Operations Research Proceedings 2006 (eBook)

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)

Karl-Heinz Waldmann, Ulrike M. Stocker (Herausgeber)

eBook Download: PDF

2007
616 Seiten
Springer Berlin (Verlag)
978-3-540-69995-8 (ISBN)

Infos

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.

Inhalt

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

Produkt-Details

• Erscheint lt. Verlag: 11.8.2007
• Reihe/Serie: Operations Research Proceedings
• Reihe/Serie: Operations Research Proceedings
• Zusatzinfo: XX, 616 p.
• Verlagsort: Berlin
• Sprache: englisch
• Themenwelt: Wirtschaft ► Allgemeines / Lexika
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Planung / Organisation
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre
• Schlagworte: combinatorial optimization • Decision Theory • dynamic modeling • Econometrics • Game Theory • Mathematical economics • Metaheuristic • Modeling • Operations Research • Optimization • Scheduling • Simulation • Stochastic Programming • Supply Chain Management
• ISBN-10: 3-540-69995-3 / 3540699953
• ISBN-13: 978-3-540-69995-8 / 9783540699958