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Multiple part type decomposition method in manufacturing processing line
(Massachusetts Institute of Technology, 2001)
Portfolio risk minimization under departures from normality
(Massachusetts Institute of Technology, 2001)
This thesis revisits the portfolio selection problem in cases where returns cannot be modeled as Gaussian. The emphasis is on the development of financially intuitive and statistically sound approaches to portfolio risk ...
New neighborhood search algorithms based on exponentially large neighborhoods
(Massachusetts Institute of Technology, 2001)
A practical approach for solving computationally intractable problems is to employ heuristic (approximation) algorithms that can find nearly optimal solutions within a reasonable amount of computational time. An improvement ...
Composite mission variable formulation for real-time mission planning
(Massachusetts Institute of Technology, 2001)
In this thesis, we create a comprehensive model and efficient solution technique for generating air operations plans. Previous air operations models have fallen short in at least one of the following areas: routing. real-time ...
Queuing dynamics and control of departure operations at Boston Logan Airport
(Massachusetts Institute of Technology, 2001)
The Departure Planner (DP) is a concept for a decision-aiding tool that is aimed at improving the performance of departure operations at major congested airports. In order to support the development of DP tools and other ...
Essays in financial engineering
(Massachusetts Institute of Technology, 2001)
This thesis consists of three essays that apply techniques of operations research to problems in financial engineering. In particular, we study problems in portfolio optimization and options pricing. The first essay is ...
Yield management for telecommunication networks : defining a new landscape
(Massachusetts Institute of Technology, 2001)
Can airline Yield Management strategies be used to generate additional revenue from spare capacity in telecom networks? Pundits believe "yes", based on several analogies between the industries such as, for instance, ...
Analysis and design of closed loop manufacturing systems
(Massachusetts Institute of Technology, 2001)
A new approach to multistage serial inventory systems
(Massachusetts Institute of Technology, 2001)
We consider a single product multistage serial inventory system with several installations, say N - I, ... , l. Installation N - I intakes exogenous supply of a single commodity. For i E {I, ... N - 2}, installation i is ...