Mathematical programming techniques for solving stochastic optimization problems with certainty equivalent measures of risk

Abstract

who provided invaluable feedback and advice that significantly improved this manuscript, as well as made the process of writing and defending much more enjoyable. It is also my pleasure to thank Maciej Rysz and Yana Morenko for fruitful collaborations. My great thanks go to my fellow students Dmitri Chernikov, Nathaniel Richmond and Bo Sun for helping to create and maintain a positive learning and research atmosphere. I especially appreciate the help of Mohammad Mirghorbani who was one of the first to welcome me in the new country after I moved to the United States.