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Operations Research Models and Methods
 
Operations Research Models

Stochastic Resources 1

The ORMM text and site contain a variety of resources for modeling with uncertainty and risk. Because of the large number of topics we have divided the list into two parts.
Probability Models

Supplement Ch. 21: Probability Models

PowerPoint: Probability

 

Random Variables Add-in Instructions

Excel add-in Random Variables Add-in
Excel Data Random Variables Demo
Probability Problems

Stochastic Processes

Chapter 11: Models for Stochastic Processes

  • 11.1 Continuous-Time Markov Chains
  • 11.2 Realization of the Process
  • 11.3 Discrete-Time Markov Chains
  • 11.4 Examples of Stochastic Processes
  • 11.5 Assessment of Stochastic Models
  • 11.6 Exercises
  • Bibliography
PowerPoint: Stochastic Processes

Stochastic Processes

Chapter 12: Discrete-Time Markov Chains

  • 12.1 Transition Matrix
  • 12.2 Multi-Step Transitions
  • 12.3 Steady-State Solutions
  • 12.4 Economic Analysis
  • 12.5 Applications
  • 12.6 Exercises
  • Bibliography
PowerPoint: Markov Chains 1
PowerPoint: Markov Chains 2

Discrete Time Markov Chains

Stochastic Models Add-in

Stochastic Analysis Add-in

Excel Data

DTMC Model Examples 1

DTMC Model Examples 2
DTMC Problems

Chapter 14: Continuous-Time Markov Chains

  • 14.1 Markovian Property
  • 14.2 Model Components
  • 14.3 Transient Solutions
  • 14.4 Steady-State Solutions
  • 14.5 Design Alternatives for ATM
  • 14.6 Birth and Death Processes
  • 14.7 Probabilistic Transitions
  • 14.8 Exercises
  • Bibliography

 

Continuous Time Markov Chains

 

Excel Data

CTMC Model Examples 1

CTMC Model Examples 2
CTMC Problems
Queuing Models

Chapter 16: Queuing Models

  • 16.1 System Characteristics
  • 16.2 Markov Queuing Systems
  • 16.3 Non-Markov Systems
  • 16.4 Exercises
  • Bibliography
PowerPoint: Queuing Models

Queuing Models

Excel Data Queuing Model Examples

Queuing Modeling Problems

Queuing Add-in Instructions

Queuing Add-in

Chapter 17: Queuing Networks and Decision Models

  • 17.1 Jackson Networks
  • 17.2 Network Examples
  • 17.3 Expected Flow Time through Network
  • 17.4 Non-Poisson Networks
  • 17.5 Optimal Design of Queues
  • 17.6 Systems with Travel Times
  • 17.7 Exercises
  • Bibliography
PowerPoint: Queuing Networks
Excel Data Queuing Network Examples

 

  
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Operations Research Models and Methods
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by Paul A. Jensen
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