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- Description:
- We introduce and advocate a new paradigm in simulation experiment design and analysis, called ``green simulation,'' for the setting in which experiments are performed repeatedly with the same simulation model but different input parameters. In this dissertation three classes of green simulation estimators are proposed: the likelihood-ratio-based estimators, the metamodeling-based...
- Keyword:
- simulation, database monte carlo, metamodeling, nested simulation, likelihood ratio method, and stochastic kriging
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Mingbin Feng
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 02/26/2018
- Date Modified:
- 02/26/2018
- Date Created:
- 2016-01-01
- Resource Type:
- Dissertation
-
- Description:
- As the title suggests, this dissertation is composed of three major topics. The first two are optimization problems focusing on developing effective solution methodologies, while for the last topic we present a large-scale information retrieval system in the domain of sports. With the algorithms and frameworks developed in this dissertation,...
- Keyword:
- Operational research and Industrial Engineering
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Mingyang Di
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 03/13/2018
- Date Modified:
- 03/13/2018
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- Traditionally, simulation analysis has focused on designing a computationally efficient algorithm assuming a correct simulation model is given. As computation becomes cheaper, we are now able to perform more sophisticated simulation analyses involving extensive computation and consider all sources of errors in the simulation model and their effects to the...
- Keyword:
- Global sensitivity analysis, Model risk, Uncertainty quantification, Simulation optimization, and Input uncertainty
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Hunhye Song
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 03/30/2018
- Date Modified:
- 03/30/2018
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- It is well documented that an individual’s ability to know who knows whom in their network has positive benefits in various facets of professional life. But people vary in their network acuity - that is, their ability to accurately assess who knows whom in their network. This poster seeks to...
- Keyword:
- crd2018
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Sidhartha Jha
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 04/03/2018
- Date Modified:
- 04/03/2018
- Date Created:
- 2018-03-30
- Resource Type:
- Poster
-
- Description:
- Simulation analytics treats stochastic simulation as data analytics for systems that do not yet exist, and extends traditional performance estimation and system optimization to uncovering underlying patterns and the key drivers and dynamics of system behavior by retaining the sample paths generated throughout simulation runs. My dissertation addresses two research...
- Keyword:
- Industrial engineering
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Yujing Lin
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 04/11/2018
- Date Modified:
- 04/11/2018
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- Ross (2015) proposed a recovery theorem which uses prices of contingent claims to recover market’s expectations about underlying asset returns. His work relies on two assumptions. He assumes all uncertainty of the economy follows a finite state irreducible Markov chain and that the pricing kernel is transition independent. We first...
- Keyword:
- Industrial Engineering and Management Sciences
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Likuan Qin
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 04/13/2018
- Date Modified:
- 04/13/2018
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- The goal of this thesis is to design practical algorithms for nonlinear optimization in the case when the objective function is stochastic or nonsmooth. The thesis is divided into three chapters. Chapter 1 describes an active-set method for the minimization of an objective function that is structurally nonsmooth, viz., it...
- Keyword:
- machine learning, optimization, deep learning, Newton, nonsmooth, and quasi-Newton
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Nitish Shirish Keskar
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 04/16/2018
- Date Modified:
- 04/16/2018
- Date Created:
- 2017-01-01
- Resource Type:
- Dissertation
-
- Description:
- In financial risk management, coherent risk measures have been proposed as a way to avoid undesirable properties of measures such as value at risk that discourage diversification and do not account for the magnitude of the largest, and therefore most serious, losses. A coherent risk measure equals the maximum expected...
- Keyword:
- generalized scenarios, simulation, ranking and selection, coherent risk measures, value-at-risk, and risk management
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Vadim Lesnevski
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 05/10/2018
- Date Modified:
- 05/10/2018
- Date Created:
- 2006-12-05
- Resource Type:
- Dissertation
-
- Description:
- Flexibility can be created in manufacturing and service operations by using multipurpose production sources such as cross-trained labor and flexible machines/factories. We focus on control and design issues in systems with flexible resources. In Chapter 2, we consider optimal scheduling of a fully cross-trained server in a finite-population queueing system...
- Keyword:
- Operations Research
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Bora Kolfal
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 05/14/2018
- Date Modified:
- 05/14/2018
- Date Created:
- 2007-04-04
- Resource Type:
- Dissertation
-
- Description:
- At the heart of nonlinear optimization methods lies the solution of linear systems of equations. As the size of the problem increases, it is imperative to use iterative methods, such as the conjugate gradient algorithm, to solve these linear systems. In the context of constrained optimization, it has proved to...
- Keyword:
- preconditioning, interior point method, strategic bidding, nonlinear optimization, and bilevel programming
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Long Hei
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 06/01/2018
- Date Modified:
- 06/01/2018
- Date Created:
- 2007-04-17
- Resource Type:
- Dissertation
-
- Description:
- This dissertation examines the impact of product returns on effective supply chain management. Within this area of research, known as Closed-Loop Supply Chain Management, we consider both strategic and tactical level reverse logistics and inventory management problems from the perspective of a firm which must efficiently process returned items. More...
