Waldmann / Stocker Operations Research Proceedings 2006

Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Jointly Organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR)
1. Auflage 2007
ISBN: 978-3-540-69995-8
Verlag: Springer Berlin Heidelberg
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 2006, 616 Seiten

Reihe: Operations Research Proceedings

This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 held at the University of Karlsruhe. The symposium presented the state of the art in Operations Research and related areas in Economics, Mathematics, and Computer Science and demonstrated the broad applicability of its core themes, placing particular emphasis on Basel II, one of the most topical challenges of Operations Research.

Autoren/Hrsg.

Waldmann, Karl-Heinz

Stocker, Ulrike M.

Inhaltsverzeichnis

1;Preface;5
2;Committees;6
3;Scientific Sections and Section Chairs;7
4;Contents;9
5;GOR Unternehmenspreis 2006;19
5.1;Staff and Resource Scheduling at Airports;20
6;GOR Dissertationspreis 2006;25
6.1;Produktionsplanung bei Variantenfließfertigung;26
6.2;Scheduling Buses and School Starting Times;31
6.3;Dynamisches Bestandsmanagement in der Kreislauflogistik;37
6.4;Periodic Timetable Optimization in Public Transport;43
6.5;Determining SMB Superstructures by Mixed- Integer Optimal Control;51
7;GOR Diplomarbeitspreis 2006;57
7.1;Complexity of Pure-Strategy Nash Equilibria in Non- Cooperative Games;58
7.2;Traffic Optimization Under Route Constraints with Lagrangian Relaxation and Cutting Plane Methods;65
7.3;Fare Planning for Public Transport;72
8;Plenary and Semi-Plenary Talks;78
8.1;Recent Advances in Robust Optimization;79
8.2;Neuro-Dynamic Programming: An Overview and Recent Results;80
8.3;Basel II – Achievements and Challenges;82
8.4;How to Model Operational Risk If You Must;89
8.5;Integer Quadratic Programming Models in Computational Biology;90
8.6;On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions;103
8.7;Bilevel Programming and Price Setting Problems;115
8.8;Reliable Geometric Computing;116
8.9;Financial Optimization;117
8.10;Capital Budgeting: The Role of Cost Allocations;118
8.11;An Overview on the Split Delivery Vehicle Routing Problem;125
8.12;Collaborative Planning - Concepts, Framework and Challenges;130
8.13;Promoting e–Efficiency in Multiple Objective Programming: Theory, Methodology, and Application;131
9;Business Intelligence, Forecasting and Marketing;132
9.1;Combining Support Vector Machines for Credit Scoring;133
9.2;Nutzung von Data-Mining-Verfahren zur Indexprognose;139
9.3;Zur Entscheidungsunterstützung bei netzeffektbasierten Gütern;145
10;Discrete and Combinatorial Optimization;151
10.1;Nonserial Dynamic Programming and Tree Decomposition in Discrete Optimization;152
10.2;Mixed-Model Assembly Line Sequencing Using Real Options;158
10.3;A New Approach for Mixed-Model Assembly Line Sequencing;165
10.4;On Asymptotically Optimal Algorithm for One Modification of Planar 3- dimensional Assignment Problem;171
10.5;A Multi-Objective Particle Swarm for a Mixed- Model Assembly Line Sequencing;176
10.6;FLOPC++ An Algebraic Modeling Language Embedded in C++;182
10.7;Two-Machine No-Wait Flow Shop Scheduling Problem with Precedence Constraints;186
10.8;A Multi-Commodity Flow Approach for the Design of the Last Mile in Real- World Fiber Optic Networks;192
10.9;On the Cycle Polytope of a Directed Graph and Its Relaxations;198
10.10;Modelling Some Robust Design Problems via Conic Optimization;204
10.11;Polynomial Algorithms for Some Hard Problems of Finding Connected Spanning Subgraphs of Extreme Total Edge Weight;210
11;Econometrics, Game Theory and Mathematical Economics;216
11.1;A Multidimensional Poverty Index;217
11.2;Parameter Estimation for Stock Models with Non- Constant Volatility Using Markov Chain Monte Carlo Methods;220
11.3;A Simulation Application for Predator-Prey Systems;226
11.4;Robustness of Econometric Variable Selection Methods;232
11.5;Using Shadow Prices to Reveal Personal Preferences in a Two- Stage Assignment Problem;238
12;Energy and Environment;244
12.1;Scheduling of Electrical Household Appliances with Price Signals;245
12.2;Stochastic Optimization in Generation and Trading Planning;251
12.3;Design of Electronic Waste Recycling System in China;257
12.4;A Coherent Spot/Forward Price Model with Regime- Switching;263
13;Finance, Banking and Insurance;271
13.1;A Management Rule of Thumb in Property- Liability Insurance;272
