Now showing items 1-20 of 158

    • Implementing reusable solvers : an object-oriented framework for operations research algorithms 

      Ruark, John Douglas, 1971- (Massachusetts Institute of Technology, 1998)
    • Efficient capacity allocation in a collaborative air transportation system 

      Hall, William D. (William David), 1968- (Massachusetts Institute of Technology, 1999)
      This thesis proposes methods of allocating airport capacity to the users of the National Airspace System (NAS) during periods in which demand for the resources exceeds capacity. A metric by which the proposed methods are ...
    • Scheduling multiclass queueing networks and job shops using fluid and semidefinite relaxations 

      Sethuraman, Jayachandran, 1970- (Massachusetts Institute of Technology, 1999)
      Queueing networks serve a& useful models for a variety of problems arising in modern communications, computer, and manufacturing systems. Since the optimal control problem for queueing networks is well-known to be intractable, ...
    • Optimizing paint blocking in an automobile assembly line : an application of specialized TSP's 

      Sokol, Joel Scott, 1971- (Massachusetts Institute of Technology, 1999)
    • Applications of optimization in probability, finance and revenue management 

      Popescu, Ioana (Massachusetts Institute of Technology, 1999)
      The unifying contribution of this thesis is to show that optimization is a very powerful tool that provides unexpected insights and impact on a variety of domains, such as probability, finance and revenue management. The ...
    • An approximate dynamic programming approach to discrete optimization 

      Demir, Ramazan (Massachusetts Institute of Technology, 2000)
      We develop Approximate Dynamic Programming (ADP) methods to integer programming problems. We describe and investigate parametric, nonparametric and base-heuristic learning approaches to approximate the value function in ...
    • Essays on the emiprical properties of stock and mutual fund returns 

      Taylor, Jonathan David, 1969- (Massachusetts Institute of Technology, 2000)
      Survivorship bias influences statistical inference in Finance. Through a series of Monte Carlo simulations in the style of Brown, Goetzmann, Ibbotson, and Ross {1992), we study the sampling distribution of the mean return, ...
    • Optimization-based auctions and stochastic assembly replenishment policies for industrial procurement 

      Gallien, Jérémie (Massachusetts Institute of Technology, 2000)
      This thesis describes two applications of Operations Research to the field of industrial procurement, addressing problems encountered in supplier selection and supplier control, respectively. The first part addresses the ...
    • New neighborhood search algorithms based on exponentially large neighborhoods 

      Ergun, Özlem, 1974- (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 ...
    • Yield management for telecommunication networks : defining a new landscape 

      Humair, Salal (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, ...
    • Essays in financial engineering 

      Haugh, Martin B. (Martin Brendan), 1971- (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 ...
    • 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 ...
    • 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 ...
    • Optimization of influenza vaccine strain selection 

      Wu, Joseph T. (Joseph Tszkei), 1977- (Massachusetts Institute of Technology, 2003)
      The World Health Organization (WHO) is responsible for making annual vaccine strains recommendation to countries around the globe. However, various studies have found that the WHO vaccine selection strategy has not been ...
    • Coordinating inventory control and pricing strategies 

      Chen, Xin, 1973- (Massachusetts Institute of Technology, 2003)
      Traditional inventory models focus on effective replenishment strategies and typically assume that a commodity's price is exogenously determined. In recent years, however, a number of industries have used innovative pricing ...
    • Two topics in online auctions 

      Beil, Damian (Massachusetts Institute of Technology, 2003)
      This thesis studies two operations management topics in online auctions, and is divided into two parts. Motivated by the increasing use of ShopBots to scan Internet auctions, the first part of the thesis analytically ...
    • Constructing learning models from data : the dynamic catalog mailing problem 

      Sun, Peng, 1974- (Massachusetts Institute of Technology, 2003)
      The catalog industry is a large and important industry in the US economy. One of the most important and challenging business decisions in the industry is to decide who should receive catalogs, due to the significant mailing ...
    • Integer optimization in data mining 

      Shioda, Romy, 1977- (Massachusetts Institute of Technology, 2003)
      While continuous optimization methods have been widely used in statistics and data mining over the last thirty years, integer optimization has had very limited impact in statistical computation. Thus, our objective is to ...
    • A Langrangian decomposition approach to weakly coupled dynamic optimization problems and its applications 

      Hawkins, Jeffrey Thomas, 1977- (Massachusetts Institute of Technology, 2003)
      We present a Lagrangian based approach to decoupling weakly coupled dynamic optimization problems for both finite and infinite horizon problems. The main contributions of this dissertation are: (i) We develop methods for ...
    • Advances in airline revenue management and pricing 

      Boer, Sanne Vincent de, 1976- (Massachusetts Institute of Technology, 2003)
      We propose new models and optimization methods for airline revenue management and pricing. In the first part of this thesis, we study the dynamic inventory control problem for a single flight under imperfect market ...