Author: Tadashi Dohi
Publisher: World Scientific
ISBN: 9812706682
Category : Business & Economics
Languages : en
Pages : 325
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 operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."
Recent Advances in Stochastic Operations Research
Author: Tadashi Dohi
Publisher: World Scientific
ISBN: 9812706682
Category : Business & Economics
Languages : en
Pages : 325
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 operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."
Publisher: World Scientific
ISBN: 9812706682
Category : Business & Economics
Languages : en
Pages : 325
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 operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."
Recent Advances in Stochastic Operations Research II
Author: Tadashi Dohi
Publisher: World Scientific
ISBN: 9812791671
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 5OCo6, 2007, at Nanzan University, Nagoya, Japan. It enables advanced readers to understand the recent topics and results in stochastic operations research.
Publisher: World Scientific
ISBN: 9812791671
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 5OCo6, 2007, at Nanzan University, Nagoya, Japan. It enables advanced readers to understand the recent topics and results in stochastic operations research.
Stochastic Processes and Models in Operations Research
Author: Anbazhagan, Neelamegam
Publisher: 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.
Publisher: 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.
Recent Advances in Financial Engineering
Author: Masaaki Kijima
Publisher: World Scientific
ISBN: 9814273473
Category : Business & Economics
Languages : en
Pages : 243
Book Description
This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.
Publisher: World Scientific
ISBN: 9814273473
Category : Business & Economics
Languages : en
Pages : 243
Book Description
This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.
Stochastic Reliability and Maintenance Modeling
Author: Tadashi Dohi
Publisher: Springer Science & Business Media
ISBN: 1447149718
Category : Technology & Engineering
Languages : en
Pages : 375
Book Description
In honor of the work of Professor Shunji Osaki, Stochastic Reliability and Maintenance Modeling provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. Including associated application areas such as dependable computing, performance evaluation, software engineering, communication engineering, distinguished researchers review and build on the contributions over the last four decades by Professor Shunji Osaki. Fundamental yet significant research results are presented and discussed clearly alongside new ideas and topics on stochastic reliability and maintenance modeling to inspire future research. Across 15 chapters readers gain the knowledge and understanding to apply reliability and maintenance theory to computer and communication systems. Stochastic Reliability and Maintenance Modeling is ideal for graduate students and researchers in reliability engineering, and workers, managers and engineers engaged in computer, maintenance and management works.
Publisher: Springer Science & Business Media
ISBN: 1447149718
Category : Technology & Engineering
Languages : en
Pages : 375
Book Description
In honor of the work of Professor Shunji Osaki, Stochastic Reliability and Maintenance Modeling provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. Including associated application areas such as dependable computing, performance evaluation, software engineering, communication engineering, distinguished researchers review and build on the contributions over the last four decades by Professor Shunji Osaki. Fundamental yet significant research results are presented and discussed clearly alongside new ideas and topics on stochastic reliability and maintenance modeling to inspire future research. Across 15 chapters readers gain the knowledge and understanding to apply reliability and maintenance theory to computer and communication systems. Stochastic Reliability and Maintenance Modeling is ideal for graduate students and researchers in reliability engineering, and workers, managers and engineers engaged in computer, maintenance and management works.
Reliability Modeling With Applications: Essays In Honor Of Professor Toshio Nakagawa On His 70th Birthday
Author: Syouji Nakamura
Publisher: World Scientific
ISBN: 9814571954
Category : Technology & Engineering
Languages : en
Pages : 379
Book Description
Reliability modeling has been a major concern for engineers and managers engaged in high quality system designs. This book presents the recent advancement in reliability theory and reliability engineering.Starting from maintenance policies, the book introduces reliability analysis to systems using stochastic processes to study their optimization problems. In this book, the authors will illustrate how these techniques of reliability are applied to solve optimization problems in computer, information and network systems.
Publisher: World Scientific
ISBN: 9814571954
Category : Technology & Engineering
Languages : en
Pages : 379
Book Description
Reliability modeling has been a major concern for engineers and managers engaged in high quality system designs. This book presents the recent advancement in reliability theory and reliability engineering.Starting from maintenance policies, the book introduces reliability analysis to systems using stochastic processes to study their optimization problems. In this book, the authors will illustrate how these techniques of reliability are applied to solve optimization problems in computer, information and network systems.
