Operations Research Proceedings 2006: Selected Papers of the Annual International Conference of the German Operations Research Society (Gor), Jointly

ISBN-13: 9783540699941 / Angielski / Miękka / 2007 / 640 str.

Karl-Heinz Waldmann; Ulrike M. Stocker

Opis

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.

Recenzje

From the reviews:

"'Operations Research Proceedings 2006' is a collection of selected papers that have been presented at the 2006 joint conference of the Austrian, German and Swiss Operational Research Societies (OGOR, GOR, SVOR) in Karlsruhe, Germany. ... could be valuable for researchers who have been unable to participate in the event but still want to grasp some of its material. In my opinion, it is ... recommended for students." (M. J. Geiger, Journal of the Operational Research Society, Vol. 61 (12), 2010)

Spis treści

GOR Unternehmenspreis 2006.- Staff and Resource Scheduling at Airports.- GOR Dissertationspreis 2006.- Produktionsplanung bei Variantenfließfertigung.- Scheduling Buses and School Starting Times.- Dynamisches Bestandsmanagement in der Kreislauflogistik.- Periodic Timetable Optimization in Public Transport.- Determining SMB Superstructures by Mixed-Integer Optimal Control.- GOR Diplomarbeitspreis 2006.- Complexity of Pure-Strategy Nash Equilibria in Non-Cooperative Games.- Traffic Optimization Under Route Constraints with Lagrangian Relaxation and Cutting Plane Methods.- Fare Planning for Public Transport.- Plenary and Semi-Plenary Talks.- Recent Advances in Robust Optimization.- Neuro-Dynamic Programming: An Overview and Recent Results.- Basel II — Achievements and Challenges.- How to Model Operational Risk If You Must.- Integer Quadratic Programming Models in Computational Biology.- On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions.- Bilevel Programming and Price Setting Problems.- Reliable Geometric Computing.- Financial Optimization.- Capital Budgeting: The Role of Cost Allocations.- An Overview on the Split Delivery Vehicle Routing Problem.- Collaborative Planning - Concepts, Framework and Challenges.- Promoting ?-Efficiency in Multiple Objective Programming: Theory, Methodology, and Application.- Business Intelligence, Forecasting and Marketing.- Combining Support Vector Machines for Credit Scoring.- Nutzung von Data-Mining-Verfahren zur Indexprognose.- Zur Entscheidungsunterstützung bei netzeffektbasierten Gütern.- Discrete and Combinatorial Optimization.- Nonserial Dynamic Programming and Tree Decomposition in Discrete Optimization.- Mixed-Model Assembly Line Sequencing Using Real Options.- A New Approach for Mixed-Model Assembly Line Sequencing.- On Asymptotically Optimal Algorithm for One Modification of Planar 3-dimensional Assignment Problem.- A Multi-Objective Particle Swarm for a Mixed-Model Assembly Line Sequencing.- FLOPC++ An Algebraic Modeling Language Embedded in C++.- Two-Machine No-Wait Flow Shop Scheduling Problem with Precedence Constraints.- A Multi-Commodity Flow Approach for the Design of the Last Mile in Real-World Fiber Optic Networks.- On the Cycle Polytope of a Directed Graph and Its Relaxations.- Modelling Some Robust Design Problems via Conic Optimization.- Polynomial Algorithms for Some Hard Problems of Finding Connected Spanning Subgraphs of Extreme Total Edge Weight.- Econometrics, Game Theory and Mathematical Economics.- A Multidimensional Poverty Index.- Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods.- A Simulation Application for Predator-Prey Systems.- Robustness of Econometric Variable Selection Methods.- Using Shadow Prices to Reveal Personal Preferences in a Two-Stage Assignment Problem.- Energy and Environment.- Scheduling of Electrical Household Appliances with Price Signals.- Stochastic Optimization in Generation and Trading Planning.- Design of Electronic Waste Recycling System in China.- A Coherent Spot/Forward Price Model with Regime-Switching.- Finance, Banking and Insurance.- A Management Rule of Thumb in Property-Liability Insurance.- Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers.