Kategoria BISAC: Mathematics >> Linear & Nonlinear Programming

From the Preface... The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable to showcase...

Die zweite, uberarbeitete und erweiterte Auflage dieses Lehrbuchs liefert eine fundierte mathematische Einfuhrung in die Thematik. Besonderer Wert wird auf moglichst einfache Beweise gelegt, die zugleich eine geometrische Anschauung erlauben. Zahlreiche Ubungsaufgaben und Beispiele erganzen den Inhalt.

• Uberarbeitete Neuauflage eines bekannten Lehrbuchs
• Fundierte mathematische Einfuhrung in die Thematik
• Mit einfachen und anschaulichen Beweisen

Multiple Criteria Decision Making (MCDM) is the study of methods and procedures by which concerns about multiple conflicting criteria can be formally incorporated into the management planning process. A key area of research in OR/MS, MCDM is now being applied in many new areas, including GIS systems, AI, and group decision making. Additionally, there has been very rapid growth in recent years in evolutionary Multiobjective optimization, stochastic analysis, robustness, and regression-based methods, and thus, the need for a look at the newest trends in the field.

This volume...

Optimal Control brings together many of the important advances in 'nonsmooth' optimal control over the last several decades concerning necessary conditions, minimizer regularity, and global optimality conditions associated with the Hamilton Jacobi equation. The book is largely self-contained and incorporates numerous simplifications and unifying features for the subject s key concepts and foundations.

Features and Topics:

* a comprehensive overview is provided for specialists and nonspecialists

* authoritative, coherent, and accessible coverage of the role of...

Dieses Buch bietet eine Einfuhrung in angewandte Optimierungssysteme fur wirtschaftswissenschaftliche Anwendungen. Es konzentriert sich methodisch auf den praxisrelevanten Bereich der linearen und gemischt-ganzzahligen Optimierung sowie auf weitere bewahrte Methodiken, wie heuristische Verfahren und Simulation. Neben der Auffuhrung wichtiger Modelleigenschaften und Losungsmethoden werden Techniken der Modellierung praktischer Aufgabenstellungen besprochen. Wichtige Netzwerkkmodelle, wie kurzeste Wege, Flussmodelle mit minimalen Kosten sowie Tourenplanungs- und Standortplanungsmodelle...

Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic...

This book is the first serious attempt to gather all of the available theory of "nonharmonic Fourier series" in one place, combining published results with new results by the authors.

This monograph provides a comprehensive and accessible introduction to the optimization of elliptic systems. This area of mathematical research, which has many important application in science and technology, has experienced an impressive development during the last two decades. This monograph aims to address some of the pressing unsolved questions in the field. The exposition concentrates along two main directions: the optimal control of linear and nonlinear elliptic equations, and problems involving unknown and/or variable domains. Throughout this monograph, the authors elucidate...

Stochastic differential games represent one of the most complex forms of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution and stochastic elements have to be considered simultaneously. The complexity of stochastic differential games generally leads to great difficulties in the derivation of solutions. Cooperative games hold out the promise of more socially optimal and group efficient solutions to problems involving strategic actions. Despite urgent calls for national and international cooperation, the absence of formal solutions...

This textbook provides a comprehensive modeling, reformulation and optimization approach for solving production planning and supply chain planning problems, covering topics from a basic introduction to planning systems, mixed integer programming (MIP) models and algorithms through the advanced description of mathematical results in polyhedral combinatorics required to solve these problems.

Based on twenty years worth of research in which the authors have played a significant role, the book addresses real life industrial production planning problems (involving complex production...