Stochastic models

✍ Scribed by D.P. Heyman, M.J. Sobel

Publisher: North-Holland
Year: 1990
Tongue: English
Leaves: 723
Series: Handbooks in operations research and management science 2
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

📜 SIMILAR VOLUMES

Stochastic Calculus and Stochastic Model

📁 Stochastic Calculus and Stochastic Models

✍ E.J. McShane 📂 Library 📅 1975 🏛 Academic Press Inc 🌐 English

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals. The publication first ponders on stochastic integrals, existence of stochastic integrals, an

Stochastic Modeling

📁 Stochastic Modeling

✍ Nicolas Lanchier 📂 Library 📅 2017 🏛 Springer 🌐 English

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from

Stochastic Modeling

📁 Stochastic Modeling

✍ Nicolas Lanchier 📂 Library 📅 2017 🏛 Springer 🌐 English

Stochastic Modeling

📁 Stochastic Modeling

✍ Springer International Publishing; Lanchier, Nicolas 📂 Library 📅 2017 🏛 Springer 🌐 English

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the

Stochastic Modeling

📁 Stochastic Modeling

✍ Nicolas Lanchier 📂 Library 📅 2017 🏛 Springer 🌐 English

Stochastic Modeling

📁 Stochastic Modeling

✍ Nicolas Lanchier (auth.) 📂 Library 📅 2017 🏛 Springer International Publishing 🌐 English

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range fr