Case Studies in Applied Operations Research

01:711-481, 16:711-548

Spring 2008

http://ben-israel.rutgers.edu/711/Course.htm

Readings

1.     Location problems, single and multiple facilities.

 

2.     Search engines. The page rank algorithm.

·        Wikipedia, PageRank and the references therein

·        D. Austin, How Google Finds Your Needle in the Web's Haystack

·        K. Bryan and T. Leise, The $25,000,000,000 Eigenvector: The Linear Algebra Behind Google, SIAM Review  48(2006), 569-581

·        A.N. Langville and C.D. Meyer, A survey of eigenvector methods of web information retrieval, SIAM Review, 47(2005), pp. 135-161

·        A.N. Langville, C.D. Meyer, Google's PageRank and Beyond: The Science of Search Engine Rankings. Princeton University Press, 2006.

·        L. Page et al, The PageRank citation ranking: Bringing order to the Web (1999)

 

3.     Benford’s Law

·        http://en.wikipedia.org/wiki/Benford's_law

·        http://mathworld.wolfram.com/BenfordsLaw.html

·        http://www.rexswain.com/benford.html

 

4.     Simpson Paradox

·        http://en.wikipedia.org/wiki/Simpson's_paradox

·        http://plato.stanford.edu/entries/paradox-simpson/

 

5.     Braess Paradox

·        http://en.wikipedia.org/wiki/Braess'_paradox

·        http://supernet.som.umass.edu/facts/braess.html

·        D. Braess et al, On a paradox of traffic planning,  Transportation Science 39(2005), 446-450

·        See references in Braess homepage: http://homepage.ruhr-uni-bochum.de/Dietrich.Braess/Index.html

·        http://vcp.med.harvard.edu/braess-paradox.html

·        http://tigger.uic.edu/~hagstrom/Research/Braess/braessxmpl1.htm

·        http://tigger.uic.edu/~hagstrom/Research/Braess/braessxmpl2.htm

 

6.     Inspection Paradox

·        S. M. Ross, The inspection paradox, Probability in the Engineering and Informational Sciences 17(2003), 47-51

·        http://en.wikipedia.org/wiki/Renewal_theory

·        A simulation example

 

7.     Models of risk and uncertainty

·        Information Entropy, Wikipedia

·        Choice under risk and uncertainty  , in particular

·        Bernoulli and the St. Petersburg Paradox

·        The Weber-Fechner Law

·        The von Neumann-Morgenstern Axioms

·        The Allais “Paradox”

·        Risk aversion 1, risk aversion 2

·        Prospect theory

·        Lecture on certainty equivalents

·        The Art of the Save, for Goalie and Investor, NY Times, March 1, 2008

·        Csiszár divergence

·        A. Ben-Tal, A. B-I and M. Teboulle, Certainty Equivalents and Information Measures: Duality and Extremal Principles, J. Math. Anal. Appl. 157(1991), 211-236

 

8.     Population studies

·        A. Levy & R. Zamani, Optimal population size and urban-rural composition of a distant, large arid island: A model and some numerical simulations, The Open O.R. Journal 1(2007), 9-15

 

9.     Dynamic programming

·        Lecture notes

·        M. A. Talias, Optimal decision indices for R&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index, European Journal of Operational Research 177 (2007), 1105–1112

·        An article on the Gittins index

·        Bandit problems

 

10.      Finance models

·        P.M. Pardalos, Optimization Techniques for Portfolio Selection , pp. 19-33, New Operational Approaches for Financial Modelling, 1997

 

11.       Radiation therapy

·        Y. Censor et al, On Linear Infeasibility Arising in Intensity Modulated Radiation Therapy Inverse Planning, Lin. Algeb. and its Appl. 428(2008), 1406-1420

·        How IMRT works, Mayo Clinic

·        Antonella Fogliata et al, On the performances of different IMRT treatment planning systems for selected paediatric cases, Radiat. Oncol. 2007

·        M. Cara Bucci et al, Advances in Radiation Therapy: Conventional to 3D, to IMRT, to 4D ...

·        Proton radiation therapy

·        The Bragg peak

 

12. Clustering and classification

·        A. B-I and C. Iyigun,  Probabilistic Distance Clustering, J. Classification (2008), to appear

·        C. Iyigun and A. B-I, Probabilistic Distance Clustering adjusted for Cluster Size, Probability in Engineering and Informational Sciences (2008), to appear

·        C. Iyigun and A. B-I, Probabilistic Distance Clustering, Algorithm and Applications, Chapter in a forthcoming book

·        C. Iyigun and A. B-I, Contour Approximation of Data: A Duality Theory, to appear

·        A. B-I and C. Iyigun, Probabilistic Distance Clustering, Lecture at the Dept. of Mathematics & Statistics, University of Tampere, Finland, November  2007

 

13. Wave energy

·        M.E. McCormick, Ocean Wave Energy Conversion, J. Wiley, 1981 (republished Dover 2007)

·        Marine Technology Society

·        The resource

·        Ocean energy

·        Wave energy conversion

·        T. Stallard, R. Rothschild and G.A. Aggidis, A comparative approach to the economic modelling of a large-scale wave power scheme, Euro. J. Operations Research 185(2008), 884-898

·        Wave energy proposals alarm locals

·        Energy from the sea

·        Renewable energy

·        The Salter duck

·          US Patent 3,928,967: The Salter duck

·            The untimely death of Salter's duck

·        Pelamis

·          Pelamis brochure

·          Pelamis gallery

·          Pelamis videos

·        The Cockerell raft

·        Tidal energy

·           Indian wave energy device

·        Ocean thermal energy conversion (OTEC)

