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Scientific management movement



Fredrick W. Taylor



.
time and
motion work standards.



1910
A.K. Erlang


Queuing Theory
Thomas Edison

18

F.W. Harris


.

.


1935




.

Princeton University
MIT

.




.




.

Linear Programming
) (Dantzig, 1963

19


.
Project
Evaluation and Review Critical Path

(Method (CPM) Technique (PERT

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Polaris Program




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Dupont
.





.




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operational research society

20

the operation research


(society of America (ORSA
.
The Operations Research Society of America
((ORSA
The
(American institute of Decision Sciences (AIDS

The operational
Research Quarterly
operations Research

Interfaces

Decision
Sciences


.




... .

judgment


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21


:

:
-1 Problem formulation



...

...

; verbal description
.
-2 Model construction



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-3 Solution generation
...

analytical solution

22

algorithm




Simulation



Monte Carlo
Simulation




.
.

heuristic method


...
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Vogel Approximation Method

.
4 Validation


1980 81 " )
(850-780
, algoritmi de numero Indorun algorism .

23


valid .











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-5 Implementation



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24




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Descriptive and
normative models




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-2 Constraints

feasible values
x2 x1


a2 a1
b
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a1X1+a2X2<b
-3 Objective function

25




4 5
.
Z=4X1+5X2
X2
X1


.
Deterministic and
stochastic model





expected values
linear and
nonlinear model



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Static and dynamic
models


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stages dynmamic programming
Markov processes

.

26

:








... .


.

1947


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Goal programming:





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goals
target
values


deviation variables

a priority

27

factor


.
Integer programming










.


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General I.P
.
Binary integer programming
.
Mixed integer programming

.






cutting
method

28

branch and bound method


xk C > XK+1: c
< xk c .xk




.
Non-linear programming




10 5 50 100
1000 7
70
10 700
100 .







lagrange multipliers
.
quadratic programming




consumer behavior model
) (
The firm model

29


) (
) (
portfolios models



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simplex method for Q.p. Wolfe's

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Styochastic Programming
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...

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chance constrained programming


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30






.




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Decision theory


incertitude
.
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-1 uncertainty


maximin payoff criterion

minimax regret
criterion

equally
likely events criterion
-2 risk


31


.... Baye`s
Theorem

experimental Probabilities
revised probabilities








.
Theory of games of strategy





Games against nature

The minimax criterion




.


... .
. .
Queuing models

32

.







... .


operating
characteristics

. ..



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Inventory models





.





...

...
33



...



...


.

Markov processes

state
.




.. .



Markov chains
) (
Continuous Markov processes


steady
state condition
Dynamic programming

34



backward
induction approach

stages

states

retum
function
.


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35

36






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