Handbooks in Operations Research and Management Science, 10: Stochastic Programming
Edited by A. Ruszczynski, and A. Shapiro
This handbook consists of 10 contributed chapters from various leaders in the field of stochastic programming. The first eight chapters are on fundamental theoretical aspects of stochastic programming, including modeling paradigms, decomposition algorithms, stability issues, and sampling approximations. In depth coverage of linear and integer recourse models as well as chance-constrained models is provided. The final two chapters are on applications of stochastic programming in the transportation and energy sectors.
Stochastic programming is a rapidly evolving field, and this handbook serves as an up-to-date reference for fundamental theoretical developments. The material is accessible with graduate level background in analysis, probability and optimization. Each chapter provides a thorough description of the basic results in the corresponding area.
Handbooks in Operations Research and Management Science, 11: Supply Chain Management: Design, Coordination and Operation
Edited By
· A.G. de Kok, Eindhoven University of Technology, The Netherlands
· S.C. Graves, M.I.T., Cambridge, USA
Supply Chain Management (SCM) has been a very visible and influential research topic in the field of operations research (OR) over the course of the last decade of the 20th century. The problems and experiences that emerged from business practices have stimulated many researchers to contribute to a deeper understanding about underlying phenomena and causal relationships. SCM has also served as an important application area for OR methods and techniques.
Handbooks in Operations Research and Management Science, Volume 12: Discrete Optimization
Edited by K. Aardal, G.L. Nemhauser and R. Weismantel
Handbooks in Operations Research and Management Science: Volume 13:Simulation
Edited by
· Shane Henderson, School of Operations and Industrial Engineering, Cornell University, Ithaca, NY, USA
· Barry Nelson, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA
This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume “simulation” refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future.
Handbooks in Operations Research & Management Science, Volume 14: Transportation
Edited by
· Cynthia Barnhart, Massachusetts Institute of Technology, USA
· Gilbert Laporte, Ecole des Hautes Etudes Commerciales de Montreal, Canada
Audience
Researchers, students and practitioners in transportation
Handbooks in Operations Research and Management Science, Volume 15 Financial Engineering
Edited by
· John Birge, Robert R. McCormick School of Engineering, Northwestern University, Evanston, IL, U.S.A.
· Vadim Linetsky, Department of Industrial Engineering, Northwestern University, Evanston, IL, U.S.A.
Audience
Graduate students of finance, international business, and economics
Surveys in Operations Research and Management Science Volume 16 to Volume 17
Surveys in Operations Research and Management Science is published twice a year in journal format, following on from the renowned Handbooks in Operations Research and Management Science series.
The journal provides state-of-the-art surveys in operations research and management science. These surveys enable educators, researchers and students to obtain an overview of subjects of current interest as well as important recent developments in established areas.