Haasis / Kopfer / Schönberger Operations Research Proceedings 2005

Selected Papers of the Annual International Conference of the German Operations Research Society (GOR)
1. Auflage 2006
ISBN: 978-3-540-32539-0
Verlag: Springer Berlin Heidelberg
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 2005, 822 Seiten

Reihe: Operations Research Proceedings

This volume contains a selection of 128 papers presented in lectures during the international scientific symposium 'Operations Research 2005' (OR 2005) held at the University of Bremen, September 7-9, 2005. This international conference took place under the auspices of the German Operations Research Society (GOR). The symposium had about 600 participants from countries all over the world. It attracted academics and practitioners working in various fields of Operations Research and provided them with the most recent advances in Operations Research as well as related areas in Economics, Mathematics, and Computer Science including the special interest streams Logistics and New Maritime Businesses. The program consisted of 3 plenary and 15 semi-plenary talks and about 400 contributed presentations selected by the program committee to be presented in 20 sections.

Autoren/Hrsg.

Haasis, Hans-Dietrich

Kopfer, Herbert

Schönberger, Jörn

Inhaltsverzeichnis

1;Preface of the Conference Chairs;5
2;Committees;7
3;Scientific Sections and Section Leaders;9
4;Contents;11
5;Part I Dissertation Award of the GOR;25
5.1;Zeitkontinuität in zeitdiskreten Modellen – Neue Ansätze für die Produktionsplanung in der Prozessindustrie;26
5.2;A Hierarchical Production Planning Approach for Multiprocessor Flow Shops;32
5.3;Representing Labor Demands in Airport Ground Staff Scheduling;38
5.4;Rapid Mathematical Programming or How to Solve Sudoku Puzzles in a Few Seconds;44
6;Part II Diploma Award of the GOR;51
6.1;Standortplanung von Einsatzkräften bei Großereignissen;52
7;Part III Logistics;59
7.1;Customer Selection and Profit Maximization in Vehicle Routing Problems;60
7.2;A Decision Support System for Strategic and Operational Planning of Road Feeder Services;66
7.3;Mehrdepot-Umlaufplanung: Berücksichtigung von Verschiebeintervallen f¨ur Fahrten in einem Time-Space-Netzwerk-basierten Modell;72
7.4;Adaptive Dienst- und Umlaufplanung im OPNV;78
7.5;Timber Transport Vehicle Routing Problems: Formulation and Heuristic Solution;84
7.6;Robustness in the Context of Autonomous Cooperating Logistic Processes: A Sustainability Perspective;90
7.7;Open Vehicle Routing Problem with Time Deadlines: Solution Methods and an Application;96
7.8;An Optimal Control Policy for Crossdocking Terminals;102
7.9;An Enumerative Approach to Rail-Truck Intermodal Transportation of Mixed Shipments;108
7.10;Some Remarks on the Stability of Production Networks;114
7.11;Simulating Dispatching Strategies for Automated Container Terminals;120
8;Part IV New Maritime Businesses;127
8.1;Integration of Berth Allocation and Crane Assignment to Improve the Resource Utilization at a Seaport Container Terminal;128
8.2;Simulation der Supply Chain für Offshore-Wind- Energie- Anlagen;134
8.3;Modeling and Solution for Yard Truck Dispatch Planning at Container Terminal;140
8.4;Strategic Tools for the Sustainable Development of Maritime Regions;146
9;Part V Production & Supply Chain Management;153
9.1;A Two-echelon Model for Inventory and Returns;154
9.2;Bestimmung von Losgrößen, Transportzyklen und Sicherheitsbeständen in unternehmens übergreifenden Wertschöpfungsketten;160
9.3;A Group Setup Strategy for PCB Assembly on a Single Automated Placement Machine;166
9.4;Optionsbündelung und Fertigungsablauf in der Automobilindustrie;172
9.5;A Heuristic Method for Large-Scale Batch Scheduling in the Process Industries;178
9.6;Planning Disassembly for Remanufacturing Under a Rolling Schedule Environment;184
9.7;An LP-based Heuristic Approach for Strategic Supply Chain Design;190
9.8;Der Einfluss von alternativen Bezugsquellen auf die opt imale Beschaffungsstrategie;196
9.9;Distributed Planning in Product Recovery Networks;202
9.10;Valuing Product Portfolios Under Uncertainty and Limited Capacity;208
9.11;Entwicklung eines reaktiven Schedulingsystems für die Prozessindustrie;214
9.12;Recovery Knowledge Acquisition in Medium and Long Term Planning of a Joint Manufacturing / Remanufacturing System;220
10;Part VI Finance, Banking and Insurance;227
