This dissertation investigates two methodological problems. The first problem concerns developing and optimizing multicomponent interventions. The traditional approach to this problem is to conduct a two-group randomized trial of a "likelybest" intervention vs. control, followed by observational...

An irreversible investment opportunity has value V governed by Brownian motion with upward drift and random expiration. Human subjects choose in continuous time when to invest. If she invests before expiration, the subject receives V−C : the final value V less a given avoidable cost C ....