Stochastic Control Through a Modern Lens: Applications in Supply Chain Analytics and Logistical Systems
The thesis investigates classical multi-period stochastic control problems through a modern lens, including stochastic inventory control, dynamic pricing and vehicle routing. A brief history of the academic works on stochastic control is presented in Chapter 1, where the relevance of papers on stoch...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/144691 |