10.1;Performance Measurement of Hedge Fund Indices - Does the Measure Matter?;228
10.2;On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models;234
10.3;Dynamic Replication of Non-Maturing Assets and Liabilities;240
10.4;Portfolio Optimization Under Partial Information and Convex Constraints in a Hidden Markov Model;246
10.5;Robuste Portfoliooptimierung: Eine kritische Bestandsaufnahme und ein Vergleich alternativer Verfahren;252
10.6;Effizienzanalyse deutscher Banken mit Data Envelopment Analysis und Stabilit atsanalysen;258
11;Part VII Artificial Intelligence and Fuzzy Logic;265
11.1;Duality in Fuzzy Multiple Objective Linear Programming;266
11.2;Variable Subset Selection for Credit Scoring with Support Vector Machines;274
11.3;Genetically Constructed Kernels for Support Vector Machines;280
11.4;Optimierung von Warteschlangensystemen durch Approximation mit Neuronalen Netzen;286
11.5;Aktienkursprognose anhand von Jahresabschlussdaten mittels Künstlicher Neuronaler Netze und ökonometrischer Verfahren;292
12;Part VIII Discrete and Combinatorial Optimization;299
12.1;On the Computational Performance of a Semide.nite Programming Approach to Single Row Layout Problems;300
12.2;On Some Probability Inequalities for Some Discrete Optimization Problems;306
12.3;Two-Dimensional Cutting Stock Problem Under Low Demand: a Study Case;314
12.4;Length-Bounded and Dynamic k-Splittable Flows ;320
12.5;Locating and Sizing Bank-Branches by Opening, Closing or Maintaining Facilities;326
12.6;Simulated Annealing Based Algorithm for the 2D Bin Packing Problem with Impurities;332
12.7;LP-based Genetic Algorithm for the Minimum Graph Bisection Problem;338
12.8;Scheduling Departures at Airports – a MILP Approach;344
12.9;Optimization of Sheet Metal Products;350
12.10;Modellierung von Entscheidungsproblemen in der Lehre - Ein Erfahrungsbericht;360
12.11;A Column Generation Approach to Airline Crew Scheduling;366
12.12;A Flexible Model and Efficient Solution Strategies for Discrete Location Problems;372
12.13;Finding Feasible Solutions to Hard Mixed-integer Programming Problems Using Hybrid Heuristics;378
12.14;Optimisation of the Variant Combination of Control Units Considering the Order History;384
12.15;Solving a Dynamic Real-Life Vehicle Routing Problem;390
12.16;Heuristic Enhancements to the k-best Method for Solving Biobjective Combinatorial Optimisation Problems;396
13;Part IX Routing and Networks;403
13.1;Sollen Anschlussverbindungen bei Verspätungen unterbrochen werden? - Ein Ansatz zur Formulierung der Fragestellung in der Theorie des Option Pricing;404
13.2;Some Remarks on the GIST Approach for the Vehicle Routing Problem with Pickup and Delivery and Time Windows (VRPPDTW);410
13.3;Analyse der Beschleunigung des A*-Verfahrens durch verbesserte Schätzer für die Restdistanz;416
13.4;Modelling Transport Networks by Means of Autonomous Units;422
13.5;Routing in Line Planning for Public Transport;428
13.6;Tourenplanung mittelst¨andischer Speditionsunternehmen in St uckgutkooperationen;434
13.7;Closed Networks of Generalized S-queues with Unreliable Servers;440
14;Part X OR Applications in Health and Life Sciences;447
14.1;A Set Packing Approach for Scheduling Elective Surgical Procedures;448
14.2;Locating Health Facilities in Nouna District, Burkina Faso;454
14.3;A Dual Algorithm to Obtain Highly Practical Solutions in Static Multileaf Collimation;460
14.4;Challenges in the Optimization of Biosystems II: Mathematical Modeling and Stability Analysis of Gene-Expression Patterns in an Extended Space and with Runge-Kutta Discretization;466
15;Part XI Continuous Optimization;475
15.1;Wavelet Schemes for Linear–Quadratic Elliptic Control Problems;476
16;Part XII Econometrics, Game Theory and Mathematical Economics;483
16.1;Aggregate Game and International Fishery with Several Countries;484
16.2;A Centrist Poverty Index;490
16.3;Does a Market Sensitive Price Strategy Pay Off in an Oligopoly Market Disturbed by Competitors Without Any Concept?;494
16.4;Order Stable Solutions for Two-sided Matching Problems;500
16.5;Data Mining for Big Data Macroeconomic Forecasting: A Complementary Approach to Factor Models;506
16.6;Dominance and Equilibria in the Path Player Game;512
16.7;Exact Solution to a Class of Stochastic Resource Extraction Problems;518
16.8;Investment Attraction and Tax Reform: a Stochastic Model;524
