Ph.D. Dissertations - Sheldon M. Ross

Monte Carolo Valuation of Energy Options: From Spread to Swing

Wen-yu Liao [2008]

Algorithms, Models and Metrics for the Design of Workholding using Part Concavities

Kanakasabapathi Gopalakrishnan [2005]

Valuation and Optimal Stategies for Swing Contract

Zegang Zhu [2005]

Equilibrium Analysis of Forward Markets for Electricity and Reserves

Afzal Siddiqui [2002]

Robust Value-at-Risk Optimization Approach for Portfolio Management

Maksim Oks [2002]

Market Mechanisms in Deregulated Electricity Markets

Rajnish Kamat [2001]

Admission Control with Incomplete Information

Kyle Lin [2000]

Inspection Tool Selection and Capacity Allocation for In Line Process Control

Sung Lee [1999]

Optimal Control of Service Times for Mutli-Class Queues

Nahoya Takezawa [1999]

Pricing and Yield Management for an Effective Fabless-Foundry Partnership

Ruj Nasongkhla [1999]

Markovian Quality Control for Multiple Processes under Capacity Constraints

Wooseung Jang [1997]

Improving Poisson Approximations and Bounds

Erol Pekoz [1995]

Light Traffic Approximations for Regenerative Queueing Processes

Chia-Li Wang [1994]

Analysis of Discrete Queuing Network Models of Communication Systems

Couchen Wu [1992]

Interruptible Electric Tariffs with Early Notification Options

Todd Strauss [1992]

State Dependent Queues Versus Conventional Queues with Applications to Queuing Modeling

Xiang Zhang [1991]

The Effect of Order of Stations on the Performance of Tandem Queues

Yat-Wah Wan [1991]

The Self-Organizing List and Processor Problems under Randomized Policies

Thanet Makjamroen [1991]

Computing Probabilities for Probabilistic Influence Diagrams

Chiuh-Cheng Chyu [1990]

Modeling, Information Extraction and Decision Making A Bayesian Approach to Some Engineering Problems

Telba Irony [1990]