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Stochastische Methoden Des Operations Research

Stochastische Methoden Des Operations Research

          
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About the Book

Operations Research befaßt sich mit der mathematischen Analyse technisch-wirtschaft- licher Probleme und Systeme. Man hat es dabei immer mit mehr oder weniger ausge- prägten Unsicherheiten und Ungewißheiten zu tun. Oft kann man die Unsicherheiten vernachlässigen und mit Schätzungen, mittleren oder erwarteten Werten arbeiten. Es gibt jedoch Probleme, deren Wesen gerade durch den Zufall bestimmt ist. Man würde den Kern des Problems nicht treffen, wollte man versuchen, den Zufallsfaktor zu eli- minieren. In solchen Fällen muß das Problem mit wahrscheinlichkeitstheoretischen oder stochastischen Methoden angepackt werden. Man hat es dabei fast immer mit dynamischen, zeitlichen Abläufen zu tun. Die Pro- bleme fallen daher in das Gebiet der stochastischen Prozesse. Die grundlegenden Instru- mente zur Behandlung der stochastischen Probleme des Operations Research bilden die Erneuerungstheorie und die Theorie der Markoff-Ketten (Kapitel 2 und 3). Wichtige Anwendungen davon treten bei den Warteschlangensystemen (Kapitel4) und der dyna- mischen Optimierung (Kapitel 5) auf. Von vorrangiger, praktischer Bedeutung ist die numerische Behandlung der stochastischen Probleme des Operations Research. Hierflir legen die Simulations-und Monte-Cario-Methoden (Kapitel 6) weitreichende Ansätze bereit. Es wird hier keinesfalls eine umfassende, vollständige Darstellung der einzelnen Gebiete angestrebt. Im Vordergrund steht vielmehr eine Einführung in die wichtigsten, ftir die jeweiligen Problemkreise charakteristischen Gedankengänge. Selbstverständlich beruhen die dargestellten stochastischen Methoden auf der allgemeinen Wahrscheinlichkeits- theorie. Daher ist im Kapitell eine knapp gehaltene Einführung in die Wahrscheinlich- keitstheorie vorangestellt, die derenwesentlichsten Ergebnisse enthält, wobei zum größten Teil auf die Beweise verzichtet wurde. Der Leser, der mit der Wahrscheinlich- keitstheorie vertraut ist, kann dieses Kapitel überspringen.


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Product Details
  • ISBN-13: 9783519023425
  • Publisher: Vieweg+teubner Verlag
  • Publisher Imprint: Vieweg+teubner Verlag
  • Height: 203 mm
  • No of Pages: 193
  • Series Title: Leitfäden Der Angewandten Mathematik Und Mechanik - Teubner
  • Weight: 213 gr
  • ISBN-10: 3519023423
  • Publisher Date: 01 Oct 1977
  • Binding: Paperback
  • Language: German
  • Returnable: Y
  • Spine Width: 11 mm
  • Width: 133 mm


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