16.9;Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions;530
16.10;Exit in Duopoly Under Uncertainty and Incomplete Information;536
16.11;Real Option Approach on Implementation of Wind-diesel Hybrid Generators;542
17;Part XIII e-Business and Computer Sciences;549
17.1;Mobile Dienste zum Terminmanagement bei Geschäftsprozessen mit Kundenkontakt;550
17.2;Biometrische Absicherung von Web- Applikationen mit BioW3;556
17.3;Performance-Measurement- und Analyse- Konzepte im Hochschulcontrolling;562
17.4;Risikoanalyse und Auswahl von Maßnahmen zur Gewährleistung der IT- Sicherheit;568
17.5;m-Parking - Mobile Parking Payment Systems in Europa;574
18;Part XIV Sustainable Systems;581
18.1;Energieorientierte Maschinenbelegungsplanung auf Basis evolutionärer Algorithmen;582
18.2;Multi Objective Pinch Analysis (MOPA) Using PROMETHEE to Evaluate Resource Efficiency;588
18.3;An Emission Analysis on Toxic Substances (SPM and NOx) from Transportation Network System in Tokyo of Japan;594
18.4;Planning and Evaluation of Sustainable Reverse Logistics Systems;600
19;Part XV Revenue Management;607
19.1;Simultaneous Dynamic Pricing and Lot-sizing Decision for a Discrete Number of Price Variations;608
19.2;Optimal Fares for Public Transport;614
19.3;Auswirkungen eines kontinuierlichen Fleet Assignment Prozesses;620
20;Part XVI Marketing;628
20.1;Monotonic Spline Regression to Estimate Promotional Price E.ects: A Comparison to Benchmark Parametric Models;630
20.2;Robust Preference Measurement;636
20.3;Improving the Predictive Validity of Quality Function Deployment by Conjoint Analysis: A Monte Carlo Comparison;642
20.4;System Dynamics Based Prediction of New Product Diffusion: An Evaluation;648
21;Part XVII Managerial Accounting;655
21.1;Portfolio Optimization as a Tool for Knowledge Management;656
21.2;Berücksichtigung nicht-finanzieller Aspekte im Rahmen eines Entscheidungsmodells für Zwecke der Unternehmenssteuerung;662
21.3;Wirtschaftliche Folgen von Verträgen – eine Simulationsstudie;668
22;Part XVIII Tourism, Entertainment and Sports;675
22.1;Identifying Segments of a Domestic Tourism Market by Means of Data Mining;676
23;Part XIX Scheduling and Project Management;683
23.1;Scheduling Tests in Automotive R&D Projects;684
23.2;Cyclic Scheduling Problems with Linear Precedences and Resource Constraints;690
23.3;Ein System zur Losung multikriterieller Probleme der Ablaufplanung;696
23.4;On a Single Machine Due Date Assignment and Scheduling Problem with the Rate- Modifying Activity;702
23.5;Primal-Dual Combined with Constraint Propagation for Solving RCPSPWET;708
23.6;Ein Ameisenalgorithmus fiir die ressourcenbeschrankte Projektplanung mit Zeitfenstern und Kalendern;714
23.7;The Flow Shop Problem with Random Operation Processing Times;720
23.8;A Heuristic Solution for a Driver-Vehicle Scheduling Problem;726
23.9;Scheduling Jobs with Uncertain Parameters: Analysis of Research Directions;732
23.10;Job-Shop Scheduling by GA. A New Crossover Operator;738
23.11;Robotic Cells: Configurations, Conjectures and Cycle Functions;744
24;Part XX Technology and Innovation;751
24.1;Robot Task Planning for Laser Remote Welding;752
24.2;Technologischer Fortschritt in der deutschen Bankenwirtschaft;758
24.3;Consistency Matrices Within Scenario Technique: An Empirical Investigation;764
24.4;Distributed Neurosimulation;770
25;Part XXI Decision Theory;777
25.1;Multi-Criteria Decision Support and Uncertainty Handling, Propagation and Visualisation for Emergency and Remediation Management;778
25.2;Interactive Decision Support Based on Multiobjective Evolutionary Algorithms;784
25.3;Using a Combination of Weighting Methods in Multiattribute Decision-Making;790
25.4;Gremienentscheidungen bei partiellen Präferenzordnungen;796
25.5;The Impact of Preference Structures in Multi-Issue Negotiations - an Empirical Analysis;802
26;Part XXII Applied Probability;809
26.1;Stochastic Analysis of the Traffic Confluence at the Crossing of a Major and a Minor Road;810
26.2;Decomposition in Multistage Stochastic Programs with Individual Probability Constraints;816
26.3;Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains;822
26.4;On State Space Truncation of Finite Jackson Networks;828
26.5;Numerical Method for the Single-Server Bulk- Service Queuing System with Variable Service Capacity, M/ Gy/ 1, with Discretized Service Time Probability Distribution;834
26.6;Worst-case VaR and CVaR;840

