Bücher der Reihe Springer Series in Operations Research and Financial Engineering

In recent years, a number of interesting decision aids have become available to assist in such decisions. The aim of this book is to provide a comparative survey of many of the decision aids currently available. Subsequent chapters then focus on specific decision aids and demonstrate some of the software which implement these ideas.

George Dantzig is widely regarded as the founder of this subject with his invention of the simplex algorithm in the 1940's. In this second volume, the theory of the items discussed in the first volume is expanded to include such additional advanced topics as variants of the simplex method;

This text develops the mathematical implications of barriers to the geometrical and analytical characteristics of continuous location problems. The book will appeal to those working in operations research and management science, and mathematicians interested in optimization theory and its applications.

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.

This book provides an introduction to MIP modeling and to planning systems, a unique collection of reformulation results, and an easy to use problem-solving library. This approach is demonstrated through a series of real life case studies, exercises and detailed illustrations.

This is part two of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It details algorithms for solving finite dimensional variational inequalities and complementarity problems.

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews

Manufacturing industries are devoted to producing high-quality products in the most economical and timely manner. In fact, we see an increasing number of manufacturing systems engineering departments and manufacturing research centers in universities not only in the US but also in Europe, Japan, and many developing countries.

This book bridges theory and application of stochastic programming in operations research. It describes various methods of formulating stochastic optimization problems, and illustrates their advantages and disadvantages with examples and case studies.

This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.

This volume presents its author's pioneering stochastic approach to global optimization across a range of disciplines, including mathematics and engineering. The new method confronts constrained and unconstrained problems and unifies our conceptual framework.

The book examines the performance and optimization of systems where queueing and congestion are important constructs.

This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces.

This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory.

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques.

This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces.

The book examines the performance and optimization of systems where queueing and congestion are important constructs.

Presents a treatment of extreme value theory that focuses on some beautiful theoretical results along with applications. This title concentrates on the probabilistic and statistical aspects of extreme values. It offers introduction to extreme value theory at the graduate level.

These include: Jackson networks, fluid models, diffusion and strong approximations, the GSMP framework, stochastic convexity and majorization, perturbation analysis, scheduling via Brownian models, and re-entrant lines and dynamic scheduling.

Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems.

Written by a leading researcher this book presents an introduction to Stochastic Petri Nets covering the modeling power of the proposed SPN model, the stability conditions and the simulation methods. Appeals to a wide range of researchers in engineering, computer science, mathematics and OR.