- Keyword:
- Industrial and Engineering
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Kristin Marie Sahyouni
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 06/05/2018
- Date Modified:
- 06/05/2018
- Date Created:
- 2007-05-11
- Resource Type:
- Dissertation
-
- Description:
- This thesis concerns the development of robust algorithms for large-scale nonlinear programming. Despite recent advancements in high-performance computing power, classes of problems exist that continue to challenge the practical limits of contemporary optimization methods. The focus of this dissertation is the design and analysis of algorithms intended to achieve economy...
- Keyword:
- inexact linear system solvers, large-scale optimization, Krylov subspace methods, and constrained optimization
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Frank Edward Curtis
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 06/26/2018
- Date Modified:
- 06/26/2018
- Date Created:
- 2007-04-24
- Resource Type:
- Dissertation
-
- Description:
- The classic error bounds for quasi-Monte Carlo approximation follow the Koksma-Hlawka inequality based on the assumption that the integrand has finite variation. Unfortunately, not all functions have this property. In particular, integrands for common applications in finance, such as option pricing, do not typically have bounded variation. In contrast to...
- Keyword:
- Low discrepancy Sequences, Option Pricing, Quasi-Monte Carlo methods, Numerical integration, LIBOR Market Model, and Error Bounds
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Xuefeng Jiang
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 06/26/2018
- Date Modified:
- 06/26/2018
- Date Created:
- 2007-04-27
- Resource Type:
- Dissertation
-
- Description:
- Portfolio optimization problems with transaction costs have been widely studied by both financial economists and financial engineers through various approaches. In this paper, we propose the following approach. In analogy to American option pricing, we study the problem through the Finite Element Method (FEM) combined with an optimization method: We...
- Keyword:
- portfolio optimization and transaction cost
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Zhen Liu
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 07/25/2018
- Date Modified:
- 07/25/2018
- Date Created:
- 2007-05-15
- Resource Type:
- Dissertation
-
- Description:
- In this thesis, we study routing and resource allocation problems which have probabilistic objective functions. This class of problems has received limited attention in literature despite its promising applications. A probabilistic objective function is capable of incorporating business targets into the problem modeling and representing the risk attitude of a...
- Keyword:
- orienteering problem, stochastic knapsack problem, probabilistic objective, and adaptivity
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Taylan Ilhan
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/07/2018
- Date Modified:
- 08/07/2018
- Date Created:
- 2007-10-17
- Resource Type:
- Dissertation
-
- Description:
- Cluster Analysis deals with classifying a sample of multivariate measurements into different categories. In this dissertation we study the effect of the correlation structure of the data on the performance of a clustering method. We begin with the analysis of two-component normal mixture models and then proceed to cluster analysis...
- Keyword:
- Data mining, Clustering, K-means algorithm, Mixture model, and EM algorithm
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Dingxi Qiu
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/13/2018
- Date Modified:
- 08/13/2018
- Date Created:
- 2007-06-26
- Resource Type:
- Dissertation
-
- Description:
- Nelson and Staum derived ranking-and-selection procedures that employ control-variate (CV) estimators instead of sample means to obtain greater statistical efficiency. However, control-variate estimators require more computational effort than sample means, and effective controls must be identified. In this dissertation, we present a new CV screening procedure to avoid much of...
- Keyword:
- Operations Research
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Shing Chih Tsai
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/14/2018
- Date Modified:
- 08/14/2018
- Date Created:
- 2007-08-23
- Resource Type:
- Dissertation
-
- Description:
- Markov models are widely employed in cost-effectiveness analysis of healthcare interventions. Although such models are usually formulated at the individual level, it is also useful to examine outcomes at the population level. Analysts may wish to know the impact of a health intervention on a whole population instead of an...
- Keyword:
- Industrial Engineering
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Huang Min
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/16/2018
- Date Modified:
- 08/16/2018
- Date Created:
- 2007-10-11
- Resource Type:
- Dissertation
-
- Description:
- In this thesis we discuss the issue of solving stochastic optimization problems using sampling methods. Numerical results have shown that using variance reduction techniques from statistics can result in significant improvements over Monte Carlo sampling in terms of the number of samples needed for convergence of the optimal objective value...
- Keyword:
- Stochastic Programming, Quasi-Monte Carlo, Padding, Latin Hypercube, Large Deviations, and QMC
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Shane Sebastian Drew
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/27/2018
- Date Modified:
- 08/27/2018
- Date Created:
- 2007-12-05
- Resource Type:
- Dissertation
-
- Description:
- In this dissertation, we explore modeling and solution methods for intermodal drayage operations. This research is motivated by the need to provide operational choices in drayage operations to increase efficiency; however, as shown in our work, the introduction of this flexibility in modeling and solution methods is challenging. Intermodal freight...
- Keyword:
- drayage operations and vehicle routing problems
- Subject:
- Industrial Engineering and Management Sciences
- Creator:
- Guangming Zhang
- Owner:
- Scholarly Digital Publishing
- Date Uploaded:
- 08/28/2018
- Date Modified:
- 08/28/2018
- Date Created:
- 2007-12-03
- Resource Type:
- Dissertation