Tractable stochastic analysis in high dimensions via robust optimization
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2013. === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 201-207). === Modern probability theory, whose foundation is based on the axioms set forth by...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2013
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| Online Access: | http://hdl.handle.net/1721.1/82870 |