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Systems Science
Operations Research
1. Introduction to Operations Research
2. Mathematical Preliminaries
3. Linear Programming
4. Transportation and Assignment Problems
5. Network Optimization Models
6. Integer Programming
7. Nonlinear Programming
8. Dynamic Programming
9. Stochastic Processes and Markov Chains
10. Queueing Theory
11. Inventory Theory
12. Simulation
13. Decision Analysis
14. Heuristics and Metaheuristics
Stochastic Processes and Markov Chains
Introduction to Stochastic Processes
Classification of Stochastic Processes
Discrete vs. Continuous Time
Discrete vs. Continuous State Space
Markov Chains
Markov Property
State Space and Transition Probabilities
Transition Probability Matrix
Chapman-Kolmogorov Equations
N-Step Transition Probabilities
Classification of States
Accessible and Communicating States
Recurrent and Transient States
Periodic and Aperiodic States
Irreducible Chains
Long-Run Behavior
Steady-State Probabilities
Limiting Distributions
Ergodic Theorems
Absorbing Markov Chains
Absorbing States
Fundamental Matrix
Absorption Probabilities
Expected Time to Absorption
Applications of Markov Chains
Reliability Analysis
Inventory Systems
Queueing Systems
Brand Switching Models
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