Resume
The following important topics of operations research are regarded.
- Games theory
- Decision theory
- Utility theory
- Queuing theory
- Scheduling theory
- Pareto optimality
- Discrete and global optimization
These topics are illustrated considering eight specific mathematical models.
- Competition model (Nash equilibrium)
- Competition model including resource prices (Walras equilibrium)
- Portfolio problem (optimal investment)
- Exchange rate model (ARMA)
- Inspection model (multi-stage game)
- Duel model (differential game)
- Bride's problem (sequential statistical decisions)
- Scheduling model (Bayesian heuristic approach)
Each student solves by computer at least one example of his\her choice.
The global optimization software GM UNIX and DOS versions are available
for all the students including the "PostScript" file of the
book describing the underlying theory and algorithms of solution,
see Mockus et al., 1996.