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Stochastic approximation is one of the oldest approaches for solving stochastic optimization problems. In the first part of the dissertation, we study the convergence and asymptotic normality of a generalized form of ...

We present a study of two NP-hard telecommunications network design problems - the prize-collecting generalized minimum spanning tree problem (PCGMST) and the design of optical networks with wavelength division ...

We introduce several network design and planning problems that arise in the context of commercial satellite networks. At the heart of most of these problems we deal with a traffic routing problem over an extended planning ...

This dissertation includes three essays on hedging the interest rate and credit risks of Mortgage-Backed Securities (MBS). Essay one addresses the problem of how to efficiently estimate interest rate sensitivity parameters ...

Revenue management (RM) problems with full probabilistic information are well studied. However, as RM practice spreads to new businesses and industries, there are more and more applications where no or only limited information ...

This dissertation addresses two research questions relating to the role of setups in discrete parts manufacturing. The first research topic uses a carefully designed simulation study to investigate the role of setup ...

Revenue management (RM) is one area of research and practice that has gained significant attention in the past decade. The practice originated in the airline industry, where the idea was to maximize revenues obtained from ...

Data visualization can be used to detect hidden structures and patterns in data sets that are found in data mining applications. However, although efficient data visualization algorithms to handle data sets with asymmetric ...

Today, technology enables companies to extend their reach in managing the supply chain and operating it in a coordinated fashion from raw materials to end consumers. Order promising and order fulfillment have become key ...

The University of Maryland has one of the most popular Basketball programs in the region. About 35,000 students seek 4,000 free student tickets allocated for every home game. An auction-based system provides a procedure ...