Applications of optimization in probability, finance and revenue management

Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics; and, (Ph.D.)--Massachusetts Institute of Technology, Operations Research Center, 1999. === Includes bibliographical references (p. 144-151). === The unifying contribution of this thesis is to show that optimization is a ver...

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Bibliographic Details
Main Author: Popescu, Ioana
Other Authors: Dimitris Bertsimas.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/9526