Probabilistic models in operations research / Silviu Guiasu.

Format:

Book

Author/Creator:

Guiașu, Silviu.

Language:

English

Subjects (All):

Operations research.

Probabilities.

Physical Description:

1 online resource (300 p.)

Edition:

1st ed.

Place of Publication:

New York : Nova Science Publishers, c2009.

Language Note:

English

Summary:

Operations Research, often abbreviated as OR, is a branch of Applied Mathematics. Its aim is to optimise mathematical models of reality involving probabilistic uncertainty and its results are applied to real life problems. This book intends to cover the main chapter of the OR probablisitc models based on optimisation.

Contents:

Intro

PROBABILISTIC MODELS INOPERATIONS RESEARCH

Contents

INTRODUCTION

Chapter 1. GAME THEORY

ABSTRACT

1. Generalities

2. Pure strategies

3. Mixed strategies

4. Graphical method

5. Brown's algorithm

6. The linear programs induced by a two-person zero-sum game

7. Computer tips

1. LINDO.

2. SAS-OR.

3. EXCEL.

4. MATHEMATICA.

8. Prisoner's dilemma

9. n-person games

Chapter 2. DECISION THEORY

2. Oil-drilling example

3. Decision without experimentation

4. Decision with experimentation

5. Risk function

6. Computer tips

1 FORTRAN.

2. MATHEMATICA.

7. Multiple-stage decision

A variant of the decision tree problem.

Chapter 3. SIMULATION

2. Minitab

3. Random numbers

4. Sampling from discrete probability distributions

5. Sampling from continuous probability distributions

6. Monte Carlo method

Chapter 4. RELIABILITY

1. Structure function

2. Exact reliability

3. Bounds for reliability

4. Lifetime

Chapter 5. QUEUEING SYSTEMS

2. Steady state condition

3. M=M=1 with constant mean arrival rate and constant meanservice rate

4. M=M=s with constant mean arrival rate and constant meanservice rate per busy server

5. Waiting time

6. Finite queue

7. Finite input source

8. Other queueing systems

9. Number of arrivals during the time-interval [0

t]

10. Computer tips

11. Simulation

APPENDIX

The dual theorem

References

Index.

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 286-288) and index.

ISBN:

1-60876-533-4

OCLC:

844348510