作業研究(二) 全27講 運輸科技與管理學系 國立交通大學 繁體中文 DVD 只於電腦播放


本課程是由交通大學運輸科技與管理系提供。

Thisisthesecondcoursethatintroducesdeterministicandprobabilisticoptimizationmodelssuchasdynamicprogramming,integerprogramming,nonlinearprogramming,Markovchainandqueueingtheory.Thiscoursefocusesonmodelingapproaches,fundamentalsolutionmethodologiesandtheirapplicationstotherealworld.

授課教師運輸科技與管理學系王晉元老師

授課時數每週3小時

授課學分3學分

授課學年97學年度

授課對象大學二年級學生

預備知識Calculus與ProbabilityTheory

課程目標/概述

Thisisthesecondcoursethatintroducesdeterministicandprobabilisticoptimizationmodelssuchasdynamicprogramming,integerprogramming,nonlinearprogramming,Markovchainandqueueingtheory.Thiscoursefocusesonmodelingapproaches,fundamentalsolutionmethodologiesandtheirapplicationstotherealworld.

課程章節

課程章節單元主題
第10章DynamicProgramming
10.1APrototypeExampleforDynamicProgramming
10.2CharacteristicsofDynamicProgrammingProblems
10.3DeterministicDynamicProgramming─Example4改為簡單案例
10.4ProbabilisticDynamicProgramming─僅教Example6
第11章IntegerProgramming
11.1PrototypeExample
11.2SomeBIPApplications
11.3InnovativeUsesofBinaryVariablesinModelFormulation
11.4SomeFormulationExamples
11.5SomePerspectivesonSolvingIntegerProgrammingProblem
11.6TheBranch-and-BoundTechniqueanditsApplicationtoBinaryintegerProgramming
11.7ABranch-and-BoundsAlgorithmfortheMixedIntegerProgramming
第12章Reviewofbasicprobability
ReviewCalculus
12.1Sampleapplications
12.2GraphicalIllustrationofNonlinearProgrammingProblems
12.3TypesofNonlinearProgrammingProblems
12.4One-VariableUnconstrainedOptimization
Appendix3:ConstrainedOptimizationwithEqualityConstraints
12.5MultivariableUnconstrainedOptimization
12.6TheKarush-Kuhn-Tucker(KKT)ConditionsforConstrainedOptimization
12.7QuadraticProgramming
第16章ProbabilisticInventoryModels
ReviewProbabilityTheory
16.1StochasticProcesses
16.2MarkovChains
16.3Chapman-KolmogorovEquations　
16.4ClassificationofStatesofaMarkovChain
16.5Long-RunPropertiesofAMarkovChain
16.6FirstPassageTimes
16.7AbsorbingStates
第17章QueueingTheory
17.1PrototypeExample
17.2BasicStructureofQueuingModels
17.3ExamplesofRealQueuingSystems
17.4TheRoleoftheExponentialDistribution
17.5TheBirth-and-DeathProcess
17.6QueuingModelsBasedontheBirth-and-DeathProcess
17.7QueuingModelsinvolvingNonexponentialDistributions
17.8Priority-DisciplineQueuingModels
17.9QueuingNetworks
17.10TheApplicationofQueuingTheory
第20章Simulation(option)
20.1Simulations
20.2Simulations
20.3Simulations
20.4Simulations

課程書目

FSHillierandGJLieberman,IntroductiontoOperationsResearch,8thedition,2005,McGraw-HillInc.