Stochastic Models in Operations Research

Résumé du livre

This two-volume set of texts explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. They demonstrate the interdependence of three areas of study that usually receive separate treatments - stochastic processes, operating characteristics of stochastic systems, and stochastic optimization. Comprehensive in its scope, they emphasize the practical importance, intellectual stimulation, and mathematical elegance of stochastic models and are intended primarily as a graduate-level texts.