Modèles probabilistes d'aide à la décision

Bibliographie

BIBLIOGRAPHIE ARROW, K.J., KARLIN S. et H. SCARF (1958). Studies in the Mathematical Theory of Inventory and Production. Stanford University Press, Stanford. BELLMAN, R. et S. DREYFUS (1965). La programmation dynamique et ses applications. Dunod, Paris. BIRTWHISTLE, G.M. (1979). Discrete Event Modelling on SIMULA. MacMillan, London. BRATLEY, P., FOX, B.L. et L.E. SCHRAGE (1983). A Guide to Simulation. Springer-Verlag, New York. BREIMAN, L. (1969). Probability and Stochastic Processes with a View Toward Applications. Houghton Mifflin, Boston. CHOW, Y.S., ROBBINS, H. et D. SIEGMUND (1971). Great Expectations: The Theory of Optimal Stopping. Houghton Mif in, Boston. CHUNG, K.L. (1974a). A Course in Probability Theory. Second edition. Academic Press, New York. CHUNG, K.L. (1974b). Elementary Probability Theory with Stochastic Processes. Springer-Verlag, New York. CRAMER, H. (1945). Mathematical Methods of Statistics. Princeton, New Jersey. 812 MODÈLES PROBABILISTES D'AIDE À LA DÉCISION DERMAN, C. (1970). Finite State Markovian Decision Processes. Academic Press, New York. DYNKIN, E.B. et A.A. YUSHKEVICH (1969). Markov Processes : Theorems and Problems. Plenum Press, New York. EMSHOFF, J.R. et R.L. SISSON (1970). Design and Use of Computer Simulation Models. MacMillan, New York. FELLER, W. (1966). An Introduction to Probability Theory and its Applications. Volume 2. Wiley, New York. FELLER, W. (1968). An Introduction to Probability Theory and its Applications. Volume 1, third edition. Wiley, New York. FISCHER, R.A. (1962). The Genetical Theory of Natural Selection. Oxford (Clarendon) Press, London. FISHMAN, G.S. (1973). Concepts and Methods in Discrete Event Digital Simulation. Wiley, New York. FISHMAN, G.S. (1978). Principles of Discrete Event Simulation. WileyInterscience , New York. FOX, B.L. et D.M. LANDI (1968). "An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix". Communications of the ACM, 11, 9. GODEMENT, R. (1963). Cours d'algèbre. Hermann, Paris. GREENBERG, S. (1972). GPSS Primer. Wiley, NewYork. GURNANI, C. (1983). "Economic Analysis of Inventory Systems". International Journal of Production Research, 21, 2 No.2, 261-277. HADLEY, G. et T.M. WHITIN (1963). Analysis of Inventory 'Systems. Prentice-Hall, Englewood-Cliffs. HENRION, M. (1985). "Software for Decision Analysis : A Review of Riskcalc, Arborist and Supertree". OR/MS Today, 12, No.5, 25-29. BIBLIOGRAPHIE 813 HILLS, P.R. (1973). An Introduction to Simulation Using SIMULA. Norwegian Computing Centre, Oslo. HOEL, P.G., PORT S.C. et C.J. STONE (1971). Introduction to Probability Theory. Houghton Mifflin, Boston. HOEL, P.G., PORT S.C. et C.J. STONE (1972). Introduction to Stochastic Processes. Houghton Mifflin, Boston. HOLLOWAY, C. (1979). Decision-Making under Uncertainty : Models and Choices. Prentice-Hall, Englewood Cliffs. HOWARD, R.A. (1960). Dynamic Programming and Markov Processes. M.I.T. Press, Cambridge. HUBBARD, H.B. (1978). "Terminal Airspace/Airport Congestion Delays". Interfaces, 8, February 1978, 1-14. IBM (1971). General Purpose Simlulation System V User's Manual. Second edition. Publication SH2O-0851-1. IBM, New York. JEWELL, W.S. (1967). "A Simple Proof of L = λW". Ops. Res., 15, 11091116 . KARLIN, S. et H.M. TAYLOR (1975). A First Course in Stochastic Processes. Second edition. Academic Press, New York. KARLIN, S. et H.M. TAYLOR (1981). A Second Course in Stochastic Processes. Academic Press, New York. KAY, I.M. (1972). "Digital Discrete Simulation : A Discussion and an Inventory". In Fifth Annual Simulation Symposium ; K.W. Gohring, N.D. Swain et R.L. Sanders, editors. Gordon and Breach, New York. KEMENY, J.G. et J.L. SNELL (1960). Finite Markov Chains. Van Nostrand, Princeton. KENDALL, D.G. (1953). "Stochastic Processes Occurring in the Theory of Queues and their Analysis by Means of the Imbedded Markov Chain". Ann. Math. Stat., 24, 338-354. 814 MODÈLES PROBABILISTES D'AIDE À LA DÉCISION KIVIAT, P.J., VILLANUEVA, R. et H.M. MARKOWITZ (1969). The Simscript H Programming Language. Prentice-Hall, Englewood Cliffs. KOOPMAN, B.O. (1940). "The Axioms and Algebra of Intuitive Probability". Ann. of Math. (2), 41, 269-292. LEE, A. (1966). Applied Queueing Theory. Macmillan, Toronto. LEHMER, D.E. (1951). "Mathematical Methods in Large-Scale Computing Units" . Ann. Comp. Laboratory, Harvard University, 26, 141-146. MAO, J.C. (1969). Quantitative Analysis of Financial Decisions. MacMillan, London. MARKOWITZ, H.M., HAUSNER, B. et H.W. KARR (1963). SIMSCRIPT : A Simulation Programming Language. RAND Corporation RM-3310-pr 1962. Prentice-Hall, Englewood Cliffs. MINE, H. et S. OSAKI (1970). Markovian Decision Processes. Elsevier, New York. MORSE, P. (1958). Queues, Inventories, and Maintenance...