The New Working Paper Series for the Graduate School of Business at the University of Texas at Austin
Author: Eli Peace Cox
Publisher:
Published: 1981
Total Pages: 10
ISBN-13:
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Author: Eli Peace Cox
Publisher:
Published: 1981
Total Pages: 10
ISBN-13:
DOWNLOAD EBOOKAuthor: University of Kansas. School of Business
Publisher:
Published: 1978
Total Pages: 542
ISBN-13:
DOWNLOAD EBOOKAuthor: Library of Congress
Publisher:
Published:
Total Pages: 1000
ISBN-13:
DOWNLOAD EBOOKAuthor: Panos Kouvelis
Publisher: Springer Science & Business Media
Published: 2013-03-09
Total Pages: 373
ISBN-13: 1475726201
DOWNLOAD EBOOKThis book deals with decision making in environments of significant data un certainty, with particular emphasis on operations and production management applications. For such environments, we suggest the use of the robustness ap proach to decision making, which assumes inadequate knowledge of the decision maker about the random state of nature and develops a decision that hedges against the worst contingency that may arise. The main motivating factors for a decision maker to use the robustness approach are: • It does not ignore uncertainty and takes a proactive step in response to the fact that forecasted values of uncertain parameters will not occur in most environments; • It applies to decisions of unique, non-repetitive nature, which are common in many fast and dynamically changing environments; • It accounts for the risk averse nature of decision makers; and • It recognizes that even though decision environments are fraught with data uncertainties, decisions are evaluated ex post with the realized data. For all of the above reasons, robust decisions are dear to the heart of opera tional decision makers. This book takes a giant first step in presenting decision support tools and solution methods for generating robust decisions in a variety of interesting application environments. Robust Discrete Optimization is a comprehensive mathematical programming framework for robust decision making.
Author: Mordecai Avriel
Publisher: CRC Press
Published: 1996-05-16
Total Pages: 662
ISBN-13: 9780824796204
DOWNLOAD EBOOKSetting out to bridge the gap between the theory of mathematical programming and the varied, real-world practices of industrial engineers, this work introduces developments in linear, integer, multiobjective, stochastic, network and dynamic programing. It details many relevant industrial-engineering applications.;College or university bookstores may order five or more copies at a special student price, available upon request from Marcel Dekker, Inc.
Author:
Publisher:
Published: 1999-08
Total Pages: 100
ISBN-13:
DOWNLOAD EBOOKPublishes in-depth articles on labor subjects, current labor statistics, information about current labor contracts, and book reviews.
Author: Neil Shephard
Publisher: OUP Oxford
Published: 2005-03-10
Total Pages: 536
ISBN-13: 0191531421
DOWNLOAD EBOOKStochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blending to produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editor connects the papers with the literature.
Author: Donald E. Brown
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 269
ISBN-13: 1461522633
DOWNLOAD EBOOKScheduling is a resource allocation problem which exists in virtually every type of organization. Scheduling problems have produced roughly 40 years of research primarily within the OR community. This community has traditionally emphasized mathematical modeling techniques which seek exact solutions to well formulated optimization problems. While this approach produced important results, many contemporary scheduling problems are particularly difficult. Hence, over the last ten years operations researchers interested in scheduling have turned increasingly to more computer intensive and heuristic approaches. At roughly the same time, researchers in AI began to focus their methods on industrial and management science applications. The result of this confluence of fields has been a period of remarkable growth and excitement in scheduling research. Intelligent Scheduling Systems captures the results of a new wave of research at the forefront of scheduling research, of interest to researchers and practitioners alike. Presented are an array of the latest contemporary tools -- math modeling to tabu search to genetic algorithms -- that can assist in operational scheduling and solve difficult scheduling problems. The book presents the most recent research results from both operations research (OR) and artificial intelligence (AI) focusing their efforts on real scheduling problems.
Author: United States. Congress. House. Committee on Small Business. Subcommittee on SBA Oversight and Minority Enterprise
Publisher:
Published: 1976
Total Pages: 320
ISBN-13:
DOWNLOAD EBOOKAuthor: Robert J. Aumann
Publisher: American Mathematical Soc.
Published: 1999
Total Pages: 306
ISBN-13: 9780821805251
DOWNLOAD EBOOKSince the publication of "Theory of Games and Economic Behavior" by von Neumann and Morgenstern, the concept of games has played an increasing role in economics. It also plays a role of growing importance in other sciences, including biology, political science, and psychology. Many scientists have made seminal advances and continue to be leaders in the field, including Harsanyi, Shapley, Shubik, and Selten. Professor Robert Aumann, in addition to his important contributions to game theory and economics, made a number of significant contributions to mathematics. This volume provides a collection of essays in mathematical economics and game theory, including cutting-edge research on noncooperative game theory and its foundations, bargaining theory, and general equilibrium theory. Also included is a reprint of Aumann's classic paper, "Acceptable Points in General Cooperative n-Person Games" and of the oft-cited, yet hard to find, paper by Maschler, "The Worth of a Cooperative Enterprise to Each Member". This book illustrates the wide range of applications of mathematics to economics, game theory, and social choice. The volume is dedicated to Professor Robert J. Aumann, Hebrew University, Jerusalem, Israel, for his contributions in mathematics and social sciences.