13.2;Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers;278
13.3;Optimizing Credit Risk Mitigation Effects of Collaterals Under Basel II;284
13.4;A New Methodology to Derive a Bank’s Maturity Structure Using Accounting- Based Time Series Information;290
13.5;Sensitivity of Stock Returns to Changes in the Term Structure of Interest Rates – Evidence from the German Market;296
13.6;The Valuation of Localization Investments with Real Options: A Case from Turkish Automotive Industry;302
14;Health and Life Science;308
14.1;ILP Models for a Nurse Scheduling Problem;309
14.2;Process Optimization and Efficient Personnel Employment in Hospitals;315
15;Logistics and Transport;321
15.1;Inventory Control in Logistic and Production Networks;322
15.2;Vehicle and Crew Scheduling with Flexible Timetable;327
15.3;Lenk- und Ruhezeiten in der Tourenplanung;331
15.4;Transport Channel Selection;337
15.5;A Sampling Procedure for Real-Life Rich Vehicle Routing Problems;343
15.6;Market-Oriented Airline Service Design;349
15.7;‘T’ for Tabu and Time Dependent Travel Time;355
15.8;Integrated Operational Transportation Planning in Theory and Practice;361
16;Managerial Accounting and Auditing;367
16.1;Investment Incentives from Goal-Incongruent Performance Measures: Experimental Evidence;368
17;Metaheuristics and Decision Support Systems;374
17.1;Modelling Qualitative Information in a Management Simulation Game;375
17.2;Schedule This - A Decision Support System for Movie Shoot Scheduling;381
17.3;A Framework for Truth Maintenance in Multi- Agent Systems;388
18;Multi Criteria Decision Theory;394
18.1;Preference Sensitivity Analyses for Multi- Attribute Decision Support;395
18.2;MCDA in Analyzing the Recycling Strategies in Malaysia;401
18.3;Dimensionality Reduction in Multiobjective Optimization: The Minimum Objective Subset Problem;407
18.4;Multikriterielle Entscheidungsunterstützung zur Auswahl von Lagersystemen in der Ersatzteillogistik;414
19;Network Optimization, Graphs and Traffic;420
19.1;Automatic Determination of Clusters;421
19.2;Online Dial-A-Ride Problem with Time Windows: An Exact Algorithm Using Status Vectors;427
20;Operational and Credit Risk;433
20.1;Die Anwendung des Verlustverteilungsansatzes zur Quantifizierung operationeller Risiken;434
21;Production and Supply Chain Management;439
21.1;Betriebskennlinien-Management als Performancemessungs- und - planungskonzept bei komplexen Produktionsprozessen;440
21.2;Über verschiedene Ansätze zur Ermittlung von Betriebskennlinien – Eine Anwendungsstudie aus der Halbleiterindustrie;446
21.3;The Use of Chance Constrained Programming for Disassemble- to- Order Problems with Stochastic Yields;452
21.4;Optimal Usage of Flexibility Instruments in Automotive Plants;458
21.5;Comparison of Stochastic- and Guaranteed- Service Approaches to Safety Stock Optimization in Supply Chains;464
21.6;A Stochastic Lot-Sizing and Scheduling Model;470
21.7;A Disassemble-to-Order Heuristic for Use with Constrained Disassembly Capacities;476
21.8;Supply Chain Management and Advanced Planning in the Process Industries;482
21.9;Production Planning in Dynamic and Seasonal Markets;488
21.10;A Branch and Bound Algorithm Based on DC Programming and DCA for Strategic Capacity Planning in Supply Chain Design for a New Market Opportunity;494
22;Scheduling and Project Management;500
22.1;Branching Based on Home-Away-Pattern Sets;501
22.2;Priority-Rule Methods for Project Scheduling with Work Content Constraints;507
22.3;Entscheidungsunterstützung für die Projektportfolioplanung mit mehrfacher Zielsetzung;513
22.4;Eine Web-Service basierte Architektur für ein Multi- Agenten System zur dezentralen Multi- Projekt Planung;519
22.5;Approaches to Solving RCPSP Using Relaxed Problem with Consumable Resources;525
23;Simulation and Applied Probability;531
23.1;Risk-Sensitive Optimality Criteria in Markov Decision Processes;532
23.2;Trading Regions Under Proportional Transaction Costs;539
23.3;Uniform Random Rational Number Generation;545
23.4;The Markov-Modulated Risk Model with Investment;551
23.5;Optimal Portfolios Under Bounded Shortfall Risk and Partial Information;557
23.6;OR for Simulation and Its Optimization;563
24;Stochastic Programming;569
24.1;Multistage Stochastic Programming Problems; Stability and Approximation;570
24.2;ALM Modeling for Dutch Pension Funds in an Era of Pension Reform;576
25;System Dynamics and Dynamic Modelling;582
25.1;Identifying Fruitful Combinations Between System Dynamics and Soft OR;583