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Fully polynomial time approximation schemes for sequential decision problems
(Massachusetts Institute of Technology, 2005)
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 ...
Application of robust statistics to asset allocation models
(Massachusetts Institute of Technology, 2006)
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 ...
No-arbitrage bounds on American Put Options with a single maturity
(Massachusetts Institute of Technology, 2006)
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 ...
Examining financial puzzles from an evolutionary perspective
(Massachusetts Institute of Technology, 2006)
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 ...
Estimation of sell-up potential in airline revenue management systems
(Massachusetts Institute of Technology, 2008)
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 ...
Routing in probabilistic networks
(Massachusetts Institute of Technology, 2004)
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 ...
Marginal social cost auctions for congested airport facilities
(Massachusetts Institute of Technology, 2002)
Multiple part type decomposition method in manufacturing processing line
(Massachusetts Institute of Technology, 2001)
Multi-mission optimized re-planning in air mobility command's channel route execution
(Massachusetts Institute of Technology, 2004)
The United States Air Force's Air Mobility Command is responsible for creating a schedule and executing that schedule for a large-scale air mobility network that encompasses different mission areas. One of the mission areas ...
Inventory planning for low demand items in online retailing
(Massachusetts Institute of Technology, 2007)
A large online retailer strategically stocks inventory for SKUs with low demand. The motivations are to provide a wide range of selections and faster customer fulfillment service. We assume the online retailer has the ...