Browsing Theses by Author "Ramchandani, Pradeep"
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Quadratic Loss Minimization in a Regime Switching Model with Control and State Constraints
Ramchandani, Pradeep (University of Waterloo, 2015-04-09)In this thesis, we address a convex stochastic optimal control problem in mathematical finance, with the goal of minimizing a general quadratic loss function of the wealth at close of trade. We study this problem in the ... -
Stochastic Renewal Process Model for Condition-Based Maintenance
Ramchandani, Pradeep (University of Waterloo, 2009-08-31)This thesis deals with the reliability and maintenance of structures that are damaged by shocks arriving randomly in time. The degradation is modeled as a cumulative stochastic point process. Previous studies mostly adopted ...