Browsing by Subject Operations research
Showing results 1 to 11 of 11
| Issue Date | Title | Author(s) |
| 2014 | Approximate Dynamic Programming Algorithms for the Control of Grid-Level Storage in the Presence of Renewable Generation | Salas, Daniel Federico |
| 2013 | Dynamic Rate Queues: Estimation, Stabilization, and Control | Pender, Jamol |
| 2012 | Energy Storage Applications of the Knowledge Gradient for Calibrating Continuous Parameters, Approximate Policy Iteration using Bellman Error Minimization with Instrumental Variables, and Covariance Matrix Estimation using an Errors-in-Variables Factor Model | Scott, Warren Robert |
| 2012 | Estimating False Discovery Proportion under Covariance Dependence | Gu, Weijie |
| 2013 | An Examination of the Systematic Risks in the Multi-Name Credit and Equity Markets | Choi, Edmond |
| 2013 | Filter Stability in Infinite Dimensional Systems | Tong, Xin |
| 2014 | High-Dimensional Structured Covariance Matrix Estimation with Financial Applications | Mincheva, Martina Zhelcheva |
| 2014 | Optimal Execution in a Limit Order Book: A Stochastic Control Approach | Luo, Haifeng |
| 2011 | Quantile Optimization in the Presence of Heavy-Tailed Stochastic Processes, and an application to Electricity Markets | Kim, Jae Ho |
| 2013 | Robust Portfolio Optimization with Applications in Currencies and Private Equity | Reus, Lorenzo |
| 2014 | Set-Valued Risk Measures | Feinstein, Zachary Glen |