Textbook in PDF format

Preface
Contents
Introduction
Introduction The Origins of Operations Research
The Nature of Operations Research
The Impact of Operations Research
Training for a Career in Operations Research
The Road A head
Mathematical Programming
Linear Programming
Prototype Example
The Linear Programming Model,
Assumptions of Linear Programming
Additional Examples
Principles of the Simplex Method
Setting up the Simplex Method
The Algebra of the Simplex Method
The Simplex Method in fabular Form
Tie Breaking in the Simplex Method
Adapting to Other Model Forms
A Fundamental Insight
Duality Theory
Conclusions
Problems
Special Types of Linear Programming Problems
The Transportation Problem
A Streamlined Simplex Method for the TransportationProblem
The Transshipment Problem
The Assignment Problem
Multidivisional Problems
Multitime Period Problems
Multidivisional Multitime Period Problems
Conclusions
Problems
The Application of Linear Programming
Problem Formulation
Computational Considerations
Sensitivity Analysis
A Case Study-School Rezoning to Achieve Racial Balance
Conclusions
Problems
Network Analysis, Including PERT-CPM
Prototype Example
The Terminology of Networks
The Shortest-Route Problem
The Minimal Spanning Tree Problem
The Maximal Flow Problem
Project Planning and Control with PERT-CPM,
Conclusions
Problems
Dynamic Programming
Prototype Example
Characteristics of Dynamic Programming Problems
Deterministic Dynamic Programming
Probabilistic Dynamic Programming
Conclusions
Problems
Game Theory
Introduction
Solving Simple Games-A Prototype Example
Games with Mixed Strategies
Graphical Solution Procedure
Solving by Linear Programming
Extensions
Conclusions
Problems
Probabilistics Models
Probability Theory
Introduction
Sample Space
Random Variables
Probability and Probability Distributions
Conditional Probability and Independent Events
Discrete Probability Distributions
Continuous Probability Distributions
Expectation
Moments
Bivariate Probability Distribution
Marginal and Conditional Probability Distributions
Expectations for Bivariate Distributions
Independent Random Variables and Random Samples
Law of Large Numbers
Central Limit Theorem
Functions of Random Variables
Stoc hastic Process
Markov Chains
Chapman-Kolmogorov Equations
First Passage Time
Classification of States of a Markov Chain
Long-Run Properties of Markov Chains
Abs orption States
Continuous Parameter Markov Chains
Problems
Queueing Theory
Prototype Example
Basic Structure of Queueing Models
Examples of Real Queueing Systems
The Role of the Exponential Distribution
The Birth-and-Death Process
Queueing Models Based on the Birth-and-Death Process
Queueing Models Involving Nonexponential Distributions
A Priority-Discipline Queueing Model
Queueing Networks
Conclusions
Problems
The Application of Queueing Theory
Examples
Decision Making
Formulation of Waiting-Cost Functions
Decision Models
The Evaluation of Travel Time
Estimating Model Parameters
Conclusions
Problems
Inventory Theory
Introduction
Components of Inventory Models
Deterministic Models
Stochastic Models
Advanced Mathematical Topics in Multiperiod Stochastic Models
Forecasting
Conclusions
Problems
Markovian Decision Processes and Applications
Introduction
Markovian Decision Models
Linear Programming and Optimal Policies
Policy-Improvement Algorithms for Finding Optimal Policies
Criterion of Discounted Costs
A Water-Resource Model
Inventory Model
Conclusions
Problems
Reliability
Introduction
Structural Function of a System
System Reliability
Calculation of Exact System Reliability
Bounds on System Reliability
Bounds on Reliability Based upon Failure Times
Conclusions
Problems
Decision Analysis
Introduction
Decision Making without Experimentation
Decision Making with Experimentation
Decision Trees
Utility Function
Carnival Example
Conclusions
Problems
Simulation
Illustrative Examples
Formulating and Implementing a Simulation Model
Experimental Design for Simulation
The Cycle Method of Statistical Analysis
Conclusions
Problems
Advanced Topics in Mathematical Programming
Algorithms for Linear Programmin
The Upper Bound Technique
The Dual Simplex Method
Parametric Linear Programming
The Revised Simplex Method
The Decomposition Principle for Multidivisional Problems
Conclusions
Problems
Integer Programming
Introduction
The Branch-and-Bound Technique
A Branch-and-Bound Algorithm for Binary Linear Programming
A Bound-and-Scan Algorithm for Mixed Integer Linear Programming
Formulation Possibilities through Mixed Integer Programming
Conclusions
Problems
Nonlinear Programming
The Kuhn-Tucker Conditions,
Quadratic Programming
Convex Programming
Conclusions
Problems
Operations Research in Perspective
Introduction
Formulating the Problem
Constructing a Mathematical Model
Deriving a Solution
Testing the Model and Solution
Establishing Control over the Solution
Implementation
Appendixes
Convexity
Classical Optimization
Matrices and Matrix Manipulations
Simultanious Linear Equations
Tables
Answers to Selected Problems
Index