Stochastic models /

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 proba...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Heyman, Daniel P., Sobel, Matthew J.
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Amsterdam ; New York : New York, NY, U.S.A. : North-Holland ; Sole distributor for the U.S.A. and Canada, Elsevier Science Pub. Co., 1990.
Σειρά:Handbooks in operations research and management science ; v. 2.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη: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.
Φυσική περιγραφή:1 online resource (xv, 723 pages).
Βιβλιογραφία:Includes bibliographical references and index.
ISBN:9780444874733
0444874739
9780444599247
044459924X