A Set of Examples of Global and Discrete Optimization: Applications of Bayesian Heuristic Approach

摘要: The following topics are important teaching operation research: games theory, decision utility queuing scheduling discrete opti­ mization. These illustrated and the connection with global optimization is shown considering mathematical models: - competition model fixed resource prices, Nash equilibrium, free Walras inspector's problem, multi-stage game model, "Star War" differential "Portfolio" investment exchange rate prediction, Auto-Regression-Moving-Average (ARMA) optimal scheduling, Bayesian heuristic "Bride's" sequential statistical decisions model. first seven models solved using a set of algorithms continuous stochastic optimization. software GM (see (19)) used. underlying theory this solution described in (19, 17). last an example dynamic programming. For better understanding, all formulated simplest terms as "class­ room" examples. However, each these can be regarded simple representations families real-life problems. Therefore may interest for application experts, too. paper split into two parts. In part one (18) five de­ scribed. rest three accompanyiing considered.