Mathematics of Decision Making: Vol. I: Statistical Modeling & Analysis for Complex Data Problems; Vol. II: Logistics Systems-Design & Optimization; V

ISBN-13: 9780387261171 / Angielski / Book / 2005 / 3242 str.

Georges Zaccour

Opis

GERAD was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. In 1996, the Universite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students, and more than two hundred master and Ph.D. students. GERAD is a multi-university center and a vital forum for the development of operations research. Its mission is defined around the following four complementarily objectives: -The original and expert contribution to all research fields in GERAD's area of expertise; -The dissemination of research results in the best scientific outlets as well as in the society in general; -The training of graduate students and post doctoral researchers; -The contribution to the economic community by solving important problems and providing transferable tools. GERAD's research thrusts and fields of expertise are as follows: -Development of mathematical analysis tools and techniques to solve the complex problems that arise in management sciences and engineering; -Development of algorithms to resolve such problems efficiently; -Application of these techniques and tools to problems posed in related disciplines, such as statistics, financial engineering, game theory and artificial intelligence; -Application of advanced tools to optimization and planning of large technical and economic systems, such as energy systems, transportation/ communication networks, and production systems; -Integration of scientific findings into software, expert systems and decision-support systems that can be used by industry. In 2005, GERAD celebrates its 25^th anniversary. One of the marking events of the 25^th anniversary is the publication of ten volumes covering most of the Center's research areas of expertise. The list follows: Essays and Surveys in Global Optimization, edited by C. Audet, P. Hansen and G. Savard; Graph Theory and Combinatorial Optimization, edited by D. Avis, A. Hertz and O. Marcotte; Numerical Methods in Finance, edited by H. Ben-Ameur and M. Breton; Analysis, Control and Optimization of Complex Dynamic Systems, edited by E.K. Boukas and R. Malhame; Column Generation, edited by G. Desaulniers, J. Desrosiers and M.M. Solomon; Statistical Modeling and Analysis for Complex Data Problems, edited by P. Duchesne and B. Remillard; Performance Evaluation and Planning Methods for the Next Generation Internet, edited by A. Girard, B. Sanso, and F. Vasquez-Abad; Dynamic Games: Theory and Applications, edited by A. Haurie and G. Zaccour; Logistics Systems: Design and Optimization, edited by A. Langevin and D. Riopel; Energy and Environment, edited by R. Loulou, J.-P. Waaub and G. Zaccour.

