| Preface | p. xiii |
| Acknowledgments | p. xv |
| Editor | p. xvii |
| Contributors | p. xix |
| History of Operations Research and Management Science | p. xxi |
| OR/MS Models and Methods | |
| Linear Programming | p. 1-1 |
| Brief History of Algorithms for Solving Linear Equations, Linear Inequalities, and LPs | p. 1-1 |
| Applicability of the LP Model: Classical Examples of Direct Applications | p. 1-4 |
| LP Models Involving Transformations of Variables | p. 1-12 |
| Intelligent Modeling Essential to Get Good Results, an Example from Container Shipping | p. 1-18 |
| Planning Uses of LP Models | p. 1-22 |
| Brief Introduction to Algorithms for Solving LP Models | p. 1-26 |
| Software Systems Available for Solving LP Models | p. 1-31 |
| Multiobjective LP Models | p. 1-31 |
| Nonlinear Programming | p. 2-1 |
| Introduction | p. 2-1 |
| Unconstrained Optimization | p. 2-3 |
| Constrained Optimization | p. 2-15 |
| Conclusion | p. 2-19 |
| Integer Programming | p. 3-1 |
| Introduction | p. 3-1 |
| Formulation of IP Models | p. 3-3 |
| Branch and Bound Method | p. 3-7 |
| Cutting Plane Method | p. 3-12 |
| Other Solution Methods and Computer Solution | p. 3-15 |
| Network Optimization | p. 4-1 |
| Introduction | p. 4-1 |
| Notation | p. 4-2 |
| Minimum Cost Flow Problem | p. 4-3 |
| Shortest Path Problem | p. 4-4 |
| Maximum Flow Problem | p. 4-8 |
| Assignment Problem | p. 4-13 |
| Minimum Spanning Tree Problem | p. 4-14 |
| Minimum Cost Multicommodity Flow Problem | p. 4-18 |
| Conclusions | p. 4-19 |
| Multiple Criteria Decision Making | p. 5-1 |
| Some Definitions | p. 5-3 |
| The Concept of "Best Solution" | p. 5-4 |
| Criteria Normalization | p. 5-5 |
| Computing Criteria Weights | p. 5-6 |
| Multiple Criteria Methods for Finite Alternatives | p. 5-8 |
| Multiple Criteria Mathematical Programming Problems | p. 5-15 |
| Goal Programming | p. 5-19 |
| Method of Global Criterion and Compromise Programming | p. 5-27 |
| Interactive Methods | p. 5-29 |
| MCDM Applications | p. 5-34 |
| MCDM Software | p. 5-35 |
| Further Readings | p. 5-35 |
| Decision Analysis | p. 6-1 |
| Introduction | p. 6-1 |
| Terminology for Decision Analysis | p. 6-2 |
| Decision Making under Risk | p. 6-3 |
| Decision Making under Uncertainty | p. 6-17 |
| Practical Decision Analysis | p. 6-21 |
| Conclusions | p. 6-28 |
| Resources | p. 6-29 |
| Dynamic Programming | p. 7-1 |
| Introduction | p. 7-1 |
| Deterministic Dynamic Programming Models | p. 7-3 |
| Stochastic Dynamic Programming Models | p. 7-19 |
| Conclusions | p. 7-24 |
| Stochastic Processes | p. 8-1 |
| Introduction | p. 8-1 |
| Poisson Processes | p. 8-7 |
| Discrete-Time Markov Chains | p. 8-14 |
| Continuous-Time Markov Chains | p. 8-27 |
| Renewal Theory | p. 8-39 |
| Software Products Available for Solving Stochastic Models | p. 8-46 |
| Queueing Theory | p. 9-1 |
| Introduction | p. 9-1 |
| Queueing Theory Basics | p. 9-2 |
| Single-Station and Single-Class Queues | p. 9-8 |
| Single-Station and Multiclass Queues | p. 9-21 |
| Multistation and Single-Class Queues | p. 9-28 |
| Multistation and Multiclass Queues | p. 9-34 |
| Concluding Remarks | p. 9-37 |
| Inventory Control | p. 10-1 |
| Introduction | p. 10-1 |
| Design of Inventory Systems | p. 10-4 |
| Deterministic Inventory Systems | p. 10-9 |
| Stochastic Inventory Systems | p. 10-20 |
| Inventory Control at Multiple Locations | p. 10-27 |
| Inventory Management in Practice | p. 10-34 |
| Conclusions | p. 10-35 |
| Current and Future Research | p. 10-36 |
| Complexity and Large-Scale Networks | p. 11-1 |
| Introduction | p. 11-1 |
| Statistical Properties of Complex Networks | p. 11-6 |
| Modeling of Complex Networks | p. 11-11 |
| Why "Complex" Networks | p. 11-16 |
| Optimization in Complex Networks | p. 11-18 |
| Conclusions | p. 11-26 |
| Simulation | p. 12-1 |
| Introduction | p. 12-1 |
| Basics of Simulation | p. 12-3 |
| Simulation Languages and Software | p. 12-15 |
| Simulation Projects-The Bigger Picture | p. 12-20 |
| Summary | p. 12-22 |
| Metaheuristics for Discrete Optimization Problems | p. 13-1 |
| Mathematical Framework for Single Solution Metaheuristics | p. 13-3 |
| Network Location Problems | p. 13-3 |
| Multistart Local Search | p. 13-5 |
| Simulated Annealing | p. 13-6 |
| Plain Vanilla Tabu Search | p. 13-8 |
| Active Structural Acoustic Control (ASAC) | p. 13-10 |
| Nature Reserve Site Selection | p. 13-13 |
| Damper Placement in Flexible Truss Structures | p. 13-21 |
