Tractable stochastic analysis in high dimensions via robust optimization

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2013.

Bibliographic Details
Main Author: Bandi, Chaithanya
Other Authors: Dimitris Bertsimas.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2013
Subjects:
Online Access:http://hdl.handle.net/1721.1/82870