運籌學

Design Management in brief.jpg

运筹学(英语:Operations Research,又被称作作业研究),是一门应用数学学科,利用统计学数学模型资料科学等方法,去寻找复杂问题中的最佳或近似最佳的解答。运筹学经常用于解决现实生活中的复杂问题,特别是改善或优化现有系统的效率。研究优化模型的规划论,研究排队(或服务)模型的排队论,及研究博弈模型的博弈论是运筹学最早的三个重要分支,通常称为运筹学早期的三大支柱。随着学科的发展和计算机的出现,现在分支更细,名义更多。

历史

学界通常将运筹学(Operations research, 在英国称为 Operational research 或 OR/MS, management science)的起源定为第二次世界大战期间,英美两国为有效地配置各项资源,因而召集科学家成立专门针对军事作业规划进行研究的团队。这些团队的研究成果帮助联军打赢了不列颠空战北大西洋战争太平洋战争。例如在不列颠空战中,英国军方指派帕特里克·布莱克特1948年诺贝尔物理奖得主)所成立的Blackett Circus,就探讨应如何部署与应用所拥有的雷达系统,才能更有效地侦测德军战机的攻击。

美国运筹学会创始人之一的菲利普·M·摩士英语Philip M. Morse在1950年代初给运筹学做出了如下定义:“运筹学是为领导机构对其控制下的业务活动作决策时提供定量依据的科学方法”,它反映出运筹学初期的主要作用。

1947年查尔斯·基泰尔发表文章建议将战时以科学技术与方法协助进行军事与政策规划的成果转移到和平用途,并鼓励成立运筹学团队以协助政府部门与企业。这篇文章开始了“运筹学”一词,可惜这用词却误导了一些初学者,使他们误以为这领域的技术与方法只适用于操作性的事务(Operational tasks)。为避免造成误解,目前有许多学者尽量改以“管理科学”(Management Sciences)称呼这个学术领域。

“运筹”一词,本指运用算筹,后引申为谋略之意,最早出自于汉高祖刘邦张良的评价:“运筹帷幄之中,决胜千里之外。”中国在1956年曾用过“运用学”的名字,并于1957年正式定名为“运筹学”,于1980年成立中国运筹学会(ORSC),随后于1982年加入国际运筹学联合会(IFORS)。

分支

  • 数学规划
    • 线性规划
    • 非线性规划
    • 整数规划
    • 目标规划
    • 动态规划
    • 参数规划
    • 随机规划
    • 组合最优化
  • 金融工程
  • 机器学习
  • 图论
  • 排队论
  • 存贮论
  • 对策论博弈论
  • 决策论
  • 搜索论
  • 统筹论
  • 最优化

延伸阅读

  • R. E. Bellman, Dynamic Programming, Princeton University Press, Princeton, 1957
  • Abraham Charnes, William W. Cooper, Management Models and Industrial Applications of Linear Programming, Volumes I and II, New York, John Wiley & Sons, 1961
  • Abraham Charnes, William W. Cooper, A. Henderson, An Introduction to Linear Programming, New York, John Wiley & Sons, 1953
  • C. West Churchman, Russell L. Ackoff & E. L. Arnoff, Introduction to Operations Research, New York: J. Wiley and Sons, 1957
  • George B. Dantzig, Linear Programming and Extensions, Princeton, Princeton University Press, 1963
  • Lester K. Ford, Jr., D. Ray Fulkerson, Flows in Networks, Princeton, Princeton University Press, 1962
  • Jay W. Forrester, Industrial Dynamics, Cambridge, MIT Press, 1961
  • L. V. Kantorovich, "Mathematical Methods of Organizing and Planning Production" Management Science, 4, 1960, 266–422
  • Ralph Keeney, Howard Raiffa, Decisions with Multiple Objectives: Preferences and Value Tradeoffs, New York, John Wiley & Sons, 1976
  • H. W. Kuhn, "The Hungarian Method for the Assignment Problem," Naval Research Logistics Quarterly, 1–2, 1955, 83–97
  • H. W. Kuhn, A. W. Tucker, "Nonlinear Programming," pp. 481–492 in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability
  • B. O. Koopman, Search and Screening: General Principles and Historical Applications, New York, Pergamon Press, 1980
  • Tjalling C. Koopmans, editor, Activity Analysis of Production and Allocation, New York, John Wiley & Sons, 1951
  • Charles C. Holt, Franco Modigliani, John F. Muth, Herbert A. Simon, Planning Production, Inventories, and Work Force, Englewood Cliffs, NJ, Prentice-Hall, 1960
  • Philip M. Morse, George E. Kimball, Methods of Operations Research, New York, MIT Press and John Wiley & Sons, 1951
  • Robert O. Schlaifer, Howard Raiffa, Applied Statistical Decision Theory, Cambridge, Division of Research, Harvard Business School, 1961
  • Frederick S. Hillier & Gerald J. Lieberman, Introduction to Operations Research, McGraw-Hill: Boston MA; 10th Edition, 2014
  • Taha, Hamdy A., "Operations Research: An Introduction", Pearson, 10th Edition, 2016
  • Robert J. Thierauf & Richard A. Grosse, "Decision Making Through Operations Research", John Wiley & Sons, INC, 1970
  • Harvey M. Wagner, Principles of Operations Research, Englewood Cliffs, Prentice-Hall, 1969
  • Saul I. Gass, Arjang A. Assad, An Annotated Timeline of Operations Research: An Informal History. New York, Kluwer Academic Publishers, 2005.
  • Saul I. Gass (Editor), Arjang A. Assad (Editor), Profiles in Operations Research: Pioneers and Innovators. Springer, 2011
  • Maurice W. Kirby (Operational Research Society (Great Britain)). Operational Research in War and Peace: The British Experience from the 1930s to 1970, Imperial College Press, 2003. ISBN 1-86094-366-7, ISBN 978-1-86094-366-9
  • J. K. Lenstra, A. H. G. Rinnooy Kan, A. Schrijver (editors) History of Mathematical Programming: A Collection of Personal Reminiscences, North-Holland, 1991
  • Charles W. McArthur, Operations Analysis in the U.S. Army Eighth Air Force in World War II, History of Mathematics, Vol. 4, Providence, American Mathematical Society, 1990
  • C. H. Waddington, O. R. in World War 2: Operational Research Against the U-boat, London, Elek Science, 1973.

外部链接