New Books
Statistics for Engineering and Information Science
Edited by Arnaud Doucet, Nando de Freitas and Neil Gordon
Monte Carlo methods are revolutionizing the online analysis of data in fields as diverse as financial modeling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survival of the fittest, have made it possible to solve numerically many complex, nonstandard problems that were previously intractable.
This book presents a comprehensive and coherent treatment of these techniques, including: convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modeling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis.
Mathematical Programming and Financial Objectives for Scheduling Products
By Alf Kimms
This book focuses on decision problems where the performance is measured in terms of money. As the title suggests, special attention is paid to financial objectives and the relationship of financial objectives to project schedules and scheduling. How schedules relate to other decisions is treated in detail. The book demonstrates that scheduling must be combined with project selection and financing, and that scheduling helps to give an answer to the planning issue of the amount of resources required for a project. The author makes clear the relevance of scheduling to cutting budget costs.
The book is divided into six parts. The first part gives a brief introduction to project management. Part two examines scheduling projects in order to maximize their net present value. Part three considers capital rationing. Many decisions on selecting or rejecting a project cannot be made in isolation and multiple projects must be taken fully into account. Since the requests for capital resources depends on the schedules of the projects, scheduling taken on more complexity. Part four studies the resource usage of a project in greater detail. Part five discusses cases where the processing time of an activity is a decision to be made. Part six summarizes the main results that have been accomplished.
Probability Theory: Philosophy, Recent History and Relations to Science
Edited by Vincent F. Hendricks, Stig Andur Pedersen and Klaus Frovin Jorgensen
Since the measure theoretical definition of probability was proposed by Kolmogorov, probability theory has developed into a mature mathematical theory. It is today a fruitful field of mathematics that has important applications in philosophy, science, engineering, and many other areas. The measure theoretical definition of probability and its axioms, however, are not without their problems; some of them even puzzled Kolmogorov. This book sheds light on some recent discussions of the problems in probability theory and their history, their philosophical and mathematical significance, and the role of mathematical probability theory in other sciences.
Advances in Convex Analysis and Global Optimization
Edited by Nicolas Hadjisavvas and Panos M. Pardalos
There has been much recent progress in global optimization algorithms for nonconvex continuous and discrete problems from both a theoretical and a practical perspective. Convex analysis plays a fundamental role in the analysis and development of global optimization algorithms. This is due to the fact that virtually all nonconvex optimization problems can be described using differences of convex functions and differences of convex sets.
This volume contains a selection of refereed papers based on invited and contributing talks presented at the conference on Convex Analysis and Global Optimization on June 5-9, 2000 at Pythagorian, Samos, Greece. The two themes of convexity and global optimization pervade the book.
Multiple Criteria Analysis in Strategic Siting Problems
By Oleg I. Larichev and David L. Olsen
The purpose of this book is to demonstrate how multiple criteria can be used in analysis of facility location problems. The book begins with an overview, explains the internationally most popular multiple objective analysis methods, and demonstrates their applications on real problems. Siting problems reviewed include nuclear waste disposal in the U.S., solid waste management in Finland, pipeline location in India, and pipeline location in Russia. Methods covered are multiattribute utility analysis, analytic hierarchy process, the ELECTRE outranking method, and verbal decision analysis. The book concludes with a comparative review of methods.
The book demonstrates the importance of multiple criteria in hazardous facility site selection. It also shows how each of the four methodologies covered operate, both in terms of demonstration problems worked with numbers, and how these methods have been applied in the real applications. The real applications were taken from refereed journal documentation, with the exception of Russian pipeline analysis decisions in which Professor Larichev participated.
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