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| STOCHASTIC MODELS HORM2, 2
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D.P. Heyman, Bell Communications Research, Red Bank, USA
M.J. Sobel, State University of New York At Stony Brook, USA
Included in series
Handbooks in Operations Research and Management Science, 2
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.
Contents
Point Processes (R.F. Serfozo). Markov Processes (A.F. Karr). Martingales and Random Walks (H.M. Taylor). Diffusion Approximations (P.W.
Glynn). Computational Methods in Probability Theory (W.K. Grassmann). Statistical Methods (J. Lehoczky). Simulation Experiments (B. Schmeiser).
Markov Decision Processes (M.L. Puterman). Controlled Continuous-Time Markov Processes (R. Rishel). Queueing Theory (R.B. Cooper). Queueing
Networks (J. Walrand). Stochastic Inventory Theory (E.L. Porteus). Reliability and Maintainability (M. Shaked, J.G. Shanthikumar). Subject
Index.
| Bibliographic details |
Hardbound, 736 pages, publication date: JUL-1990
ISBN-13: 978-0-444-87473-3
ISBN-10: 0-444-87473-9
Imprint: NORTH-HOLLAND
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Last update: 3 Oct 2009
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