Operations Research Proceedings 2006: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Jointly Organized ... Swiss Society of Operations Research (SVOR)

Front Matter....Pages I-XX
Front Matter....Pages 1-1
Staff and Resource Scheduling at Airports....Pages 3-7
Front Matter....Pages 9-9
Produktionsplanung bei Variantenfließfertigung....Pages 11-15
Scheduling Buses and School Starting Times....Pages 17-22
Dynamisches Bestandsmanagement in der Kreislauflogistik....Pages 23-28
Periodic Timetable Optimization in Public Transport....Pages 29-36
Determining SMB Superstructures by Mixed-Integer Optimal Control....Pages 37-42
Front Matter....Pages 43-43
Complexity of Pure-Strategy Nash Equilibria in Non-Cooperative Games....Pages 45-51
Traffic Optimization Under Route Constraints with Lagrangian Relaxation and Cutting Plane Methods....Pages 53-59
Fare Planning for Public Transport....Pages 61-66
Front Matter....Pages 67-67
Recent Advances in Robust Optimization....Pages 69-69
Neuro-Dynamic Programming: An Overview and Recent Results....Pages 71-72
Basel II — Achievements and Challenges....Pages 73-79
How to Model Operational Risk If You Must....Pages 81-81
Integer Quadratic Programming Models in Computational Biology....Pages 83-95
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions....Pages 97-108
Bilevel Programming and Price Setting Problems....Pages 109-109
Reliable Geometric Computing....Pages 111-111
Financial Optimization....Pages 113-113
Capital Budgeting: The Role of Cost Allocations....Pages 115-121
An Overview on the Split Delivery Vehicle Routing Problem....Pages 123-127
Front Matter....Pages 67-67
Collaborative Planning - Concepts, Framework and Challenges....Pages 129-129
Promoting ε -Efficiency in Multiple Objective Programming: Theory, Methodology, and Application....Pages 131-131
Front Matter....Pages 133-133
Combining Support Vector Machines for Credit Scoring....Pages 135-140
Nutzung von Data-Mining-Verfahren zur Indexprognose....Pages 141-146
Zur Entscheidungsunterstützung bei netzeffektbasierten Gütern....Pages 147-152
Front Matter....Pages 153-153
Nonserial Dynamic Programming and Tree Decomposition in Discrete Optimization....Pages 155-160
Mixed-Model Assembly Line Sequencing Using Real Options....Pages 161-167
A New Approach for Mixed-Model Assembly Line Sequencing....Pages 169-174
On Asymptotically Optimal Algorithm for One Modification of Planar 3-dimensional Assignment Problem....Pages 175-179
A Multi-Objective Particle Swarm for a Mixed-Model Assembly Line Sequencing....Pages 181-186
FLOPC++ An Algebraic Modeling Language Embedded in C++....Pages 187-190
Two-Machine No-Wait Flow Shop Scheduling Problem with Precedence Constraints....Pages 191-196
A Multi-Commodity Flow Approach for the Design of the Last Mile in Real-World Fiber Optic Networks....Pages 197-202
On the Cycle Polytope of a Directed Graph and Its Relaxations....Pages 203-208
Modelling Some Robust Design Problems via Conic Optimization....Pages 209-214
Polynomial Algorithms for Some Hard Problems of Finding Connected Spanning Subgraphs of Extreme Total Edge Weight....Pages 215-220
Front Matter....Pages 221-221
A Multidimensional Poverty Index....Pages 223-225
Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods....Pages 227-232
A Simulation Application for Predator-Prey Systems....Pages 233-238
Robustness of Econometric Variable Selection Methods....Pages 239-244
Front Matter....Pages 221-221
Using Shadow Prices to Reveal Personal Preferences in a Two-Stage Assignment Problem....Pages 245-250
Front Matter....Pages 251-251
Scheduling of Electrical Household Appliances with Price Signals....Pages 253-258
Stochastic Optimization in Generation and Trading Planning....Pages 259-264
Design of Electronic Waste Recycling System in China....Pages 265-270
A Coherent Spot/Forward Price Model with Regime-Switching....Pages 271-278
Front Matter....Pages 279-279
A Management Rule of Thumb in Property-Liability Insurance....Pages 281-286
Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers....Pages 287-292
Optimizing Credit Risk Mitigation Effects of Collaterals Under Basel II....Pages 293-298
A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information....Pages 299-304
Sensitivity of Stock Returns to Changes in the Term Structure of Interest Rates — Evidence from the German Market....Pages 305-310
