Critical Path Analyses Via Chance Constrained And Stochastic Programming

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Critical Path Analyses Via Chance Constrained And Stochastic Programming

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Author : A. CHARNES
language : en
Publisher:
Release Date : 1962

Critical Path Analyses Via Chance Constrained And Stochastic Programming written by A. CHARNES and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with categories.

A question which combines statistics and linear programming considerations was first raised by G. Tintner (Econometrica 28:2, 490-5, April 60). It concerns the distribution of optimum functional values when a linear programming problem has probabilistic constraints. It is proposed to accord a chance constrained programming formulation to this kind of problem and to deal with it in a way that bears on project scheduling of the kind that is usually associated with critical path analysis, for instance, in PERT. The main focus of this paper is on the statistical distributions of the project completion (and subcompletion) times. The question of total time distributions that we deal with can therefore be given a managerial policy flavor by assuming that, ab initio, a management is considering a contract for a certain project. The task sequences are known but the times are not known except in probability. Before contracting for a target completion date--with resulting delay penalties--this management would like to know the likely distribution of total times in order to decide whether to accept an offered contract or else bargain further on the completion dates, penalty rates and progress payments and prices. (Author).

Critical Path Method

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Author : M. Krishnamoorthy
language : en
Publisher:
Release Date : 1968

Critical Path Method written by M. Krishnamoorthy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Critical path analysis categories.

Deterministic And Stochastic Scheduling

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Author : M.A. Dempster
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Deterministic And Stochastic Scheduling written by M.A. Dempster and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.

Progress In Mathematics

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Author : R. V. Gamkrelidze
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Progress In Mathematics written by R. V. Gamkrelidze and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.

This volume contains two review articles: "Stochastic Pro gramming" by Vo V. Kolbin, and "Application of Queueing-Theoretic Methods in Operations Research, " by N. Po Buslenko and A. P. Cherenkovo The first article covers almost all aspects of stochastic programming. Many of the results presented in it have not pre viously been surveyed in the Soviet literature and are of interest to both mathematicians and economists. The second article com prises an exhaustive treatise on the present state of the art of the statistical methods of queueing theory and the statistical modeling of queueing systems as applied to the analysis of complex systems. Contents STOCHASTIC PROGRAMMING V. V. Kolbin Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 § 1. The Geometry of Stochastic Linear Programming Problems. . . . . . . . . . . . . . . . . . . . 5 § 2. Chance-Constrained Problems . . . . . . . . . 8 § 3. Rigorous Statement of stochastic Linear Programming Problems . . . . . . . . . . 16 § 4. Game-Theoretic Statement of Stochastic Linear Programming Problems. . . . . . . . 18 § 5. Nonrigorous Statement of SLP Problems . . . 19 § 6. Existence of Domains of Stability of the Solutions of SLP Problems . . . . . . . . . 29 § 7. Stability of a Solution in the Mean. . . . . . . . . . . . 30 § 8. Dual Stochastic Linear Programming Problems. . . 37 § 9. Some Algorithms for the Solution of Stochastic Linear Programming Problems . . . . . . . . . . 40 § 10. Stochastic Nonlinear Programming: Some First Results . . . . . . . . . . . . . . . . . . . . . . 42 § 11. The Two-Stage SNLP Problem. . . . . . . . . . . . 47 § 12. Optimality and Existence of a Plan in Stochastic Nonlinear Programming Problems. 58 Literature Cited . . . . . . . . . . . . . . . . . . . . . . . . . . .

Probabilistic Programming

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Author : S. Vajda
language : en
Publisher: Academic Press
Release Date : 2014-07-03

Probabilistic Programming written by S. Vajda and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-03 with Mathematics categories.

Probabilistic Programming discusses a high-level language known as probabilistic programming. This book consists of three chapters. Chapter I deals with “wait-and-see problems that require waiting until an observation is made on the random elements, while Chapter II contains the analysis of decision problems, particularly of so-called two-stage problems. The last chapter focuses on “chance constraints, such as constraints that are not expected to be always satisfied, but only in a proportion of cases or “with given probabilities. This text specifically deliberates the decision regions for optimality, probability distributions, Kall's Theorem, and two-stage programming under uncertainty. The complete problem, active approach, quantile rules, randomized decisions, and nonzero order rules are also covered. This publication is suitable for developers aiming to define and automatically solve probability models.

Proceedings Of The Fourth International Forum On Decision Sciences

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Author : Xiang Li
language : en
Publisher: Springer
Release Date : 2017-01-22

Proceedings Of The Fourth International Forum On Decision Sciences written by Xiang Li and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-22 with Business & Economics categories.

These conference proceedings focus on the topics of data-driven decision-making, stochastic decision-making, fuzzy decision-making and their applications in real-life problems. Beijing University of Chemical Technology organized IFDS2016, the 4th International Forum on Decision Sciences, with the theme “Data-Driven Decision-Making.” The proceedings collect 84 selected papers presenting cutting-edge modeling and solution methods and include numerous practical case studies, making it a valuable resource for students, researchers and practitioners working in the fields of decision science, operations research, management science and engineering.

Naval Research Logistics Quarterly

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Author :
language : en
Publisher:
Release Date : 1968

Naval Research Logistics Quarterly written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Logistics, Naval categories.

Operations Research Methods And Practice

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Author : C. K. Mustafi
language : en
Publisher: New Age International
Release Date : 1996

Operations Research Methods And Practice written by C. K. Mustafi and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Management categories.

Written With The Dual Purpose Of In Depth Study Of Operations Research And Creating An Awareness About Its Applicability The Third Edition Of The Book Covers Diverse Topics Such As Linear Programming, Network Planning, Inventory Control, Waiting Line Problems, Simulation, Problems Of Replacement, Reliability And Elements Of Non-Linear Programming With Appropriate Rigour. It Also Includes Real Life Applications Of Operations Manufacturing To Make The Readers Familiar With Operations Research Methodology. The Book Also Contains Numerous Examples And Exercises With Answers To Help The Students Develop Problem Solving Skill. The New Edition Also Presents Computer Programmes To Be Used On A Personal Computer For The Benefit Of The Students With A Computer Orientation.

U S Government Research Reports

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Author :
language : en
Publisher:
Release Date : 1963

U S Government Research Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1963 with Science categories.

Advances In Project Scheduling

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Author : R. Slowinski
language : en
Publisher: Elsevier
Release Date : 2013-10-22

Advances In Project Scheduling written by R. Slowinski and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-22 with Business & Economics categories.

This multi-author volume, containing contributions from international experts in the field, presents recent developments in project scheduling for both theory and practice. It is organized in three parts: I. Basic deterministic models; II. Special deterministic models; III. Stochastic models. A variety of approaches is presented dealing with multiple-category resource constraints, different mathematical models of activities, and various project performance measures in single and multiobjective formulation. Exact and heuristic algorithms are presented for both deterministic and stochastic project description.The volume will be of special interest to scientists, students, decision makers, executive managers, consultants and practitioners involved in systems management or operations research, in particular in business, engineering, and finance, but also in other areas of pure and applied sciences.