Stochastic models /

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Bibliographic Details
Imprint:Amsterdam ; New York : North-Holland ; New York, NY, U.S.A. : Sole distributor for the U.S.A. and Canada, Elsevier Science Pub. Co., 1990.
Description:1 online resource (xv, 723 pages).
Language:English
Series:Handbooks in operations research and management science ; v. 2
Handbooks in operations research and management science ; v. 2.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11123143
Hidden Bibliographic Details
Other authors / contributors:Heyman, Daniel P.
Sobel, Matthew J.
ISBN:9780444874733
0444874739
9780444599247
044459924X
0444887059
Notes:Includes bibliographical references and index.
Print version record.
Summary: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.
Other form:Print version: Stochastic models. Amsterdam ; New York : North-Holland ; New York, NY, U.S.A. : Sole distributor for the U.S.A. and Canada, Elsevier Science Pub. Co., 1990 0444874739