| Reactive Tabu Search | p. 13-29 |
| Discussion | p. 13-35 |
| Robust Optimization | p. 14-1 |
| Introduction | p. 14-1 |
| Classical Models | p. 14-2 |
| Robust Optimization Models | p. 14-10 |
| More Applications | p. 14-16 |
| Summary | p. 14-30 |
| OR/MS Applications | |
| Project Management | p. 15-1 |
| Introduction | p. 15-1 |
| Critical Path Method | p. 15-3 |
| PERT Network Analysis | p. 15-18 |
| Statistical Analysis of Project Duration | p. 15-23 |
| Precedence Diagramming Method | p. 15-26 |
| Software Tools for Project Management | p. 15-34 |
| Conclusion | p. 15-37 |
| Quality Control | p. 16-1 |
| Introduction | p. 16-1 |
| Quality Control and Product Life Cycle | p. 16-2 |
| New Trends and Relationship to Six Sigma | p. 16-5 |
| Statistical Process Control | p. 16-7 |
| Process Capability Studies | p. 16-16 |
| Advanced Control Charts | p. 16-18 |
| Limitations of Acceptance Sampling | p. 16-20 |
| Conclusions | p. 16-20 |
| Reliability | p. 17-1 |
| Introduction | p. 17-1 |
| Reliability in System Design | p. 17-3 |
| Lifetime Distributions | p. 17-10 |
| Parametric Models | p. 17-17 |
| Parameter Estimation in Survival Analysis | p. 17-22 |
| Nonparametric Methods | p. 17-32 |
| Assessing Model Adequacy | p. 17-36 |
| Summary | p. 17-40 |
| Production Systems | p. 18-1 |
| Production Planning Problem | p. 18-1 |
| Demand Forecasting | p. 18-2 |
| Models for Production Layout Design | p. 18-12 |
| Scheduling of Production and Service Systems | p. 18-20 |
| Energy Systems | p. 19-1 |
| Introduction | p. 19-1 |
| Definition of Energy | p. 19-2 |
| Harnessing Natural Energy | p. 19-3 |
| Mathematical Modeling of Energy Systems | p. 19-3 |
| Linear Programming Model of Energy Resource Combination | p. 19-4 |
| Integer Programming Model for Energy Investment Options | p. 19-5 |
| Simulation and Optimization of Distributed Energy Systems | p. 19-11 |
| Point-of-Use Energy Generation | p. 19-11 |
| Modeling of CHP Systems | p. 19-12 |
| Economic Optimization Methods | p. 19-13 |
| Design of a Model for Optimization of CHP System Capacities | p. 19-16 |
| Capacity Optimization | p. 19-21 |
| Implementation of the Computer Model | p. 19-24 |
| Other Scenarios | p. 19-27 |
| Airline Optimization | p. 20-1 |
| Introduction | p. 20-1 |
| Schedule Planning | p. 20-5 |
| Revenue Management | p. 20-14 |
| Aircraft Load Planning | p. 20-21 |
| Future Research Directions and Conclusions | p. 20-23 |
| Financial Engineering | p. 21-1 |
| Introduction | p. 21-1 |
| Return | p. 21-3 |
| Estimating an Asset's Mean and Variance | p. 21-4 |
| Diversification | p. 21-6 |
| Efficient Frontier | p. 21-8 |
| Utility Analysis | p. 21-10 |
| Black-Litterman Asset Allocation Model | p. 21-13 |
| Risk Management | p. 21-18 |
| Options | p. 21-22 |
| Valuing Options | p. 21-24 |
| Dynamic Programming | p. 21-28 |
| Pricing American Options Using Dynamic Programming | p. 21-29 |
| Comparison of Monte Carlo Simulation and Dynamic Programming | p. 21-33 |
| Multi-Period Asset Liability Management | p. 21-33 |
| Conclusions | p. 21-36 |
| Supply Chain Management | p. 22-1 |
| Introduction | p. 22-1 |
| Managing Inventories in the Supply Chain | p. 22-6 |
| Managing Transportation in the Supply Chain | p. 22-24 |
| Managing Locations in the Supply Chain | p. 22-38 |
| Managing Dyads in the Supply Chain | p. 22-48 |
| Discussion and Conclusions | p. 22-58 |
| E-Commerce | p. 23-1 |
| Introduction | p. 23-1 |
| Evolution of E-Commerce | p. 23-3 |
| OR/MS and E-Commerce | p. 23-5 |
| OR Applications in E-Commerce | p. 23-7 |
| Tools-Applications Matrix | p. 23-20 |
| Way Forward | p. 23-21 |
| Summary | p. 23-21 |
| Water Resources | p. 24-1 |
| Introduction | p. 24-1 |
| Optimal Operating Policy for Reservoir Systems | p. 24-4 |
| Water Distribution Systems Optimization | p. 24-10 |
| Preferences in Choosing Domestic Plumbing Materials | p. 24-18 |
| Stormwater Management | p. 24-21 |
| Groundwater Management | p. 24-23 |
| Summary | p. 24-25 |
| Military Applications | p. 25-1 |
| Introduction | p. 25-1 |
| Background on Military OR | p. 25-2 |
| Current Military Applications of OR | p. 25-3 |
| Concluding Remarks | p. 25-10 |
| Future of OR/MS Applications: A Practitioner's Perspective | p. 26-1 |
| Past as a Guide to the Future | p. 26-2 |
| Impact of the Internet | p. 26-6 |
| Emerging Opportunities | p. 26-8 |
| Index | p. I-1 |
| Table of Contents provided by Ingram. All Rights Reserved. |
