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This thesis is divided into two parts sharing the common theme of fully polynomial time approximation schemes. In the first part, we introduce a generic approach for devising fully polynomial time approximation schemes for ...

Many strategies for asset allocation involve the computation of expected returns and the covariance or correlation matrix of financial instruments returns. How much of each instrument to own is determined by an attempt to ...

We consider in this thesis the problem of pricing American Put Options in a model-free framework where we do not make any assumptions about the price dynamics of the underlying except those implied by the no-arbitrage ...

Recent decades have seen the development of more advanced sensor and communication systems, with the future certainly holding more innovation in these areas. However, current operations involve "stovepipe" systems in which ...

Combat outposts (COPs) are small, well-protected bases from which soldiers reside and conduct operations from. Used extensively during the "Surge" in Iraq, COPs are usually established in populated areas and are prevalent ...

This thesis considers the tactical reconnaissance asset allocation problem in military operations. Specifically this thesis presents methods to optimize, under uncertain conditions, tactical reconnaissance asset allocation ...

In this thesis, we examine some puzzles in finance from an evolutionary perspective. We first provide a literature review of evolutionary psychology, and discuss three main findings; the frequentist hypothesis, applications ...

The growth of Low Fare Carriers (LFCs) has encouraged many airlines to remove fare restrictions (such as advance purchase requirements and Saturday-night stays) on many of their fare class products, leading to the ...

An equitable and flexible mechanism for assigning students to schools is a major concern for many school districts. The school a student attends dramatically impacts the quality of education, access to resources, family ...

This thesis considers tlhe problem of routing in a network where the travel times along the arcs are modeled as independent random variables. A standard approach to routing in such networks is to select a path with the ...