Spis treści

Volume I: Foreword.- Contributing Authors.- Preface.- Dependence Properties of Meta-Elliptical Distributions.- The Statistical Significance of Palm Beach County.- Bayesian Functional Estimation of Hazard Rates for Randomly Right Censored Data Using Fourier Series Methods.- Conditions for the Validity of F-Ratio Tests for Treatment and Carryover Effects in Crossover Designs.- Bias in Estimating the Variance of K-Fold Cross Validation.- Effective Construction of Modified Histograms in Higher Dimensions.- On Robust Diagnostics at Individual Lags Using RA-ARX Estimators.- Bootstrap Confidence Intervals for Periodic Preventive Replacement Policies.- Statistics for Comparison of Two Independent cDNA Filter Microarrays.- Large Deviations for Interacting Processes in the Strong Topology.- Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echolon Form.- Recent Results for Linear Time Series Models with Non Independent Innovations.- Filtering of Images for Detecting Multiple Targets Trajectories.- Optimzal Detection of Periodicities in Vector Autoregressive Models.- The Wilcoxon Signed-Rank Test for Cluster Correlated Data. Volume II: Foreword.- Contributing Authors.- Preface.- The Network of Logistics Decisions.- Facility Location in Supply Chain Design.- Distribution Centres in Supply Chain Operations.- Operational Research Methods for Efficient Warehousing.- Models and Methods for Facilities Layout Design from an Applicability to Real-World Perspective.- The Design, Planning, and Optimization of Reverse Logistics Networks.- Models and Methods for Operations in Port Container Terminals.- Strategic Network Design for Motor Carriers.- New Heuristics for the Vehicle Routing Problem.- Routing Propane Deliveries.- Synchronized Production-Distribution Planning in the Pulp and Paper Industry.- Production Planning Optimization Modeling in Demand and Supply Chains of High-Value Consumer Products. Volume III: North-South Trade and the Sustainability of Economic Growth: A Model with Environmental Constraints.- A Coupled Bottom-Up/Top-Down Model for GHG Abatement Scenarios in the Swiss Housing Sector.- Moderated Decision Support and Countermeasure Planning for Off-Site Emergency Management.- Hybrid Energy-Economy Models and Endogenous Technological Change.- The World-MARKAL Model and Its Application to Cost-Effectiveness, Permit Sharing, and Cost-Benefit Analyses.- A Fuzzy Methodology for Evaluating a Market of Tradable CO2-Permits.- MERGE: An Integrated Assessment Model for Global Climate Change.- A Mixed Integer Multiple Objective Linear Programming Model for Capacity Expansion in an Autonomous Power Generation System.- Transport and Climate Policy Modeling the Transport Sector: The Role of Existing Fuel Taxes in Climate Policy.- Pricing and Technology Options: An analysis of Ontario Electricity Capacity Requirements and GHG Emissions.- Implications of the Integration of Environmental Damage in Energy / Environmental Policy Evaluation: An Analysis with the Energy Optimisation model MARKAL/ TIMES. Volume IV: Foreword.- Contributing Authors.- Preface.- Part I: Production and Inventory Systems.- Average Cost Optimality in Inventory Models with Markovian Demands and Lost Sales.- Inventory Control of Switched Production Systems: LMI approach.- A Two-time-scale Approach for Production Planning in Discrete Time.- Evaluation of Throughput in Serial Production Lines with Non-exponential Machines.- Supply Chain Production Planning Modeling Facility Lead Time and Quality of Service.- Part II: Large Scale or Multi Agent System Problems.- Providing QoS in Large Networks: Statistical Multiplexing and Admission Control.- Combined Competitive Flow Control and Routing in Networks with Hard Side Constraints.- Generalized Uplifts in Pool-Based Electricity Markets.- Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agen

Blurb

GERAD was created in 1980 by a small group of professors and researchers of HEC Montréal, McGill University and of the École Polytechnique de Montréal. In 1996, the Université du Québec à Montréal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students, and more than two hundred master and Ph.D. students.

GERAD is a multi-university center and a vital forum for the development of operations research. Its mission is defined around the following four complementarily objectives:

The original and expert contribution to all research fields in GERAD's area of expertise;

The dissemination of research results in the best scientific outlets as well as in the society in general;

The training of graduate students and post doctoral researchers;

The contribution to the economic community by solving important problems and providing transferable tools.

GERAD's research thrusts and fields of expertise are as follows:

Development of mathematical analysis tools and techniques to solve the complex problems that arise in management sciences and engineering;

Development of algorithms to resolve such problems efficiently;

Application of these techniques and tools to problems posed in related disciplines, such as statistics, financial engineering, game theory and artificial intelligence;

Application of advanced tools to optimization and planning of large technical and economic systems, such as energy systems, transportation/ communication networks, and production systems;

Integration of scientific findings into software, expert systems and decision-support systems that can be used by industry.

In 2005, GERAD celebrates its 25^th anniversary. One of the marking events of the 25^th anniversary is the publication of ten volumes covering most of the Center's research areas of expertise. The list follows: Essays and Surveys in Global Optimization, edited by C. Audet, P. Hansen and G. Savard; Graph Theory and Combinatorial Optimization, edited by D. Avis, A. Hertz and O. Marcotte; Numerical Methods in Finance, edited by H. Ben-Ameur and M. Breton; Analysis, Control and Optimization of Complex Dynamic Systems, edited by E.K. Boukas and R. Malhamé; Column Generation, edited by G. Desaulniers, J. Desrosiers and M.M. Solomon; Statistical Modeling and Analysis for Complex Data Problems, edited by P. Duchesne and B. Rémillard; Performance Evaluation and Planning Methods for the Next Generation Internet, edited by A. Girard, B. Sansò, and F. Vásquez-Abad; Dynamic Games: Theory and Applications, edited by A. Haurie and G. Zaccour; Logistics Systems: Design and Optimization, edited by A. Langevin and D. Riopel; Energy and Environment, edited by R. Loulou, J.-P. Waaub and G. Zaccour.