《管理科学 英文版》

1 Introduction to Modeling3

1 Introduction to Modeling3

1.1 A Waiting Line Example4

1.2 The Seven-Step Modeling Process8

1.3 Successful Management Science Applications14

1.4 Why Study Management Science?21

1.5 Conclusion22

References23

2 Introduction to Linear Programming25

2 Introduction to Linear Programming25

2.2 A Brief History of Linear Programming26

2.1 Introduction26

2.3 Introduction to LP Modeling27

2.4 The Linear Assumptions34

2.5 Graphical Solution Method36

2.6 Solver Reports and Sensitivity Analysis39

2.7 Sensitivity Analysis with Graphs44

2.8 Infeasibility and Unboundedness46

2.9 A Multiperiod Production Problem47

2.10 A Decision Support System55

2.11 Conclusion57

Review Problems58

Appendix:What s Best! for Lotus62

Case Study:Shelby Shelving68

References69

3 Linear Programming Formularions71

3 Linear Programming Formulations71

3.1 Introduction72

3.2 Static Workforce Scheduling72

3.3 Blending Problems78

3.4 Production Process Models88

3.5 Aggregate Planning Models97

3.6 Dynamic Workforce Planning Models110

3.7 A Dynamic Financial Model115

3.8 Data Envelopment Analysis(DEA)122

3.9 Conclusion129

Review Problems129

Case Study:Lakefteld Corporation s Oil Trading Desk142

Case Study:Foreign Currency Trading146

References147

4 Network Models149

4 Network Models149

4.1 Introduction150

4.2 The Transportation Model150

4.3 A Dynamic Inventory Model153

4.4 The Assignment Model161

4.5 The Critical Path Model(CPM)166

4.6 The Minimum Cost Network Flow Model178

4.7 The Maximum Flow Model187

4.8 The Shortest Path Model192

4.9 Conclusion198

Review Problems199

Case Study:Optimized Motor Carrier Selection at Westvaco208

References211

5 Integer Programming Models213

5 Integer Programming Models213

5.1 Introduction214

5.2 Capital Budgeting Models214

5.3 The Fixed-Charge Model224

5.4 The Lockbox Problem235

5.5 The Warehouse Location Problem240

5.6 Set Covering Problems247

5.7 Either-Or Constraints251

5.8 Conclusion256

Review Problems257

Case Study:Giant Motor Company I263

References265

6 Nonlinear Programming Models267

6.1 Introduction268

6.2 Basic Ideas of Nonlinear Optimizatin268

6.3 Managerial Economics Applications273

6.4 Salesforce Allocation280

6 Nonlinear Programming Models287

6.5 Facility Location Models287

6.6 Improving Product Quality291

6.7 Estimating the Beta of a Stock295

6.8 Rating Sports Teams303

6.9 Finding Implied Stock Volatilities306

6.10 Portfolio Optimization310

6.11 Portfolio Optimization:The Scenario Approach317

6.12 Portfolio Optimization with Transaction Costs323

6.13 Conclusion327

Review Problems327

Case Study:GMS Stock Hedging330

Case Study:Durham Asset Management332

References334

7 Multiple-Objective Decision Making337

7 Multiple-Objective Decision Making337

7.1 Introduction338

7.2 Goal Programming338

7.3 Pareto Optimality and Trade-off Curves353

7.4 The Analytic Hierarchy Process363

7.5 Conclusion376

Review Problems377

Case Study:Play Time Toy Company384

References388

8 Decision Making Under Uncertainty391

8 Decision Making Under Uncertainty391

8.1 Introduction392

8.2 Elements of a Decision Analysis394

8.3 Assessing Probabilities(Optional)406

8.4 Decision Analysis Examples411

8.5 Bayes Rule430

8.6 Incorporating Attitudes Toward Risk441

8.7 Conclusion449

Review Problems450

Case Study:Giant Motor Companyll454

References455

9 Determinisric Inventory Models457

9 Deterministic Inventory Mode?s457

9.1 Introduction458

9.2 Categories of Inventory Models459

9.3 Costs Involved in Inventory Models460

9.4 The Basic EOQ Model462

9.5 EOQ Models with Quantity Discounts472

9.6 EOQ Model with Shortages Allowed479

9.7 Reducing the Setup Cost483

9.8 Synchronizing Orders for Several Products487

9.9 Conclusion491

Review Problems492

Case Study:Subway Token Hoarding494

References495

10 Probabilistic Inventory Models497

10 Probabilistic Inventory Models497

10.1 Introduction498

10.2 The Newsvendor Model499

10.3 Analysis of (R,Q)Policies511

10.4 Conclusion524

Review Problems524

Case Study:Retail Pricing Using Retailer529

References534

11 Queueing Models537

11 Queveing Models537

11.1 Introduction538

11.2 Elements of Queueing Models539

11.3 Short-Run Versus Steady-State Behavior541

11.4 The Exponential Distribution542

11.5 Important Queueing Relationships547

11.6 The Basic Single-Server Model550

11.7 A Multiple-Server Model555

11.8 Variations of the Basic Models564

11.9 The Erlang Loss Model572

11.10 Conclusion574

Review Problems575

Case Study:The Catalog Company Problem578

References579

12 Simulation581

12 Simulation581

12.1 Introduction582

12.2 Actual Applications of Simulation583

12.3 Random Numbers585

12.4 Introduction to Spreadsheet Simulation589

12.5 Generating Other Distributions600

12.6 Simulation and Bidding603

12.7 Deming s Funnel Experiment607

12.8 Simulating the Length of a Project616

12.9 Investing in the Stock Market623

12.10 Simulating Cash Flows630

12.11 Queueing Simulation636

Review Problems638

12.12 Conclusion638

Case Study:Ski Jacket Production644

Case Study:The College Fund Investment Decision645

Case Study:Ebony Bath Soap646

Case Study:Bond Investment Strategy647

References648

13 Simulation with Add-ins651

13 Simulation with Add-ins651

13.1 Introduction652

13.2 Simulating an Income Statement658

13.3 The Newsvendor Model with@RISK662

13.4 Financial Planning Simulations672

13.5 A Component Redundancy Simulation679

13.6 Simulating the Game of Craps685

13.7 A Cash Balance Simulation692

13.8 Simulating Stock Prices and Options700

13.9 Simulating Correlated Values709

13.10 A Market Share Simulation714

13.11 Conclusion723

Review Problems723

References727

14 Forecasting Models729

14 Forecasting Models729

14.1 Introduction730

14.2 Time Series Notation730

14.3 Moving-Average Method732

14.4 Simple Exponential Smoothing737

14.5 Holt s Method for Trend742

14.6 Winter s Method for Seasonality746

14.7 Simple Linear Regression754

14.8 Fitting Nonlinear Relationships764

14.9 Multiple Regression770

14.10 Categorical Independent Variables777

14.11 Multiplicative Models781

14.12 Conclusion785

Review Problems785

Reference788

Index789

Index789