Leseproben

A Two-echelon Model for Inventory and Returns ( p. 131)

Allen H. Tai and Wai-Ki Ching

Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong, China. [e-mail], [e-mail]

Summary.

We consider an Markovian model for a two-echelon inventory/return system. The system consists of a supply plant with in.nite capacity and a central warehouse for inventory and returns. There is also a number of local warehouses which are also able to re-manufacture products. To obtain a high service level of handling inventory and returns, lateral transshipment of demands is allowed among the local warehouses.

1 Introduction

The efficiency of product/service delivery is one of the major concerns in many industries including re-manufacturing industry. Since customers are usually scattered over a large regional area, a network of locations (local warehouses) for inventory of products and handling of returns is necessary to maintain a high service level. In our study, Lateral Transshipment (LT) is allowed among the local warehouses to enhance the service level. LTs are also very practical in many organizations having multiple locations linked by computers.

Substantial savings can be realized by the sharing of inventory in the local warehouses [15]. A number of research publications have been appeared in this area. Kukreja et. al [9] developed a single-echelon and multi-location inventory model for slow moving and consumable products. Moinzadeh and Schmidt [12] studied the emergency replenishment for a single-echelon model with deterministic lead times.

Aggarwal and Moinzadeh [2] then extended the idea to a two-echelon model. Ching [5] considered a multi-location inventory system where the process of LT is modelled by Markov-modulated Poisson Process (MMPP). Both numerical algorithm and analytic approximation have been developed to solve the steady-state probability distribution of the system [5, 8]. Lee [10] and Axsäter [3] considered a two-echelon system in which the local warehouses are grouped together. Within the group, the warehouses were assumed to be identical.

Simulation study of a two-echelon system can also be found in [14]. Alfredsson and Verrijdt [1] considered a two-echelon inventory system for service parts with emergency supply options in terms of LT and direct delivery. In this paper, we consider an inventory/returns model based on the framework and analysis discussed in [1, 10].

The model of the system consists of a supply plant with infinite capacity, a central warehouse and a number of local warehouses with re-manufacturing capacity. Here we consider a queueing model for a two-echelon inventory system. Queueing model is a useful tool for many inventory models and manufacturing systems [4, 5, 7, 8].

2 The Two-echelon System

In this section, we present a two-echelon system based on the framework discussed in [1, 10]. The system consists of a supply plant with infinite capacity, a central warehouse (maximum capacity C) and n identical local warehouses (each has a capacity of L), see Fig. 1.