管理科学 英文版PDF电子书下载

1 Introduction to Modeling 3

1 Introduction to Modeling 3

1.1 A Waiting Line Example 4

1.2 The Seven-Step Modeling Process 8

1.3 Successful Management Science Applications 14

1.4 Why Study Management Science? 21

1.5 Conclusion 22

References 23

2 Introduction to Linear Programming 25

2 Introduction to Linear Programming 25

2.2 A Brief History of Linear Programming 26

2.1 Introduction 26

2.3 Introduction to LP Modeling 27

2.4 The Linear Assumptions 34

2.5 Graphical Solution Method 36

2.6 Solver Reports and Sensitivity Analysis 39

2.7 Sensitivity Analysis with Graphs 44

2.8 Infeasibility and Unboundedness 46

2.9 A Multiperiod Production Problem 47

2.10 A Decision Support System 55

2.11 Conclusion 57

Review Problems 58

Appendix:What s Best! for Lotus 62

Case Study:Shelby Shelving 68

References 69

3 Linear Programming Formularions 71

3 Linear Programming Formulations 71

3.1 Introduction 72

3.2 Static Workforce Scheduling 72

3.3 Blending Problems 78

3.4 Production Process Models 88

3.5 Aggregate Planning Models 97

3.6 Dynamic Workforce Planning Models 110

3.7 A Dynamic Financial Model 115

3.8 Data Envelopment Analysis(DEA) 122

3.9 Conclusion 129

Review Problems 129

Case Study:Lakefteld Corporation s Oil Trading Desk 142

Case Study:Foreign Currency Trading 146

References 147

4 Network Models 149

4 Network Models 149

4.1 Introduction 150

4.2 The Transportation Model 150

4.3 A Dynamic Inventory Model 153

4.4 The Assignment Model 161

4.5 The Critical Path Model(CPM) 166

4.6 The Minimum Cost Network Flow Model 178

4.7 The Maximum Flow Model 187

4.8 The Shortest Path Model 192

4.9 Conclusion 198

Review Problems 199

Case Study:Optimized Motor Carrier Selection at Westvaco 208

References 211

5 Integer Programming Models 213

5 Integer Programming Models 213

5.1 Introduction 214

5.2 Capital Budgeting Models 214

5.3 The Fixed-Charge Model 224

5.4 The Lockbox Problem 235

5.5 The Warehouse Location Problem 240

5.6 Set Covering Problems 247

5.7 Either-Or Constraints 251

5.8 Conclusion 256

Review Problems 257

Case Study:Giant Motor Company I 263

References 265

6 Nonlinear Programming Models 267

6.1 Introduction 268

6.2 Basic Ideas of Nonlinear Optimizatin 268

6.3 Managerial Economics Applications 273

6.4 Salesforce Allocation 280

6 Nonlinear Programming Models 287

6.5 Facility Location Models 287

6.6 Improving Product Quality 291

6.7 Estimating the Beta of a Stock 295

6.8 Rating Sports Teams 303

6.9 Finding Implied Stock Volatilities 306

6.10 Portfolio Optimization 310

6.11 Portfolio Optimization:The Scenario Approach 317

6.12 Portfolio Optimization with Transaction Costs 323

6.13 Conclusion 327

Review Problems 327

Case Study:GMS Stock Hedging 330

Case Study:Durham Asset Management 332

References 334

7 Multiple-Objective Decision Making 337

7 Multiple-Objective Decision Making 337

7.1 Introduction 338

7.2 Goal Programming 338

7.3 Pareto Optimality and Trade-off Curves 353

7.4 The Analytic Hierarchy Process 363

7.5 Conclusion 376

Review Problems 377

Case Study:Play Time Toy Company 384

References 388

8 Decision Making Under Uncertainty 391

8 Decision Making Under Uncertainty 391

8.1 Introduction 392

8.2 Elements of a Decision Analysis 394

8.3 Assessing Probabilities(Optional) 406

8.4 Decision Analysis Examples 411

8.5 Bayes Rule 430

8.6 Incorporating Attitudes Toward Risk 441

8.7 Conclusion 449

Review Problems 450

Case Study:Giant Motor Companyll 454

References 455

9 Determinisric Inventory Models 457

9 Deterministic Inventory Mode?s 457

9.1 Introduction 458

9.2 Categories of Inventory Models 459

9.3 Costs Involved in Inventory Models 460

9.4 The Basic EOQ Model 462

9.5 EOQ Models with Quantity Discounts 472

9.6 EOQ Model with Shortages Allowed 479

9.7 Reducing the Setup Cost 483

9.8 Synchronizing Orders for Several Products 487

9.9 Conclusion 491

Review Problems 492

Case Study:Subway Token Hoarding 494

References 495

10 Probabilistic Inventory Models 497

10 Probabilistic Inventory Models 497

10.1 Introduction 498

10.2 The Newsvendor Model 499

10.3 Analysis of (R,Q)Policies 511

10.4 Conclusion 524

Review Problems 524

Case Study:Retail Pricing Using Retailer 529

References 534

11 Queueing Models 537

11 Queveing Models 537

11.1 Introduction 538

11.2 Elements of Queueing Models 539

11.3 Short-Run Versus Steady-State Behavior 541

11.4 The Exponential Distribution 542

11.5 Important Queueing Relationships 547

11.6 The Basic Single-Server Model 550

11.7 A Multiple-Server Model 555

11.8 Variations of the Basic Models 564

11.9 The Erlang Loss Model 572

11.10 Conclusion 574

Review Problems 575

Case Study:The Catalog Company Problem 578

References 579

12 Simulation 581

12 Simulation 581

12.1 Introduction 582

12.2 Actual Applications of Simulation 583

12.3 Random Numbers 585

12.4 Introduction to Spreadsheet Simulation 589

12.5 Generating Other Distributions 600

12.6 Simulation and Bidding 603

12.7 Deming s Funnel Experiment 607

12.8 Simulating the Length of a Project 616

12.9 Investing in the Stock Market 623

12.10 Simulating Cash Flows 630

12.11 Queueing Simulation 636

Review Problems 638

12.12 Conclusion 638

Case Study:Ski Jacket Production 644

Case Study:The College Fund Investment Decision 645

Case Study:Ebony Bath Soap 646

Case Study:Bond Investment Strategy 647

References 648

13 Simulation with Add-ins 651

13 Simulation with Add-ins 651

13.1 Introduction 652

13.2 Simulating an Income Statement 658

13.3 The Newsvendor Model with@RISK 662

13.4 Financial Planning Simulations 672

13.5 A Component Redundancy Simulation 679

13.6 Simulating the Game of Craps 685

13.7 A Cash Balance Simulation 692

13.8 Simulating Stock Prices and Options 700

13.9 Simulating Correlated Values 709

13.10 A Market Share Simulation 714

13.11 Conclusion 723

Review Problems 723

References 727

14 Forecasting Models 729

14 Forecasting Models 729

14.1 Introduction 730

14.2 Time Series Notation 730

14.3 Moving-Average Method 732

14.4 Simple Exponential Smoothing 737

14.5 Holt s Method for Trend 742

14.6 Winter s Method for Seasonality 746

14.7 Simple Linear Regression 754

14.8 Fitting Nonlinear Relationships 764

14.9 Multiple Regression 770

14.10 Categorical Independent Variables 777

14.11 Multiplicative Models 781

14.12 Conclusion 785

Review Problems 785

Reference 788

Index 789

Index 789