Operations Research
Author: Michael Carter
Publisher: CRC Press
ISBN: 1498780113
Category : Business & Economics
Languages : en
Pages : 471
Book Description
Operations Research: A Practical Introduction is just that: a hands-on approach to the field of operations research (OR) and a useful guide for using OR techniques in scientific decision making, design, analysis and management. The text accomplishes two goals. First, it provides readers with an introduction to standard mathematical models and algorithms. Second, it is a thorough examination of practical issues relevant to the development and use of computational methods for problem solving. Highlights: All chapters contain up-to-date topics and summaries A succinct presentation to fit a one-term course Each chapter has references, readings, and list of key terms Includes illustrative and current applications New exercises are added throughout the text Software tools have been updated with the newest and most popular software Many students of various disciplines such as mathematics, economics, industrial engineering and computer science often take one course in operations research. This book is written to provide a succinct and efficient introduction to the subject for these students, while offering a sound and fundamental preparation for more advanced courses in linear and nonlinear optimization, and many stochastic models and analyses. It provides relevant analytical tools for this varied audience and will also serve professionals, corporate managers, and technical consultants.
Publisher: CRC Press
ISBN: 1498780113
Category : Business & Economics
Languages : en
Pages : 471
Book Description
Operations Research: A Practical Introduction is just that: a hands-on approach to the field of operations research (OR) and a useful guide for using OR techniques in scientific decision making, design, analysis and management. The text accomplishes two goals. First, it provides readers with an introduction to standard mathematical models and algorithms. Second, it is a thorough examination of practical issues relevant to the development and use of computational methods for problem solving. Highlights: All chapters contain up-to-date topics and summaries A succinct presentation to fit a one-term course Each chapter has references, readings, and list of key terms Includes illustrative and current applications New exercises are added throughout the text Software tools have been updated with the newest and most popular software Many students of various disciplines such as mathematics, economics, industrial engineering and computer science often take one course in operations research. This book is written to provide a succinct and efficient introduction to the subject for these students, while offering a sound and fundamental preparation for more advanced courses in linear and nonlinear optimization, and many stochastic models and analyses. It provides relevant analytical tools for this varied audience and will also serve professionals, corporate managers, and technical consultants.
Stochastic Simulation Optimization
Author: Chun-hung Chen
Publisher: World Scientific
ISBN: 9814282642
Category : Computers
Languages : en
Pages : 246
Book Description
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive. Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.
Publisher: World Scientific
ISBN: 9814282642
Category : Computers
Languages : en
Pages : 246
Book Description
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive. Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.
Recent Development In Stochastic Dynamics And Stochastic Analysis
Author: Jinqiao Duan
Publisher: World Scientific
ISBN: 981446760X
Category : Mathematics
Languages : en
Pages : 306
Book Description
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Publisher: World Scientific
ISBN: 981446760X
Category : Mathematics
Languages : en
Pages : 306
Book Description
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Tutorials in Operations Research
Author: Institute for Operations Research and the Management Sciences. National Meeting
Publisher:
ISBN: 9780990615323
Category : Management science
Languages : en
Pages : 0
Book Description
The 2018 volume of INFORMS TutORials in Operations Research presents a number of chapters that highlight contemporary topics in optimization and the use of data to solve problems. We are delighted to present this exciting set of chapters on a number of leading-edge topics in optimization and their use for the solution of important contemporary real-world problems. We believe that the readers will find that the volume spans a number of important techniques that enable meaningful use of data, and we expect that the chapters will inspire them to consider new research areas and modeling tools.
Publisher:
ISBN: 9780990615323
Category : Management science
Languages : en
Pages : 0
Book Description
The 2018 volume of INFORMS TutORials in Operations Research presents a number of chapters that highlight contemporary topics in optimization and the use of data to solve problems. We are delighted to present this exciting set of chapters on a number of leading-edge topics in optimization and their use for the solution of important contemporary real-world problems. We believe that the readers will find that the volume spans a number of important techniques that enable meaningful use of data, and we expect that the chapters will inspire them to consider new research areas and modeling tools.