Now showing items 115-134 of 157

    • Personalized diabetes management 

      O'Hair, Allison Kelly (Massachusetts Institute of Technology, 2013)
      In this thesis, we present a system to make personalized lifestyle and health decisions for diabetes management, as well as for general health and diet management. In particular, we address the following components of the ...
    • Portfolio risk minimization under departures from normality 

      Lauprête, Geoffrey J. (Geoffrey Jean), 1972- (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 ...
    • Portfolio strategies in supply contracts 

      Martínez-de-Albéniz, Victor, 1978- (Massachusetts Institute of Technology, 2004)
      Traditionally, industrial buyers have focused on long-term contracts for many of their purchasing needs. Recently, however, some high-tech manufacturers have started looking at more flexible contracts for non-strategic ...
    • Practical applications of large-scale stochastic control for learning and optimization 

      Gutin, Eli (Massachusetts Institute of Technology, 2018)
      This thesis explores a variety of techniques for large-scale stochastic control. These range from simple heuristics that are motivated by the problem structure and are amenable to analysis, to more general deep reinforcement ...
    • Prediction and optimization in school choice 

      Shi, Peng, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2016)
      In this thesis, I study how data-driven optimization can be used to improve school choice. In a typical school choice system, each student receives a set of school options, called the student's menu. Based on his/her menu, ...
    • Price of anarchy in supply chains, congested systems and joint ventures 

      Sun, Wei, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2012)
      This thesis studies the price of anarchy in supply chains, congested systems and joint ventures. It consists of three main parts. In the first part, we investigate the impact of imperfect competition with nonlinear demand. ...
    • Pricing and incentive design in applications of green technology subsidies and revenue management 

      Lobel, Ruben (Massachusetts Institute of Technology, 2012)
      This thesis addresses three issues faced by firms and policy-makers when deciding how to price products and properly incentivize consumers. In the first part of the thesis, we focus on a firm attempting to dynamically ...
    • Pricing for retail, social networks and green technologies 

      Cohen, Maxime C (Massachusetts Institute of Technology, 2015)
      What is the right price to charge your customers? Many retailers and researchers are facing this question. In the last three decades, tremendous progress was made, both in the academic and business worlds. In this thesis, ...
    • Provably near-optimal algorithms for multi-stage stochastic optimization models in operations management 

      Shi, Cong, Ph.D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2012)
      Many if not most of the core problems studied in operations management fall into the category of multi-stage stochastic optimization models, whereby one considers multiple, often correlated decisions to optimize a particular ...
    • Regression under a modern optimization lens 

      King, Angela, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2015)
      In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving mixed integer optimization ...
    • Regulating exploration in multi-armed bandit problems with time patterns and dying arms 

      Tracà, Stefano (Massachusetts Institute of Technology, 2018)
      In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just before major holidays. The standard paradigm ...
    • Resource allocation in stochastic processing networks : performance and scaling 

      Zhong, Yuan, Ph.D. Massachusetts Institute of Technology. Operations Research Center (Massachusetts Institute of Technology, 2012)
      This thesis addresses the design and analysis of resource allocation policies in largescale stochastic systems, motivated by examples such as the Internet, cloud facilities, wireless networks, etc. A canonical framework ...
    • Revenue management and learning in systems of reusable resources 

      Owen, Zachary Davis (Massachusetts Institute of Technology, 2018)
      Many problems in revenue management and operations management more generally can be framed as problems of resource allocation. This thesis focuses on developing policies and guarantees for resource allocation problems with ...
    • Reverse logistics for consumer electronics : forecasting failures, managing inventory, and matching warranties 

      Calmon, André du Pin (Massachusetts Institute of Technology, 2015)
      The goal of this thesis is to describe, model, and optimize reverse logistics systems commonly used in the Consumer Electronics industry. The context and motivation for this work stem from a collaboration with an industrial ...
    • Robust estimation, regression and ranking with applications in portfolio optimization 

      Nguyen, Tri-Dung, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2009)
      Classical methods of maximum likelihood and least squares rely a great deal on the correctness of the model assumptions. Since these assumptions are only approximations of reality, many robust statistical methods have been ...
    • Robust model selection and outlier detection in linear regressions 

      McCann, Lauren, Ph. D. Massachusetts Institute of Technology (Massachusetts Institute of Technology, 2006)
      In this thesis, we study the problems of robust model selection and outlier detection in linear regression. The results of data analysis based on linear regressions are highly sensitive to model choice and the existence ...
    • Robust optimization 

      Sim, Melvyn, 1971- (Massachusetts Institute of Technology, 2004)
      We propose new methodologies in robust optimization that promise greater tractability, both theoretically and practically than the classical robust framework. We cover a broad range of mathematical optimization problems, ...
    • A robust optimization approach to finance 

      Pachamanova, Dessislava A. (Dessislava Angelova), 1975- (Massachusetts Institute of Technology, 2002)
      An important issue in real-world optimization problems is how to treat uncertain coefficients. Robust optimization is a modeling methodology that takes a deterministic view: the optimal solution is required to remain ...
    • A robust optimization approach to online problems 

      Korolko, Nikita (Nikita E.) (Massachusetts Institute of Technology, 2017)
      In this thesis, we consider online optimization problems that are characterized by incrementally revealed input data and sequential irrevocable decisions that must be made without complete knowledge of the future. We employ ...
    • Robust optimization, game theory, and variational inequalities 

      Aghassi, Michele Leslie (Massachusetts Institute of Technology, 2005)
      We propose a robust optimization approach to analyzing three distinct classes of problems related to the notion of equilibrium: the nominal variational inequality (VI) problem over a polyhedron, the finite game under payoff ...