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A Short Introduction to Queueing Theory
saved under Free Mathematics Books/Operations Research by freebooksandarticles

This document is intended to be a short introduction to the field of queueing theory, serving as a module within the lecture Leistungsbewertung von Kommunikationsnetzen of Prof. Adam Wolisz from the Telecommunication Networks Group at Technical University Berlin.
http://www.tkn.tu-berlin.de/curricula/ws0203/ue-kn
created by freebooksandarticles on 2008-07-04 10:12:42

Koole: Optimization of business processes
saved under Free Mathematics Books/Operations Research by freebooksandarticles

These lecture notes consist of several parts. The first part is an introduction to stochastic processes with an emphasis on business applications. There are chapters on the Poisson process, on queueing theory, inventory models, and so forth.
http://www.math.vu.nl/~koole/obp/
created by freebooksandarticles on 2008-07-04 10:04:38

Reversibility and Stochastic Networks
saved under Free Mathematics Books/Operations Research by freebooksandarticles

The main topic of this book is the study of the behaviour in equilibrium of vector stochastic processes, or stochastic networks. Such processes have a wide range of applications: to give some examples, the components of the vector may represent queue sizes in a queueing network, gene frequencies in a population, or the condition of fruit trees in an orchard. When a stochastic network is reversible its analysis is greatly simplified, and the first chapter is devoted to a discussion of the concept of reversibility.
http://www.statslab.cam.ac.uk/~frank/BOOKS/kelly_b
created by freebooksandarticles on 2008-07-04 10:01:26

Discrete-event Control of Stochastic Networks: Multimodularity and Regularity
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The main objective is to show that for a large class of stochastic discrete event systems and under rather natural assumptions on the behavior of the system as well as on the stochastic processes driving its evolution, the smoother the input process, the better the performances of the system.
http://www-sop.inria.fr/maestro/personnel/Eitan.Al
created by freebooksandarticles on 2008-07-04 10:09:56

Markov Chains and Stochastic Stability
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This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory.
http://probability.ca/MT/
created by freebooksandarticles on 2008-07-04 10:08:45

Queueing Theory
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This document has been used as lecture notes for the Queueing Theory course at Department of Mathematics and Computing Science, Eindhoven University of Technology.
http://www.win.tue.nl/~iadan/queueing.pdf
created by freebooksandarticles on 2008-07-04 10:02:15

Stochastic Calculus
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This is the new home for a set of stochastic calculus notes which I wrote which seemed to be fairly heavily used. They used to be based on a University of Cambridge server.
http://www.chiark.greenend.org.uk/~alanb/
created by freebooksandarticles on 2008-07-04 10:00:29

Call Center Mathematics - A scientific method for understanding and improving contact centers
saved under Free Mathematics Books/Operations Research by freebooksandarticles

This book is written for everybody who is dedicated to improving call center performance. It offers a scientific method to understanding and improving call centers. It explains all generic aspects of call and contact centers, from the basic Erlang formula to advanced topics such as skill-based routing and multi-channel environments.
http://www.cs.vu.nl/~koole/ccmath/book.pdf
created by freebooksandarticles on 2008-07-04 10:11:20

Non-Uniform Random Variate Generation
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This text is about one small field on the crossroads of statistics, operations research and computer science. Statisticians need random number generators to test and compare estimators before using them in real life.
http://cg.scs.carleton.ca/~luc/rnbookindex.html
created by freebooksandarticles on 2008-07-04 10:07:42

Teletraffic Engineering Handbook
saved under Free Mathematics Books/Operations Research by freebooksandarticles

The handbook covers the basic theory of teletraffic engineering. The mathematical background required is elementary probability theory. The purpose of the handbook is to enable engineers to understand ITU–T recommendations on traffic engineering, evaluate tools and methods, and keep up-to-date with new practices.
http://www.tele.dtu.dk/teletraffic/handbook/teleho
created by freebooksandarticles on 2008-07-04 09:59:29

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