Ebook: 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 Res

This volume contains a selection of papers referring to lectures presented at the symposium ”OperationsResearch 2006” (OR 2006) held at the university of Karlsruhe, September 6 - 8, 2006. This international conference took place under the auspices of the Operations Research Societies of Germany (GOR), ¨ Austria (OGOR), and Switzerland (SVOR). The symposiumwas attended by morethan 600academicsand practiti- ers from 35 countries. It 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 - search. The scienti?c program consisted of two plenary talks, eleven semi-plenary talks and more than 400 contributed papers, selected by the program c- mittee and arranged in 19 sections. These presentations were complemented by the lectures of the GOR prize winners including the Unternehmenspreis, which has been awarded for the ?rst time. Firstofallwethankallparticipantsoftheconference,whosubmittedtheir paper for publication. However, due to a limited number of pages available for the proceedings volume, the total number of accepted papers had to be restricted. Moreover, we want to express our thanks to the program committee and the section chairs for their support in acquiring interesting contributions and acting as a referee. Finally, we thank Anna Palej for gathering and editing the accepted papers as well as Dr. Werner A. Muller ¨ and Barbara Feß from Springer for their support in publishing this volume.

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This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 (OR 2006) held at the University of Karlsruhe, September 2006. This international conference took place under the auspices of the Operations Research Societies of Germany (GOR), Austria (?GOR), and Switzerland (SVOR).

The symposium was attended by more than 600 academics and practitioners from 35 countries. It 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.

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This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 (OR 2006) held at the University of Karlsruhe, September 2006. This international conference took place under the auspices of the Operations Research Societies of Germany (GOR), Austria (?GOR), and Switzerland (SVOR).

The symposium was attended by more than 600 academics and practitioners from 35 countries. It 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.

Content:
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 Variantenflie?fertigung....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 ?-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 Entscheidungsunterst?tzung bei netzeffektbasierten G?tern....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 Entscheidungsunterst?tzung 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
?ber verschiedene Ans?tze 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
Entscheidungsunterst?tzung f?r die Projektportfolioplanung mit mehrfacher Zielsetzung....Pages 535-540
Eine Web-Service basierte Architektur f?r 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

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This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 (OR 2006) held at the University of Karlsruhe, September 2006. This international conference took place under the auspices of the Operations Research Societies of Germany (GOR), Austria (?GOR), and Switzerland (SVOR).

The symposium was attended by more than 600 academics and practitioners from 35 countries. It 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.

Content:
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 Variantenflie?fertigung....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 ?-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 Entscheidungsunterst?tzung bei netzeffektbasierten G?tern....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 Entscheidungsunterst?tzung 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
?ber verschiedene Ans?tze 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
Entscheidungsunterst?tzung f?r die Projektportfolioplanung mit mehrfacher Zielsetzung....Pages 535-540
Eine Web-Service basierte Architektur f?r 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
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