Stochastic analysis via robust optimization

Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2016. === Cataloged from student-submitted PDF version of thesis. === Includes bibliographical references (pages 167-174). === To evaluate the performance and optimize systems under uncerta...

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Bibliographic Details
Main Author: Youssef, Nataly
Other Authors: Dimitris Bertsimas.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2016
Subjects:
Online Access:http://hdl.handle.net/1721.1/103246