Author: Daniel P. HeymanPublisher:
ISBN:
Category :
Languages : it
Pages : 548
Book Description
STOCHASTIC MODELS IN OPERATIONS RESEARCH, Volume II
Author: Daniel P. HeymanStochastic Models in Operations Research: Stochastic optimization
Author: Daniel P. HeymanPublisher: Courier Corporation
ISBN: 9780486432601
Category : Mathematics
Languages : en
Pages : 580
Book Description
This two-volume set of texts explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. They demonstrate the interdependence of three areas of study that usually receive separate treatments: stochastic processes, operating characteristics of stochastic systems, and stochastic optimization. Comprehensive in its scope, they emphasize the practical importance, intellectual stimulation, and mathematical elegance of stochastic models and are intended primarily as graduate-level texts.
Stochastic Models in Operations Research
Author: Daniel P. HeymanPublisher: Courier Corporation
ISBN: 9780486432595
Category : Mathematics
Languages : en
Pages : 564
Book Description
This volume of a 2-volume set explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. Explores stochastic processes, operating characteristics of stochastic systems, and stochastic optimization. Comprehensive in its scope, this graduate-level text emphasizes the practical importance, intellectual stimulation, and mathematical elegance of stochastic models.
Stochastic Processes and Models in Operations Research
Author: Anbazhagan, NeelamegamPublisher: IGI Global
ISBN: 1522500456
Category : Business & Economics
Languages : en
Pages : 359
Book Description
Decision-making is an important task no matter the industry. Operations research, as a discipline, helps alleviate decision-making problems through the extraction of reliable information related to the task at hand in order to come to a viable solution. Integrating stochastic processes into operations research and management can further aid in the decision-making process for industrial and management problems. Stochastic Processes and Models in Operations Research emphasizes mathematical tools and equations relevant for solving complex problems within business and industrial settings. This research-based publication aims to assist scholars, researchers, operations managers, and graduate-level students by providing comprehensive exposure to the concepts, trends, and technologies relevant to stochastic process modeling to solve operations research problems.
Stochastic Models in Operations Research
Author: Daniel P. HeymanPublisher:
ISBN:
Category : Operations research
Languages : en
Pages :
Book Description
Stochastic Models
Author: Daniel P. HeymanPublisher: North Holland
ISBN: 9780444874733
Category : Business & Economics
Languages : en
Pages : 723
Book Description
One of the central problems in operations research and management science is how to quantify the effects of uncertainty about the future. This, the second volume in a series of handbooks, is devoted to models where chance events play a major role. The thirteen chapters survey topics in applied probability that have been particularly useful in operations research and management science. Each chapter was written by an expert, both in subject matter and in its exposition. The chapters fall into four groups. The first four cover the fundamentals of stochastic processes, and lay the foundation for the following chapters. The next three chapters are concerned with methods of getting numbers. This includes numerical solution of models, parameter estimation for models, and simulation of models. Chapters 8 and 9 describe the fundamentals of dynamic optimization. The last four chapters are concerned with the most important structured models in operations research and management science; queues, queueing networks, inventories, and reliability.
Constructive Computation in Stochastic Models with Applications
Author: Quan-Lin LiPublisher: Springer Science & Business Media
ISBN: 364211492X
Category : Mathematics
Languages : en
Pages : 693
Book Description
"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.
Introduction to Stochastic Programming
Author: John R. BirgePublisher: Springer Science & Business Media
ISBN: 0387226184
Category : Mathematics
Languages : en
Pages : 427
Book Description
This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.
Recent Advances In Stochastic Operations Research Ii
Author: Tadashi DohiPublisher: World Scientific
ISBN: 9814471844
Category : Business & Economics
Languages : en
Pages : 312
Book Description
Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in such research are optimization and uncertainty. Typical models in stochastic operations research include queueing models, inventory models, financial engineering models, reliability models, and simulation models. This book contains a collection of peer-reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (2007 RASOR Nanzan) held on March 5-6, 2007, at Nanzan University, Nagoya, Japan. It enables advanced readers to understand the recent topics and results in stochastic operations research.
Introduction to Stochastic Models in Operations Research
Author: Frederick S. HillierPublisher:
ISBN: 9780079097675
Category :
Languages : en
Pages : 178
Book Description