运筹学:在武汉大学跟李晓蹊老师的学习资料
教学参考书References:
• Classical textbooks on OR/MS.
[T1] Hamdy A. Taha, Operations Research: An Introduction, 9th edition, Prentice Hall,2010.
[T2] Frederick S. Hillier and Gerald J. Lieberman, Introduction to Operations Research,10th edition, McGraw-Hill, 2014.
[T3] Wayne L. Winston, Operations Research: Applications and Algorithms, 4th edition,Duxbury Press, 2003.
• Supplementary materials.MIT open course:
[M1] Bradley, S. P., A. C. Hax, and T. L. Magnanti, Applied Mathematical Programming,Addison-Wesley, 1977.
[M2] James Orlin, and Ebrahim Nasrabadi, Optimization Methods in Management Science, MIT open course (No. 15.053), 2013,
http://ocw.mit.edu/courses/sloan-school-ofmanagement/15-053-optimization-methods-in-management-science-spring-2013/.
Further reading on O.R. applications in Finance:
[F1] Gerard Cornuejols, and Reha Tutuncu, Optimization Methods in Finance, CambridgeUniversity Press, 2006.
[F2] Aliza R. Heching and Alan J. King, Chapter 21: Financial Engineering in OR/MSHandbook (Part II: OR Applications), Edited by A. Ravi Ravindran, CRC Press, 2008.
IIT open course:
[I1] G. Srinivasan, Lecture Series on Operations Research, Department of ManagementStudies, IIT Madras open course,
http://nptel.ac.in/courses/112106134/,
http://nptel.ac.in/courses/110106062/,
http://nptel.ac.in/courses/112106131/.Case/Project, Application:
[C1] INFORMS, A comprehensive list of Edelman Award Winners and Finalists from 1983to the present, 2016
https://www.informs.org/Sites/Getting-Started-With-Analytics/TheEdelman-Award/Edelman-Winners-and-Finalists.
[C2] INFORMS, Interfaces, an OR/MS practice journal published by INFORMS, 1970-present,
http://pubsonline.informs.org/journal/inte.
[C3] Katta G. Murty (Editor), Case Studies in Operations Research: Applications of Optimal Decision Making, 2015, Springer.[C4] EURO, 24 hours Operations Research, 2016,
http://www.24hor.org/.
1. 下载前,请参考下面的教学大纲!