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Operational research books title

1. A Short Introduction to Queueing Theory 

Author : Andreas Willig, Technical University Berlin, Telecommunication Networks Group 
Publication Date : July 21, 1999 

Book Excerpts: 

This document is intended to be a short introduction to the field of queueing theory, serving as a module within the lecture Leistungsbewertung von Kommunikationsnetzen of Prof. Adam Woliszfrom the Telecommunication Networks Group at Technical University Berlin. It covers the most important queueing systems with a single service center, for queueing networks only some basics are mentioned. This script is neither complete nor error free. 

In this script most of the mathematical details are omitted, instead often "intuitive" (or better: prosaic) arguments are used. Most of the formulas are only used during a derivation and have no numbers, however, the important formulas are numbered. The author does not annotate all statements with a reference, since most of the material can be found in the standard literature. 

2.   Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation 

Author : Floyd B. Hanson, Department of Mathematics, Statistics, and Computer Science, University of Illinois at Chicago 


Publication Date : May 24, 2006 

Book Excerpts: 

The aim of this book is to be a self-contained, practical, entry level text on stochastic processes and control for jump-diffusions in continuous time, technically Markov processes in continuous time. 

The book is intended for graduate students as well as a research monograph for researchers in applied mathematics, computational science and engineering. Also, the book may be useful for financial engineering practicians who need fast and efficient answers to stochastic financial problems. Hence, the exposition is based upon integrated basic principles of applied mathematics, applied probability and computational science. The target audience includes mathematical modelers and students in many areas of science and engineering seeking to construct models for scientific applications subject to uncertain environments. The prime interest is in modeling and problem solving. The utility of the exposition, based upon systematic derivations along with essential proofs in the spirit of classical applied mathematics, is more important to setting up a stochastic model of an application than abstract theory. However, a lengthy last chapter is intended to bridge the gap between the applied world and the abstract world in order to enable applied students and readers to understand the more abstract literature. 

3. Markov Chains and Stochastic Stability 
Authors : Sean Meyn, Dept. of Electrical and Computer Engineering, University of Illinois and Richard Tweedie, Division of Biostatistics, University of Minnesota 
ISBN : 0387198326 
Pages : 548 
Publication Date : 1993, recompiled September 2005 
Publisher : Springer-Verlag 

Book Excerpts: 

This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory. It is intended as an advanced graduate text in any of these areas, as well as being a research monograph incorporating a new and thorough treatment of the stability of general Markov chains. 

There are several key themes in this book which interweave to a surprising extent in both the mathematics and its implementation. There is the use of the splitting technique, which provides an approach to general state space chains through regeneration methods; the systematic use of "Foster-Lyapunov" drift criteria, both in improving the theory and in enabling the classification of individual chains; the delineation of appropriate continuity conditions to link the general theory with the properties of chains on, in particular, Euclidean space; and the development of control model approaches, enabling analysis of models from their deterministic counterparts. 

The applications cover storage systems, including some networks models as well as more traditional GI/G/1 queues and dam models; vector ARMA models including those with random coefficients and bilinear models; and both linear and non-linear state space systems with and without controls. To enhance accessibility, each chapter begins with a development of countable state space chains if appropriate. The general state space theory is then developed in close analogy, and where possible the theory is then specialized to chains on a topological state space, such as Euclidean space, so that the special structure of such spaces can be explored. 


  1. Queueing Theory 

    Authors : Ivo Adan and Jacques Resing, Department of Mathematics and Computing Science, Eindhoven University of Technology 
    Publication Date : February 28, 2002 

    Book Excerpts: 

    This document has been used as lecture notes for the Queueing Theory course at Department of Mathematics and Computing Science, Eindhoven University of Technology. 

    This course discusses a number of elementary queueing models. Attention is paid to methods for the analysis of these models, and also to applications of queueing models. Important application areas of queueing models are production systems, transportation and stocking systems, communication systems and information processing systems. Queueing models are particularly useful for the design of these system in terms of layout, capacities and control. 

    In these lectures the attention is restricted to models with one queue. Situations with multiple queues are treated in the course "Networks of queues." More advanced techniques for the exact, approximative and numerical analysis of queueing models are the subject of the course "Algorithmic methods in queueing theory." 

    The organization is as follows. Chapter 2 first discusses a number of basic concepts and results from probability theory that will be used. The most simple interesting queueing model is treated in chapter 4, and its multi server version is treated in the next chapter. Models with more general service or interarrival time distributions are analysed in the chapters 6, 7 and 8. Some simple variations on these models are discussed in chapter 10. Chapter 9 is devoted to queueing models with priority rules. The last chapter discusses some insentive systems. 

    The text contains a lot of exercises and the reader is urged to try these exercises. This is really necessary to acquire skills to model and analyse new situations. 


  1. Probabilistic Design 

    Author : John Browne, School of Engineering and Science, Swinburne University of Technology 
    Publication Date : October 2001 

    Document Excerpts: 

    This document has been used for teaching Design for Quality course in Swinburne University of Technology, Australia. The course aim is to explore advanced quantitative methodologies for the design of mass-produced products in an environment where time-to-market and quality are critical. 

    Design for Quality, as it is just starting to be practised world wide, comprises a collection of analytical and experimental techniques for determining and optimizing reliabilities and making design decisions which will result in a product or process which is insensitive to tolerances and other 'noise' influences. 


      6.  Reversibility and Stochastic Networks 

         Author : Prof. Frank P. Kelly, Statistical Laboratory, University of Cambridge 
         ISBN : 0471276014 
         Pages: 238 
         Publisher : John Wiley and Sons 
         Publication Date : 1979, reprinted 1987, 1994 


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