[Math] Introduction to Operations Research

operations researchoptimizationreference-requestself-learning

I am a first year graduate student and my advisor wants me to learn about operations research and to use stochastic integer programming in my research. He keeps giving me papers to read but they regularly go over my head with their use of notation and lack of putting things into terms that I can understand.

Does anyone know of a good introductory work that could get me to a level where I could actually start understanding papers enough to ask more insightful questions here? Preferably something that has numerical examples so that I can follow that math through the process and see the algorithms in action.

Best Answer

If you are totally new to Operations Research, I suggest you to go through one of the Introduction to Operations Research by Frederick S Hillier and Gerald J. Lieberman, Operations Research: An Introduction by Hamdy A. Taha and Operations Research: Applications and Algorithms by Wayne L. Winston. All of these three are general books for beginners. They have been used for undergraduate courses in Operations Research. The last one by Winston contains some stochastic programming chapter already. Later on, you may take a deeper look into other textbooks for stochastic programming more specifically.