The Valuation of Localization Investments with Real Options: A Case from Turkish Automotive Industry....Pages 311-316
Front Matter....Pages 317-317
ILP Models for a Nurse Scheduling Problem....Pages 319-324
Process Optimization and Efficient Personnel Employment in Hospitals....Pages 325-330
Front Matter....Pages 331-331
Inventory Control in Logistic and Production Networks....Pages 333-337
Vehicle and Crew Scheduling with Flexible Timetable....Pages 339-342
Lenk- und Ruhezeiten in der Tourenplanung....Pages 343-348
Transport Channel Selection....Pages 349-354
A Sampling Procedure for Real-Life Rich Vehicle Routing Problems....Pages 355-360
Market-Oriented Airline Service Design....Pages 361-366
‘T’ for Tabu and Time Dependent Travel Time....Pages 367-372
Front Matter....Pages 331-331
Integrated Operational Transportation Planning in Theory and Practice....Pages 373-378
Front Matter....Pages 379-379
Investment Incentives from Goal-Incongruent Performance Measures: Experimental Evidence....Pages 381-386
Front Matter....Pages 387-387
Modelling Qualitative Information in a Management Simulation Game....Pages 389-394
Schedule This - A Decision Support System for Movie Shoot Scheduling....Pages 395-401
A Framework for Truth Maintenance in Multi-Agent Systems....Pages 403-408
Front Matter....Pages 409-409
Preference Sensitivity Analyses for Multi-Attribute Decision Support....Pages 411-416
MCDA in Analyzing the Recycling Strategies in Malaysia....Pages 417-422
Dimensionality Reduction in Multiobjective Optimization: The Minimum Objective Subset Problem....Pages 423-429
Multikriterielle Entscheidungsunterstützung zur Auswahl von Lagersystemen in der Ersatzteillogistik....Pages 431-436
Front Matter....Pages 437-437
Automatic Determination of Clusters....Pages 439-444
Online Dial-A-Ride Problem with Time Windows: An Exact Algorithm Using Status Vectors....Pages 445-450
Front Matter....Pages 451-451
Die Anwendung des Verlustverteilungsansatzes zur Quantifizierung operationeller Risiken....Pages 453-457
Front Matter....Pages 459-459
Betriebskennlinien-Management als Performancemessungs- und -planungskonzept bei komplexen Produktionsprozessen....Pages 461-466
Über verschiedene Ansätze zur Ermittlung von Betriebskennlinien — Eine Anwendungsstudie aus der Halbleiterindustrie....Pages 467-472
The Use of Chance Constrained Programming for Disassemble-to-Order Problems with Stochastic Yields....Pages 473-478
Optimal Usage of Flexibility Instruments in Automotive Plants....Pages 479-484
Comparison of Stochastic- and Guaranteed-Service Approaches to Safety Stock Optimization in Supply Chains....Pages 485-490
A Stochastic Lot-Sizing and Scheduling Model....Pages 491-496
A Disassemble-to-Order Heuristic for Use with Constrained Disassembly Capacities....Pages 497-502
Supply Chain Management and Advanced Planning in the Process Industries....Pages 503-508
Front Matter....Pages 459-459
Production Planning in Dynamic and Seasonal Markets....Pages 509-514
A Branch and Bound Algorithm Based on DC Programming and DCA for Strategic Capacity Planning in Supply Chain Design for a New Market Opportunity....Pages 515-520
Front Matter....Pages 521-521
Branching Based on Home-Away-Pattern Sets....Pages 523-528
Priority-Rule Methods for Project Scheduling with Work Content Constraints....Pages 529-534
Entscheidungsunterstützung für die Projektportfolioplanung mit mehrfacher Zielsetzung....Pages 535-540
Eine Web-Service basierte Architektur für ein Multi-Agenten System zur dezentralen Multi-Projekt Planung....Pages 541-546
Approaches to Solving RCPSP Using Relaxed Problem with Consumable Resources....Pages 547-552
Front Matter....Pages 553-553
Risk-Sensitive Optimality Criteria in Markov Decision Processes....Pages 555-561
Trading Regions Under Proportional Transaction Costs....Pages 563-568
Uniform Random Rational Number Generation....Pages 569-574
The Markov-Modulated Risk Model with Investment....Pages 575-580
Optimal Portfolios Under Bounded Shortfall Risk and Partial Information....Pages 581-586
OR for Simulation and Its Optimization....Pages 587-592
Front Matter....Pages 593-593
Multistage Stochastic Programming Problems; Stability and Approximation....Pages 595-600
ALM Modeling for Dutch Pension Funds in an Era of Pension Reform....Pages 601-606
Front Matter....Pages 607-607
Identifying Fruitful Combinations Between System Dynamics and Soft OR....Pages 609-616