Sample Average Approximation of Risk-averse Stochastic Programs

ACKNOWLEDGEMENTS First of all, I would like to thank my advisor Prof. Shabbir Ahmed for his care and fine guidance through the years. I thank him for introducing me to the fascinating field of stochastic programming. From beginning to end, I find his exuberant creativity and in-depth scholarly knowledge inspiring. I feel fortunate to have such a wonderful mentor who taught me in many aspects: cultivating new ideas, writing shell scripts, improving my presentation skills, etc. Secondly, I am grateful to Prof. Alexander Shapiro for his many insightful suggestions on the projects I worked on. He always remains accessible to me. It is indeed a great experience to learn from one of the leaders of the field. Also I must express my gratitude to the rest of my thesis committee, Prof. for their comments and valuable advice on my dissertation. Thirdly, I thank Prof. R. Gary Parker, who brought me into this program and encouraged me to put all my effort into it. I am grateful to all the professors who taught me in the past four years. The courses I learned will be my lifetime treasure. Fourthly, I would express my appreciation to my friends here at Gatech and my friends since college. They are always there listening to me, sharing emotions, and offering help. Finally, I thank my husband, my parents, and my sisters for their endless love and support.