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This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.

Probabilities. --- Mathematics. --- Probability Theory. --- Applications of Mathematics. --- Teoria de cues --- Processos estocàstics --- Equacions diferencials

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Enginyeria industrial --- Investigació operativa --- Enginyeria de la gestió --- Tecnologia industrial --- Enginyeria --- Automatització --- Control de qualitat --- Costos de producció --- Enginyeria de producció --- Enginyeria de sistemes --- Ergonomia --- Fabricació --- Fabricació integrada per ordinador --- Gestió de projectes --- Organització del treball --- Psicologia del treball --- Enginyers industrials --- Investigació --- Assignació de recursos --- Mètodes de simulació --- Programació (Matemàtica) --- Teoria de cues --- Industrial engineering --- Operations research

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Research --- Operations research. --- Evaluation. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- System theory --- Avaluació --- Investigació operativa --- Investigació --- Assignació de recursos --- Mètodes de simulació --- Programació (Matemàtica) --- Teoria de cues --- Enginyeria de sistemes --- Autoavaluació --- Avaluació de les feines --- Avaluació del personal --- Avaluació del risc --- Avaluació de sistemes educatius --- Avaluació educativa --- Avaluació en programes socials --- Avaluació de serveis socials --- Avaluació sensorial --- Premis --- Valoració d'empreses

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Business logistics. --- Operations research --- Logística industrial --- Investigació operativa --- Methodology. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Supply chain management --- Industrial management --- Logistics --- Investigació --- Assignació de recursos --- Mètodes de simulació --- Programació (Matemàtica) --- Teoria de cues --- Enginyeria de sistemes --- Cadenes logístiques --- Gestió de la cadena de subministrament --- Gestió de materials --- Logística --- Logística de mercaderies --- Logística del transport de mercaderies --- Logística (Indústria) --- Planificació de la cadena de subministrament --- Emmagatzematge --- Infraestructures (Transport) --- Intercanvi electrònic de dades --- Transport de mercaderies

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The third edition of this handbook is designed to provide a broad coverage of the concepts, implementations, and applications in metaheuristics. The book’s chapters serve as stand-alone presentations giving both the necessary underpinnings as well as practical guides for implementation. The nature of metaheuristics invites an analyst to modify basic methods in response to problem characteristics, past experiences, and personal preferences, and the chapters in this handbook are designed to facilitate this process as well. This new edition has been fully revised and features new chapters on swarm intelligence and automated design of metaheuristics from flexible algorithm frameworks. The authors who have contributed to this volume represent leading figures from the metaheuristic community and are responsible for pioneering contributions to the fields they write about. Their collective work has significantly enriched the field of optimization in general and combinatorial optimization in particular. Metaheuristics are solution methods that orchestrate an interaction between local improvement procedures and higher level strategies to create a process capable of escaping from local optima and performing a robust search of a solution space. In addition, many new and exciting developments and extensions have been observed in the last few years. Hybrids of metaheuristics with other optimization techniques, like branch-and-bound, mathematical programming or constraint programming are also increasingly popular. On the front of applications, metaheuristics are now used to find high-quality solutions to an ever-growing number of complex, ill-defined real-world problems, in particular combinatorial ones. This handbook should continue to be a great reference for researchers, graduate students, as well as practitioners interested in metaheuristics.

Mathematical optimization --- Operations research --- Operations research. --- Computer science. --- Operations Research/Decision Theory. --- Operations Research, Management Science. --- Math Applications in Computer Science. --- Informatics --- Science --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Decision making. --- Management science. --- Computer science—Mathematics. --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Quantitative business analysis --- Statistical decision --- Decision making --- Optimització matemàtica --- Investigació operativa. --- Investigació --- Assignació de recursos --- Mètodes de simulació --- Programació (Matemàtica) --- Teoria de cues --- Enginyeria de sistemes --- Jocs d'estratègia (Matemàtica) --- Optimització combinatòria --- Programació dinàmica --- Anàlisi de sistemes --- Computer science --- Operations Research and Decision Theory. --- Operations Research, Management Science . --- Mathematical Applications in Computer Science. --- Mathematics.