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Applications of optimization in probability, finance and revenue management

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Applications of optimization in probability, finance and revenue management

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Author: Popescu, Ioana
Other Contributors: Massachusetts Institute of Technology. Operations Research Center.
Advisor: Dimitris Bertsimas.
Department: Massachusetts Institute of Technology. Dept. of Mathematics.; Massachusetts Institute of Technology. Operations Research Center.
Publisher: Massachusetts Institute of Technology
Date Issued: 1999
Description:
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics; and, (Ph.D.)--Massachusetts Institute of Technology, Operations Research Center, 1999.Includes bibliographical references (p. 144-151).
URI: http://hdl.handle.net/1721.1/9526
Keywords: Mathematics., Operations Research Center.

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