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Selected topics in stochastic optimization

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TitleInfo
Title
Selected topics in stochastic optimization
Name (type = personal)
NamePart (type = family)
Ninh
NamePart (type = given)
Anh Tuan
NamePart (type = date)
1985-
DisplayForm
Anh Tuan Ninh
Role
RoleTerm (authority = RULIB)
author
Name (type = personal)
NamePart (type = family)
Boros
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Endre
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Endre Boros
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Advisory Committee
Role
RoleTerm (authority = RULIB)
chair
Name (type = personal)
NamePart (type = family)
Prekopa
NamePart (type = given)
Andras
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Andras Prekopa
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Advisory Committee
Role
RoleTerm (authority = RULIB)
internal member
Name (type = personal)
NamePart (type = family)
Zhao
NamePart (type = given)
Yao
DisplayForm
Yao Zhao
Affiliation
Advisory Committee
Role
RoleTerm (authority = RULIB)
internal member
Name (type = personal)
NamePart (type = family)
Melamed
NamePart (type = given)
Benjamin
DisplayForm
Benjamin Melamed
Affiliation
Advisory Committee
Role
RoleTerm (authority = RULIB)
internal member
Name (type = personal)
NamePart (type = family)
Zhao
NamePart (type = given)
Hui
DisplayForm
Hui Zhao
Affiliation
Advisory Committee
Role
RoleTerm (authority = RULIB)
outside member
Name (type = corporate)
NamePart
Rutgers University
Role
RoleTerm (authority = RULIB)
degree grantor
Name (type = corporate)
NamePart
Graduate School - New Brunswick
Role
RoleTerm (authority = RULIB)
school
TypeOfResource
Text
Genre (authority = marcgt)
theses
OriginInfo
DateCreated (qualifier = exact)
2015
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2015-05
CopyrightDate (encoding = w3cdtf); (qualifier = exact)
2015
Place
PlaceTerm (type = code)
xx
Language
LanguageTerm (authority = ISO639-2b); (type = code)
eng
Abstract (type = abstract)
This report constitutes the Doctoral Dissertation for Anh Ninh and consists of three topics: log-concavity of compound Poisson and general compound distributions, discrete moment problems with fractional moments, and the recruitment stocking problems. In the first topic, we find the conditions for the compound Poisson and general compound distributions to be log-concave (log-convex). This problem is very important not only from the stochastic optimization perspective but also from the theory of maximum entropy in probability. Some interesting connection to Tur{'a}n-type inequality will also be mentioned. In the second topic, we formulate a linear programming problem to find the minimum and/or maximum of the expectation of a function of a discrete random variable, given the knowledge of fractional moments. Using a determinant theorem we fully characterize the dual feasible basis for this discrete fractional moment problem. With the dual feasible basis structure, Pr{'e}kopa dual method can be applied for its solution. Numerical examples show that by the use of fractional moments, we obtain tighter bounds for the objective. In the third topic, we introduce a new class of inventory control model - the recruitment stocking problems. In particular, we analyze a general class of inventory control problem, in which we need to recruit a target number of individuals through designated outlets. As soon as the recruits of all outlets add up to the target number, the recruitment is done and no more individuals will be admitted. The arrivals of individuals at each outlet are random. To recruit an individual upon its arrival, we must provide a pack of materials. We order the packs of materials in advance and hold them in the outlets. Outlets can neither transfer recruits nor cross-ship materials among themselves. If an outlet runs out of stock, any futher recruit at the outlet will be lost. We propose both exact and approximation methods to measure key performance metrics for the system: Type I and II service levels and recruitment time. Extensive numerical study shows the effectiveness of our proposed framework.
Subject (authority = RUETD)
Topic
Operations Research
Subject (authority = ETD-LCSH)
Topic
Mathematical optimization
Subject (authority = ETD-LCSH)
Topic
Stochastic processes
RelatedItem (type = host)
TitleInfo
Title
Rutgers University Electronic Theses and Dissertations
Identifier (type = RULIB)
ETD
Identifier
ETD_6357
PhysicalDescription
Form (authority = gmd)
electronic resource
InternetMediaType
application/pdf
InternetMediaType
text/xml
Extent
1 online resource (vii, 73 p. : ill.)
Note (type = degree)
Ph.D.
Note (type = bibliography)
Includes bibliographical references
Note (type = statement of responsibility)
by Anh Tuan Ninh
RelatedItem (type = host)
TitleInfo
Title
Graduate School - New Brunswick Electronic Theses and Dissertations
Identifier (type = local)
rucore19991600001
Location
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NjNbRU
Identifier (type = doi)
doi:10.7282/T39S1SVX
Genre (authority = ExL-Esploro)
ETD doctoral
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Rights

RightsDeclaration (ID = rulibRdec0006)
The author owns the copyright to this work.
RightsHolder (type = personal)
Name
FamilyName
Ninh
GivenName
Anh
MiddleName
Tuan
Role
Copyright Holder
RightsEvent
Type
Permission or license
DateTime (encoding = w3cdtf); (qualifier = exact); (point = start)
2015-04-14 10:42:01
AssociatedEntity
Name
Anh Ninh
Role
Copyright holder
Affiliation
Rutgers University. Graduate School - New Brunswick
AssociatedObject
Type
License
Name
Author Agreement License
Detail
I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.
RightsEvent
DateTime (encoding = w3cdtf); (qualifier = exact); (point = start)
2015-05-31
DateTime (encoding = w3cdtf); (qualifier = exact); (point = end)
2015-11-30
Type
Embargo
Detail
Access to this PDF has been restricted at the author's request. It will be publicly available after November 30th, 2015.
Copyright
Status
Copyright protected
Availability
Status
Open
Reason
Permission or license
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Technical

RULTechMD (ID = TECHNICAL1)
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ETD
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windows xp
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