-1)
Title
Stochastic analysis of bidding in sequential auctions and related problems
Identifier
ETD_2946
Identifier
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http://hdl.rutgers.edu/1782.1/rucore10002600001.ETD.000056033
Language
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eng
Genre
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theses
Subject
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(authority = RUETD)
Topic
Management
Subject
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(authority = ETD-LCSH)
Topic
Markov processes
Subject
(ID = SBJ-3);
(authority = ETD-LCSH)
Topic
Stochastic processes
Subject
(ID = SBJ-4);
(authority = ETD-LCSH)
Topic
Stochastic analysis
Abstract
(type = abstract)
In this thesis we study bidding in sequential auctions and taboo optimiza- tion criteria for Markov Decision Processes. In the second chapter we study the problem of sequentially bidding in N auctions of identical items. It is assumed that at each auction there is a sufficiently high price that if paid the item is won. The objective is to acquire a fixed number of these items at a minimum expected cost. In the third chapter we consider the problem of a firm (“the bidder”) that in each period, of an infinite time horizon, buys items in auctions and sells the acquired items in a secondary market. We investigate optimal bidding strategies for the bidder that take into account the cost of acquiring the items, the random sale price and demand of the sec- ondary market as well as pertinent salvage value or inventory holding costs. In the final chapter we consider Markovian systems where costs or rewards are unknown either in some states or in all states. For such cases we define taboo optimization criteria for a propitiously defined set of taboo states.
PhysicalDescription
Form
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electronic resource
Extent
xi, 106 p. : ill.
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application/pdf
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text/xml
Note
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Ph.D.
Note
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Includes bibliographical references
Note
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Includes vita
Note
(type = statement of responsibility)
by Srinivasa Kartikeya Puranam
Name
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Puranam
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Srinivasa Kartikeya
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1981-
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Srinivasa Puranam
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Katehakis
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Michael N
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chair
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Michael N Katehakis
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Armstrong
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Ronald
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internal member
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Advisory Committee
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Ronald Armstrong
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Melamed
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Benjamin
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Benjamin Melamed
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Xu
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Xiaowei
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Xiaowei Xu
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Sheshadri
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Sridhar
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Advisory Committee
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Sridhar Sheshadri
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Zhou
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Bin
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outside member
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Bin Zhou
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Rutgers University
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degree grantor
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Graduate School - Newark
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school
OriginInfo
DateCreated
(qualifier = exact)
2010
DateOther
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2010-10
Place
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xx
RelatedItem
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TitleInfo
Title
Rutgers University Electronic Theses and Dissertations
Identifier
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ETD
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(type = host)
TitleInfo
Title
Graduate School - Newark Electronic Theses and Dissertations
Identifier
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rucore10002600001
Location
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NjNbRU
Identifier
(type = doi)
doi:10.7282/T32807DR
Genre
(authority = ExL-Esploro)
ETD doctoral
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Rights
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The author owns the copyright to this work.
Copyright
Status
Copyright protected
Availability
Status
Open
Reason
Permission or license
RightsHolder
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Name
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Puranam
GivenName
Srinivasa
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Copyright Holder
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Permission or license
DateTime
2010-09-29 20:00:50
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Name
Srinivasa Puranam
Affiliation
Rutgers University. Graduate School - Newark
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Author Agreement License
Detail
I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.
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Type
Embargo
DateTime
2010-10-31
Detail
Access to this PDF has been restricted at the author's request. It will be publicly available after May 2nd, 2011.
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ETD
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application/pdf
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application/x-tar
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1413120
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