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Browsing Operations Research - Ph.D. / Sc.D. by Title

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Browsing Operations Research - Ph.D. / Sc.D. by Title

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  • Mittal, Shashi, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2011)
    This thesis presents efficient algorithms that give optimal or near-optimal solutions for problems with non-linear objective functions that arise in discrete, continuous and robust optimization. First, we present a general ...
  • Shah, Premal (Premal Y.) (Massachusetts Institute of Technology, 2008)
    In this thesis we study three problems related to financial modeling. First, we study the problem of pricing Employee Stock Options (ESOs) from the point of view of the issuing company. Since an employee cannot trade or ...
  • Fagnan, David Erik (Massachusetts Institute of Technology, 2015)
    Financing drug development has a particular set of challenges including long development times, high chance of failure, significant market valuation uncertainty, and high costs of development. The earliest stages of ...
  • Silberholz, John (Massachusetts Institute of Technology, 2015)
    Cancer is a leading cause of death both in the United States and worldwide. In this thesis we use machine learning and optimization to identify effective treatments for advanced cancers and to identify effective screening ...
  • Johnson, Kris (Kris Dianne) (Massachusetts Institute of Technology, 2015)
    Online markets are becoming increasingly important in today's world as more people gain access to the internet. Furthermore, the explosion of data that is collected via these online markets provides us with new opportunities ...
  • Bisias, Dimitrios (Massachusetts Institute of Technology, 2015)
    This thesis revolves around applications of optimal portfolio theory. In the first essay, we study the optimal portfolio allocation among convergence trades and mean reversion trading strategies for a risk averse investor ...
  • Popescu, Ioana (Massachusetts Institute of Technology, 1999)
  • Rikun, Alexander Anatolyevich (Massachusetts Institute of Technology, 2011)
    This thesis investigates the application of robust optimization in the performance analysis of queueing and inventory systems. In the first part of the thesis, we propose a new approach for performance analysis of queueing ...
  • Demir, Ramazan (Massachusetts Institute of Technology, 2000)
    We develop Approximate Dynamic Programming (ADP) methods to integer programming problems. We describe and investigate parametric, nonparametric and base-heuristic learning approaches to approximate the value function in ...
  • Correa, José Rafael, 1975- (Massachusetts Institute of Technology, 2004)
    In this thesis we consider three combinatorial optimization problems. Specifically, we study packing and scheduling questions of relevance in several areas of operations research, including interconnection networks and ...
  • Gupta, Shobhit (Massachusetts Institute of Technology, 2006)
    Buyout options allow bidders to instantly purchase at a specified price an item listed for sale through an online auction. A temporary buyout option disappears once a regular bid above the reserve price is made, while a ...
  • Sivaraman, Raghavendran (Massachusetts Institute of Technology, 2007)
    We study three capacity expansion problems in contemporary long distance telecommunication networks. The first two problems, motivated by a major long distance provider, address capacity expansion in national hybrid long ...
  • Fearing, Douglas (Douglas Stephen) (Massachusetts Institute of Technology, 2010)
    In this thesis, we develop multi-resource integer optimization formulations for coordinating Traffic Flow Management (TFM) programs with equity considerations. Our multi-resource approaches ignore aircraft connectivity ...
  • Stratila, Dan (Massachusetts Institute of Technology, 2009)
    In the first part, we study the problem of minimizing a separable concave function over a polyhedron. We assume the concave functions are nonnegative nondecreasing on R+, and the polyhedron is in RI' (these assumptions can ...
  • Kluberg, Lionel J. (Lionel Jonathan) (Massachusetts Institute of Technology, 2011)
    The thesis investigates the costs and benefits of free competition as opposed to central regulation to coordinate the incentives of various participants in a market. The overarching goal of the thesis is to decide whether ...
  • Sood, Anshul, 1978- (Massachusetts Institute of Technology, 2004)
    Pricing of a perishable product over a multi-period time horizon is a challenging problem under an oligopolistic market framework. We propose and study a model for multi-period pricing in an oligopolistic market for a ...
  • Sun, Peng, 1974- (Massachusetts Institute of Technology, 2003)
    The catalog industry is a large and important industry in the US economy. One of the most important and challenging business decisions in the industry is to decide who should receive catalogs, due to the significant mailing ...
  • Chen, Xin, 1973- (Massachusetts Institute of Technology, 2003)
    Traditional inventory models focus on effective replenishment strategies and typically assume that a commodity's price is exogenously determined. In recent years, however, a number of industries have used innovative pricing ...
  • Weber, Theophane (Massachusetts Institute of Technology, 2010)
    Many models of optimization, statistics, social organizations and machine learning capture local dependencies by means of a network that describes the interconnections and interactions of different components. However, in ...
  • Bjarnadóttir, Margrét Vilborg (Massachusetts Institute of Technology, 2008)
    Large population health insurance claims databases together with operations research and data mining methods have the potential of significantly impacting health care management. In this thesis we research how claims data ...
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