Operations Research and Management Science Handbook

I OR/MS Models and Methods Linear Programming, K. G. Murty Brief History of Algorithms for Solving Linear Equations, Linear Inequalities, and LPs Applicability of the LP Model: Classical Examples of Direct Applications LP Models Involving Transformations of Variables Intelligent Modeling Essential to Get Good Results, an Example from Container Shipping Planning Uses of LP Models Brief Introduction to Algorithms for Solving LP Models Software Systems Available for Solving LP Models Multiobjective LP Models Nonlinear Programming, T.B. Trafalis and R.C. Gilbert Introduction Unconstrained Optimization Constrained Optimization Conclusion Integer Programming, M. Weng Introduction Formulation of IP Models Branch and Bound Method Cutting Plane Method Other Solution Methods and Computer Solution Network Optimization, M.B. Yildirim Introduction Notation Minimum Cost Flow Problem Shortest Path Problem Maximum Flow Problem Assignment Problem Minimum Spanning Tree Problem Minimum Cost Multicommodity Flow Problem Conclusions Multiple Criteria Decision Making, A.S. M. Masud and A. R. Ravindran Some Definitions The Concept of "Best Solution" Criteria Normalization Computing Criteria Weights Multiple Criteria Methods for Finite Alternatives Multiple Criteria Mathematical Programming Problems Goal Programming Method of Global Criterion and Compromise Programming Interactive Methods MCDM Applications MCDM Software Further Readings Decision Analysis, C. M. Klein Introduction Terminology for Decision Analysis Decision Making under Risk Decision Making under Uncertainty Practical Decision Analysis Conclusions Resources Dynamic Programming, J. A. Ventura Introduction Deterministic Dynamic Programming Models Stochastic Dynamic Programming Models Conclusions Stochastic Processes, S. H. Xu Introduction Poisson Processes Discrete-Time Markov Chains Continuous-Time Markov Chains Renewal Theory Software Products Available for Solving Stochastic Models Queueing Theory, N. Gautam Introduction Queueing Theory Basics Single-Station and Single-Class Queues Single-Station and Multiclass Queues Multistation and Single-Class Queues Multistation and Multiclass Queues Concluding Remarks Inventory Control, F. Azadivar and A. Rangarajan Introduction Design of Inventory Systems Deterministic Inventory Systems Stochastic Inventory Systems Inventory Control at Multiple Locations Inventory Management in Practice Conclusions Current and Future Research Complexity and Large-Scale Networks, H. P. Thadakamalla, S. R.T. Kumara, and R. Albert Introduction Statistical Properties of Complex Networks Modeling of Complex Networks Why "Complex" Networks Optimization in Complex Networks Conclusions Simulation, C. M. Harmonosky Introduction Basics of Simulation Simulation Languages and Software Simulation Projects-The Bigger Picture Summary Metaheuristics for Discrete Optimization Problems, R.K. Kincaid Mathematical Framework for Single Solution Metaheuristics Network Location Problems Multistart Local Search Simulated Annealing Plain Vanilla Tabu Search Active Structural Acoustic Control (ASAC) Nature Reserve Site Selection Damper Placement in Flexible Truss Structures Reactive Tabu Search Discussion Robust Optimization, H. J. Greenberg and T. Morrison Introduction Classical Models Robust Optimization Models More Applications Summary II OR/MS Applications Project Management, A. B. Badiru Introduction Critical Path Method PERT Network Analysis Statistical Analysis of Project Duration Precedence Diagramming Method Software Tools for Project Management Conclusion Quality Control, Q. Feng and K. C. Kapur Introduction Quality Control and Product Life Cycle New Trends and Relationship to Six Sigma Statistical Process Control Process Capability Studies Advanced Control Charts 16.7 Limitations of Acceptance Sampling 16.8 Conclusions Reliability, L. M. Leemis Introduction Reliability in System Design Lifetime Distributions Parametric Models Parameter Estimation in Survival Analysis Nonparametric Methods Assessing Model Adequacy Summary Production Systems, B. L. Foote and K. G. Murty Production Planning Problem Demand Forecasting Models for Production Layout Design Scheduling of Production and Service Systems Energy Systems, C. R. Hudson and A. B. Badiru Introduction Definition of Energy Harnessing Natural Energy Mathematical Modeling of Energy Systems Linear Programming Model of Energy Resource Combination Integer Programming Model for Energy Investment Options Simulation and Optimization of Distributed Energy Systems Point-of-Use Energy Generation Modeling of CHP Systems Economic Optimization Methods Design of a Model for Optimization of CHP System Capacities Capacity Optimization Implementation of the Computer Model Other Scenarios Airline Optimization, J. L. Snowdon and G. Paleologo Introduction Schedule Planning Revenue Management Aircraft Load Planning Future Research Directions and Conclusions Financial Engineering, A. R. Heching and A. J. King Introduction Return Estimating an Asset's Mean and Variance Diversification Efficient Frontier Utility Analysis Black-Litterman Asset Allocation Model Risk Management Options Valuing Options Dynamic Programming Pricing American Options Using Dynamic Programming Comparison of Monte Carlo Simulation and Dynamic Programming Multi-Period Asset Liability Management Conclusions Supply Chain Management, D. P. Warsing Introduction Managing Inventories in the Supply Chain Managing Transportation in the Supply Chain Managing Locations in the Supply Chain Managing Dyads in the Supply Chain Discussion and Conclusions E-Commerce, S. Sadagopan Introduction Evolution of E-Commerce OR/MS and E-Commerce OR Applications in E-Commerce Tools-Applications Matrix Way Forward Summary Water Resources, G.V. Loganathan Introduction Optimal Operating Policy for Reservoir Systems Water Distribution Systems Optimization Preferences in Choosing Domestic Plumbing Materials Stormwater Management Groundwater Management Summary Military Applications, J. D. Weir and M. U. Thomas Introduction Background on Military OR Current Military Applications of OR Concluding Remarks Future of OR/MS Applications: A Practitioner's Perspective, P. Balasubramanian Past as a Guide to the Future Impact of the Internet Emerging Opportunities Index