 

14. Politics  

·        M.L. Balinski and H.P. Young, Fair Representation: Meeting the Ideal of One Man, One Vote, 2nd ed., Borookings Inst., Washington, DC, 2001

·        M.L. Balinski, What is just? Amer. Math. Monthly 112(2005), 502-511

·        M.L. Balinski, Fair majority voting (or how to eliminate gerrymandering), Amer. Math. Monthly 115(2008), 97-113

·        R.A. Agnew, Optimal congressional apportionment, Amer. Math. Monthly 115(2008), 297-303

·        S. Padela, Political Redistricting (PowerPoint presentation)

 

15. Trends. Demographics.

·        J.H. Jones, Leslie Matrix (Stanford Lecture Notes)

 

16.  Systematic climate changes. Policy implications.

·        The Hadley Centre,  Climate Data Bases

·        J. Mitchell, Climate Change Myths

·        N. Stern, Stern Review Report on the Economics of Climate Change

·        Christopher Monckton of Brenchley, 35 Inconvenient Truths: The Errors in Al Gore's Movie  (also here )

·        Christopher Monckton of Brenchley, Gore's 10 Errors, Old and New (also here )

·        Aviation duty: a consultation

 

17.  Nonrenewable natural resources. Optimal rate of extraction. Oil. Coal.

·        R.P. Murphy, Oil Prices, The Library of Economics and liberty, April 2008

·        H. Hotelling, The Economics of Exhaustible Resources, J. Polit. Econ. 39(1931), 137-175

·        R. Bradley and R. Fulmer, Will We Run Out of Energy?

 

18.  Renewable natural resources. Forestry. Fisheries. Agriculture. Solar and wind energy.

 

19.  Health care. Epidemics.

·        Compartmental models, Wikipedia

·        The SIR model of Kermack-McKendrick, Wolfram Research

·        W. Weckesser, Solver for the SIR model

·        M. Keeling, The Math of Disease, +plus magazine (2001)

·        J. Murray, SIR models

·        J. Kim et al, Cost optimization in SIS model of worm infection, ETRI Journal 28(2006), 692-295

·        J.M. Epstein et al, Controlling pandemic flu: The value of int'l travel restrictions,

·        N.C. Grassly et al, New Strategies for the Elimination of Polio from India, Science 314(2006), 1150-1153

·        M.J. Keeling and K.T.D. Eames, Networks and epidemic models, J. Roy. Soc. Interface 2(2005), 295-307

·        C.T. Bauch and D.J. Earn, Vaccination and the theory of games, Proc. Nat. Acad. Sci. USA (2004), 13391-13394

·        D. Mollison, The structure of epidemic models

·        The Spanish flu pandemic of 1918

·        S.E. Chick et al, Supply Chain Coordination and Influenza Vaccination  (to appear)

·        Flu Vaccine Makers Scrambling for Next Season, Wall Street J., Feb 21, 2008

·        Soo-Haeng Cho and the Influenza Vaccine

·        S-H Cho, The Optimal Composition of Influenza Vaccine …

o       Beta distribution

o       Conjugate prior distribution

o       Economic surplus

·        F. Schweitzer and R. Mach, The epidemic of donations: Logistic growth and power laws

 

20.  Bayesian Analysis

·        Bayes' Theorem

·        S.E. Fienberg, When did Bayesian Inference become "Bayesian"?, Bayesian Analysis 1(2006), 1-40 (a good history)

·        A demonstration of Bayes' Rule

·        Another demo

·        Bayesian inference

·        Naïve Bayes classification

·        Spam filtering

·        Probability of disease given positie test

·        Monty Hall problem

·        The 2008 elections

·        R.A. Fisher and his Opposition to Bayesian Analysis , in particular

·        R.A. Fisher, Inverse Probability, Proc. Cambridge Philos. Soc. 26(1930), 528-535

 

21. Statistics and law

·        Howland will forgery trial, Wikipedia

·        P. Meier and S. Zabell , Benjamin Peirce and the Howland Will, J. Amer.  Statist. Assoc. 75 (1980), 497-506

·        The Howland Will Case, NY Times, Oct 5, 1866

·        Prosecutor'e fallacy, Wikipedia

·        People v. Collins, Wikipedia

·        Gene find casts doubt on double 'cot death' murders, Observer, 2001

·        H. Joyce, Beyond reasonable doubt , +plus magazine (2002)

·        Lucia de Berk, Wikipedia

·        M. Buchanan, Statistics: conviction by numbers, Nature 445(2007), 254-255

·        Richard D. Gill's home page

·        A. Pundik, Using Statistical Evidence in Courts: A Case Study

 

22. Dynamic pricing. Revenue management

·        J. McGill and G.J. Van Ryzin, Revenue Management: Research Overview and Prospects, Transportation Sci. 33(1999), 233-256

·        J. Subramanian and S. Stidham, Jr., Airline Yield Management with Overbooking, Cancellations, and No-Shows, Transportation Sci. 33(1999), 147-167

·        P-S You, Dynamic Pricing in Airline Seat Management for Flights with Multiple Flight Legs, Transportation Sci. 33(1999), 192-206

 

              23. Neural networks

·        The Perceptron

·        R. Rojas, Neural Networks – A Systematic Introduction, Chapter 3, Chapter 4

·        History of the Perceptron

·        Multilayer Perceptrons (a presentation)

·        The "AI winter" (a tale of caution)

 

24. Traffic systems. Flow. Congestion.

25.  Maintenance and replacement policies.

 

Projects

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