Operations Research, Systems Engineering and Industrial Engineering Commons^™

Computational Applications In Stochastic Operations Research, William H. Kaczynski

Dissertations, Theses, and Masters Projects

Several computational applications in stochastic operations research are presented, where, for each application, a computational engine is used to achieve results that are otherwise overly tedious by hand calculations, or in some cases mathematically intractable. Algorithms and code are developed and implemented with specific emphasis placed on achieving exact results and substantiated via Monte Carlo simulation. The code for each application is provided in the software language utilized and algorithms are available for coding in another environment. The topics include univariate and bivariate nonparametric random variate generation using a piecewise-linear cumulative distribution, deriving exact statistical process control chart constants for …