運籌學

运筹学Operations Research,又被称作),是一门應用數學学科,利用统计学数学模型資料科學等方法,去尋找複雜問題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。研究最佳化模型的規劃論,研究排隊(或服務)模型的排隊論,及研究博弈模型的博弈論是運籌學最早的三個重要分支,通常稱為運籌學早期的三大支柱。隨著學科的發展和計算機的出現,現在分支更細,名目更多。

歷史

學界通常將作業研究(Operations research, 在英国称為 Operational research 或 OR/MS, management science)的起源定為第二次世界大戰期間,英美兩國為有效地配置各項資源,因而召集科學家成立專門針對軍事作業規劃進行研究 (Research on military operations) 的團隊。這些團隊的研究成果幫助聯軍打贏了「不列顛空戰」 (Air Battle of Britain)、「北大西洋戰爭」 (Battle of the North Atlantic)、「太平洋島嶼戰爭」 (Island Campaign in the Pacific)。例如:在「不列顛空戰」中,英國軍方指派 Patrick Maynard Stuart Blackett (1948諾貝爾物理獎得主) 所成立的 Blackett Circus,就探討應如何部署與應用所擁有的雷達系統,才能更有效地偵測德軍戰機的攻擊。

美國運籌學會創始人之一P.M.Morse在20世紀50年代初給運籌學做出了如下定義:“運籌學是為領導機構對其控制下的業務活動作決策時提供定量依據的科學方法”,它反映出運籌學初期的主要作用。

1947年 Charles Kittel 發表文章建議將戰時以科學技術與方法協助進行軍事與政策規劃的成果轉移到和平用途,並鼓勵成立作業研究團隊 (Operations Research groups) 以協助政府部門與企業。這篇文章開始了 “作業研究” 一詞,可惜這用詞卻誤導了一些初學者,使他們誤以為這領域的技術與方法只適用於操作性的事務 (Operational tasks)。為避免造成誤解,目前有許多學者儘量改以 “管理科學” (Management Sciences) 稱呼這個學術領域。

「運籌」一詞,本指運用算籌,後引申為謀略之意,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,于1957年正式定名为“”,于1980年成立(ORSC),并于1982年加入国际运筹学联合会(IFORS)。(但是與本文無關)

分支

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.

外部連結

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