Ph.D. Dissertations - Andrew Lim

Dynamic Bayesian learning and optimization in portfolio choice models

Shea Chen [2014]

Essays on Supply Chain Management with Model Uncertainty

Mengshi Lu [2014]

Topics in Dynamic Portfolio Choice Problems

Poomyos Wimonkittiwat [2013]

Decentralized Control of Stochastic Dynamic Systems with Applications to Resource Allocation and Portfolio Management

Huaning Cai [2012]

New approaches to robustness and learning in data-driven portfolio optimization

Gah-Yi Vahn [2012]

Online, Data Driven Learning Approaches in Operations Management Problems

Vivek Ramamurthy [2012]

Nonparametric Optimization with Objective Operational Statistics

Lian Yu [2010]

Optimal Policy Structures of Stochastic Supply Chains with Outsourced Logistics Agreements

Osman Alper [2010]

Topics in Modeling Uncertainty with Learning

Ankit Jain [2010]

Decentralized Intensity Control and Optimal Risk Transfer

Peng Li [2009]

An Equilibrium Pricing Model for Weather Derivatives

Yongheon Lee [2008]

Managing Volumetric Risks in Electricity Procurement

Yumi Oum [2006]

Stochastic Optimization with Model Ambiguity and Applications

Thaisiri Watewai [2006]

Systems and Algorithms for Collaborative Teleoperation

Dezhen Song [2004]

Robust Value-at-Risk Optimization Approach for Portfolio Management

Oks Maksim [2002]