103. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options Cao, Menghui 2014 Theses Operations researchFinance
105. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations Wang, Chun 2014 Theses Operations researchFinance
106. Network Resource Allocation Under Fairness Constraints Chandramouli, Shyam Sundar 2014 Theses Operations research
107. New Quantitative Approaches to Asset Selection and Portfolio Construction Song, Irene 2014 Theses Operations research
108. On the Kidney Exchange Problem and Online Minimum Energy Scheduling Herrera Humphries, Tulia 2014 Theses Operations research
109. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems Chen, Xinyun 2014 Theses Operations research
110. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk Kim, Jinbeom 2014 Theses Operations researchFinance
111. Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distribution of Finite and General State Space Markov Chains Zheng, Shuheng 2014 Theses Operations research
112. Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis Dong, Jing 2014 Theses Operations researchMathematics
114. Chance Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty Bienstock, Daniel; Chertkov, Michael; Harnett, Sean 2013 Articles Industrial engineeringOperations research
115. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
116. Models for managing surge capacity in the face of an influenza epidemic Zenteno, Ana 2013 Theses Operations researchPublic health
117. Optimization Algorithms for Structured Machine Learning and Image Processing Problems Qin, Zhiwei 2013 Theses Operations researchComputer scienceStatistics
118. Stochastic Models of Limit Order Markets Kukanov, Arseniy 2013 Theses Operations researchFinanceStatistics
119. Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis Zhong, Haowen 2013 Theses Operations researchStatistics
120. Approximate dynamic programming for large scale systems Desai, Vijay V. 2012 Theses Operations researchMathematics
121. A Simulation Model to Analyze the Impact of Golf Skills and a Scenario-based Approach to Options Portfolio Optimization Ko, Soonmin 2012 Theses EngineeringOperations research
122. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms Nouri, Behzad 2012 Theses FinanceOperations research
123. Essays on Inventory Management and Object Allocation Lee, Thiam Hui 2012 Theses Operations research
124. Multiproduct Pricing Management and Design of New Service Products Wang, Ruxian 2012 Theses Operations researchIndustrial engineering
125. Three Essays on Dynamic Pricing and Resource Allocation Nur, Cavdaroglu 2012 Theses Operations research
126. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications Ma, Shiqian 2011 Theses Operations researchMathematical optimization
127. Efficient Simulation Methods for Estimating Risk Measures Du, Yiping 2011 Theses Operations researchMonte Carlo methodSimulation methodsRisk assessment
128. First Order Methods for Large-Scale Sparse Optimization Aybat, Necdet Serhat 2011 Theses Operations researchMathematics
129. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions Liu, Yunan 2011 Theses Operations researchStochastic modelsQueuing theoryConsumer satisfactionCustomer services--EvaluationHospital patientsConsumer behavior--Mathematical models
130. Continuity of a queueing integral representation in the M1 topology Pang, Guodong; Whitt, Ward 2010 Articles Industrial engineeringOperations research
131. Heavy-traffic extreme-value limits for Erlang delay models Pang, Guodong; Whitt, Ward 2009 Articles Queuing theoryQueuing networks (Data transmission)Limit theorems (Probability theory)Industrial engineeringProbabilitiesOperations research
132. Heavy-traffic limits for many-server queues with service interruptions Pang, Guodong; Whitt, Ward 2009 Articles Queuing networks (Data transmission)Lévy processesIndustrial engineeringProbabilitiesQueuing theoryOperations research
133. Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups Derman, Emanuel; Park, Kun Soo; Whitt, Ward 2009 Articles Hedge fundsLiquidity (Economics)Markov processesStochastic systemsIndustrial engineeringProbabilitiesQueuing theoryOperations research
134. The last departure time from an Mt/G/∞ queue with a terminating arrival process Goldberg, David Alan; Whitt, Ward 2008 Articles Queuing theoryQueuing networks (Data transmission)Industrial engineeringProbabilitiesOperations research
135. Analysis of join-the-shortest-queue routing for web server farms Gupta, Varun; Harchol-Balter, Mor; Sigman, Karl; Whitt, Ward 2007 Articles Queuing theoryIndustrial engineeringProbabilitiesOperations research
136. Coping with Time-Varying Demand When Setting Staffing Requirements for a Service System Green, Linda V.; Kolesar, Peter J.; Whitt, Ward 2007 Articles Call centersQueuing theoryPolice patrol--Mathematical modelsBanks and bankingHospitals--Emergency servicesIndustrial engineeringProbabilitiesQueuing theoryOperations research
137. Value-Based Routing and Preference-Based Routing in Customer Contact Centers Sisselman, Michael E.; Whitt, Ward 2007 Articles Customer servicesCall centersLabor turnoverIndustrial engineeringProbabilitiesQueuing theoryOperations research
138. What you should know about queueing models to set staffing requirements in service systems Whitt, Ward 2007 Articles Call centersQueuing theoryQueuing theoryQueuing networks (Data transmission)Industrial engineeringProbabilitiesOperations research
139. Staffing a Call Center with Uncertain Arrival Rate and Absenteeism Whitt, Ward 2006 Articles Uncertainty (Information theory)Call centersAbsenteeism (Labor)Industrial engineeringProbabilitiesQueuing theoryOperations research
140. Two fluid approximations for multi-server queues with abandonments Whitt, Ward 2005 Articles Queuing networks (Data transmission)Queuing theoryCall centersIndustrial engineeringProbabilitiesOperations research
141. Limits for Cumulative Input Processes to Queues Whitt, Ward 2000 Articles Central limit theoremSymmetry (Mathematics)Industrial engineeringStochastic systemsLévy processesProbabilitiesQueuing theoryOperations research
142. Workload bounds in fluid models with priorities Berger, Arthur W.; Whitt, Ward 2000 Articles Queuing theoryStochastic modelsIndustrial engineeringProbabilitiesQueuing theoryOperations research
143. Decomposition approximations for time-dependent Markovian queueing networks Whitt, Ward 1999 Articles Queuing theoryQueuing networks (Data transmission)Markov processesCall centersIndustrial engineeringProbabilitiesOperations research
144. Dynamic staffing in a telephone call center aiming to immediately answer all calls Whitt, Ward 1999 Articles Call centersForecastingQueuing networks (Data transmission)Call centersIndustrial engineeringProbabilitiesQueuing theoryOperations research
145. Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions Abate, Joseph; Whitt, Ward 1999 Articles Queuing theoryInverse Gaussian distributionIndustrial engineeringProbabilitiesOperations research
146. Linear stochastic fluid networks Kella, Offer; Whitt, Ward 1999 Articles Stochastic systemsStorage area networks (Computer networks)Lévy processesQueuing networks (Data transmission)Industrial engineeringProbabilitiesQueuing theoryOperations research
147. Using different response-time requirements to smooth time-varying demand for service Whitt, Ward 1999 Articles Queuing theoryQueuing networks (Data transmission)Industrial engineeringProbabilitiesOperations research
148. Stability and Structural Properties of Stochastic Storage Networks Kella, Offer; Whitt, Ward 1996 Articles Stochastic systemsLévy processesStochastic systemsIndustrial engineeringProbabilitiesQueuing theoryOperations research
149. Heavy-traffic extreme-value limits for queues Glynn, Peter W.; Whitt, Ward 1995 Articles Queuing theoryLimit theorems (Probability theory)Industrial engineeringProbabilitiesQueuing theoryOperations research