A look at today's US military will see them operating much beyond the scope of protecting and defending the United States. These operations now consist of, but are not limited to humanitarian aid, disaster relief, and conflict resolution. This broad spectrum of operational environments has...

Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple...

This dissertation deals with three problems in health care. In the first, we consider the incentives to change prices and capital levels at hospitals, using optimal control under the assumption that private payers charge higher prices if patients consume more hospital services. The main results...

This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...

Recent literature contains many examples of reputation systems which are constructed in anad hoc way or rely upon some heuristic which has been found to be useful. However,comparisons between these reputation systems has been impossible because there are noestablished methods of comparing...

Economic scheduling needs to be considered for Grid computing environment, because it gives an incentive for resource providers to supply their resources. Moreover, it enforces efficient use of resources, because the users have to pay for theiruse. Tendering is a suitable model for Grid...

We utilise several asset pricing models that allow for discontinuities in the returns and volatility time series in order toobtain estimates of Value-at-Risk (VaR). The first class of model that we use mixes a continuous diffusion processwith discrete jumps at random points in time (Poisson Jump...

An agent is generally defined as an entity capable of perceiving its environment and accomplishing a particular action without explicit instruction. Blindly taking directives without thinking is typically not intelligent, so rather a software agent is deemed intelligent if it may be...

Master of Science