- Optimizing Credit Risk Mitigation Effects of Collaterals Under Basel II.- A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information.- Sensitivity of Stock Returns to Changes in the Term Structure of Interest Rates — Evidence from the German Market.- The Valuation of Localization Investments with Real Options: A Case from Turkish Automotive Industry.- Health and Life Science.- ILP Models for a Nurse Scheduling Problem.- Process Optimization and Efficient Personnel Employment in Hospitals.- Logistics and Transport.- Inventory Control in Logistic and Production Networks.- Vehicle and Crew Scheduling with Flexible Timetable.- Lenk- und Ruhezeiten in der Tourenplanung.- Transport Channel Selection.- A Sampling Procedure for Real-Life Rich Vehicle Routing Problems.- Market-Oriented Airline Service Design.- ‘T’ for Tabu and Time Dependent Travel Time.- Integrated Operational Transportation Planning in Theory and Practice.- Managerial Accounting and Auditing.- Investment Incentives from Goal-Incongruent Performance Measures: Experimental Evidence.- Metaheuristics and Decision Support Systems.- Modelling Qualitative Information in a Management Simulation Game.- Schedule This - A Decision Support System for Movie Shoot Scheduling.- A Framework for Truth Maintenance in Multi-Agent Systems.- Multi Criteria Decision Theory.- Preference Sensitivity Analyses for Multi-Attribute Decision Support.- MCDA in Analyzing the Recycling Strategies in Malaysia.- Dimensionality Reduction in Multiobjective Optimization: The Minimum Objective Subset Problem.- Multikriterielle Entscheidungsunterstützung zur Auswahl von Lagersystemen in der Ersatzteillogistik.- Network Optimization, Graphs and Traffic.- Automatic Determination of Clusters.- Online Dial-A-Ride Problem with Time Windows: An Exact Algorithm Using Status Vectors.- Operational and Credit Risk.- Die Anwendung des Verlustverteilungsansatzes zur Quantifizierung operationeller Risiken.- Production and Supply Chain Management.- Betriebskennlinien-Management als Performancemessungs- und -planungskonzept bei komplexen Produktionsprozessen.- Über verschiedene Ansätze zur Ermittlung von Betriebskennlinien — Eine Anwendungsstudie aus der Halbleiterindustrie.- The Use of Chance Constrained Programming for Disassemble-to-Order Problems with Stochastic Yields.- Optimal Usage of Flexibility Instruments in Automotive Plants.- Comparison of Stochastic- and Guaranteed-Service Approaches to Safety Stock Optimization in Supply Chains.- A Stochastic Lot-Sizing and Scheduling Model.- A Disassemble-to-Order Heuristic for Use with Constrained Disassembly Capacities.- Supply Chain Management and Advanced Planning in the Process Industries.- Production Planning in Dynamic and Seasonal Markets.- A Branch and Bound Algorithm Based on DC Programming and DCA for Strategic Capacity Planning in Supply Chain Design for a New Market Opportunity.- Scheduling and Project Management.- Branching Based on Home-Away-Pattern Sets.- Priority-Rule Methods for Project Scheduling with Work Content Constraints.- Entscheidungsunterstützung für die Projektportfolioplanung mit mehrfacher Zielsetzung.- Eine Web-Service basierte Architektur für ein Multi-Agenten System zur dezentralen Multi-Projekt Planung.- Approaches to Solving RCPSP Using Relaxed Problem with Consumable Resources.- Simulation and Applied Probability.- Risk-Sensitive Optimality Criteria in Markov Decision Processes.- Trading Regions Under Proportional Transaction Costs.- Uniform Random Rational Number Generation.- The Markov-Modulated Risk Model with Investment.- Optimal Portfolios Under Bounded Shortfall Risk and Partial Information.- OR for Simulation and Its Optimization.- Stochastic Programming.- Multistage Stochastic Programming Problems; Stability and Approximation.- ALM Modeling for Dutch Pension Funds in an Era of Pension Reform.- System Dynamics and Dynamic Modelling.- Identifying Fruitful Combinations Between System Dynamics and Soft OR.

O autorze

Karl-Heinz Waldmann: Lehrstuhl Universität Karlsruhe