Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium...

16
Operations Research Proceedings

Transcript of Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium...

Page 1: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Operations Research Proceedings

Page 2: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin
Page 3: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Operations Research

September 1–3, 2010

Proceedings 2010

Bo Hu • Karl Morasch • Stefan PicklMarkus SiegleEditors

Annual International Conference of the Selected Papers of the

Universität der Bundeswehr MünchenGerman Operations Research Society (GOR) at

Page 4: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Springer Heidelberg Dordrecht London New York

from Springer. Violations are liable to prosecution under the German Copyright Law.

laws and regulations and therefore free for general use.

Printed on acid-free paper

Springer is part of Springer Science+Business Media (www.springer.com)

This work is subject to copyright. All rights are reserved, whether the whole or part of the materialis concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,

of this publication or parts thereof is permitted only under the provisions of the German Copyright

The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective

© Springer-Verlag Berlin Heidelberg 2011

ISSN 0721-5924e-ISBN 978-3-642-20009-0

broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication

DOI 10.1007/978-3-642-20009-0

Law of September 9, 1965, in its current version, and permission for use must always be obtained

ISBN 978-3-642-20008-3

Bo Hu Universität der Bundeswehr München Fakultät für Betriebswirtschaft Werner-Heisenberg-Weg 39

Germany [email protected] Stefan Pickl Universität der Bundeswehr München Fakultät für Informatik Werner-Heisenberg-Weg 39 85577 Neubiberg Germany

Karl Morasch Universität der Bundeswehr München Fakultät für Wirtschafts- und

Werner-Heisenberg-Weg 39

Germany [email protected] Markus Siegle Universität der Bundeswehr München Fakultät für Informatik Werner-Heisenberg-Weg 39

Germany [email protected]

Editors

Organisationswissenschaften 85577 Neubiberg

85577 Neubiberg

85577 Neubiberg

[email protected]

Cover design: eStudio Calamar S.L.

Page 5: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Preface

This volume contains a selection of refereed papers referring to lectures presentedat the symposium "International Conference on Operations Research (OR2010) –Mastering Complexity" held at Universität der Bundeswehr München, September1–3, 2010. This international conference took place under the auspices of the Ger-man Operations Research Society (GOR). It was organized for the first time in part-nership with the Italian Operational Research Society (AIRO) which was responsi-ble for the organizations of three topics.

The symposium had about 750 participants from more than 48 countries all over theworld; more than 30 colleagues came from Italy and 127 researchers registered asPhD-candidate; this category was offered successfully for the first time. The confer-ence attracted academics and practitioners working in various fields of OperationsResearch and provided them with the most recent advances in Operations Researchand related areas to the general topic "Mastering Complexity".

Complexity is a natural component of the globalization process: Financial markets,traffic systems, network topologies, energy resource management and so forth areall characterized by complex behavior and economic interdependencies. OperationsResearch is one of the key instruments to model, simulate and analyze such systems,and to answer questions concerning not only efficiency but also safety & security. Infact, gaining optimal solutions, suitable heuristics and efficient procedures for theseapplications are some of the challenges which were discussed at the internationalOR2010 and are documented in that volume.

At the conference, 439 regular talks, 2 plenary keynotes, 15 invited semi-plenarytalks and 7 invited talks by award recipients were given. Out of those contributionsaccepted for presentation at the conference, 171 extended abstracts were submittedfor the post-proceedings, of which 104 were finally accepted –after a thorough peer-reviewing process– for publication in the present volume. Due to a limited numberof pages available for the proceedings volume, the length of each article had to berestricted.

v

Page 6: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Preface

We would like to thank the GOR-board for the abundant collaboration, which wealways found to be helpful and fruitful. We are grateful to all the anonymous re-viewers, who were asked to review one or more submitted papers. Many thanks toour Italian colleagues Grazia Speranza, Paola Zuddas and Renato de Leone for theircooperation and enormous efforts. We have to say special thanks to Zafer-KorcanGörgülü who invested a lot of time in preparing this LATEX-document and optimizingthe layout process in an excellent manner.

Finally, we would like to thank Dr. Werner A. Müller and Christian Rauscher fromSpringer-Verlag for their support in publishing this proceedings volume.

München, Bo HuJanuary 2011 Karl Morasch

Stefan PicklMarkus Siegle

vi

Page 7: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

I.1 Forecasting, Data Mining and Machine Learning . . . . . . . . . 1

A Bayesian Belief Network Model for Breast Cancer Diagnosis . . . . . . . . . 3S. Wongthanavasu

A Method for Robust Index Tracking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9Denis Karlow and Peter Rossbach

Forecasting Complex Systems with Shared Layer Perceptrons . . . . . . . . . . 15Hans-Jörg von Mettenheim, Michael H. Breitner

Analysis of SNP-Complex Disease Association by a Novel Feature

Selection Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21G. Üstünkar, S. Özögür-Akyüz, G.-W. Weber and Y. Aydın Son

An Approach of Adaptive Network Based Fuzzy Inference System to

Risk Classification in Life Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27Furkan Baser, Türkan E. Dalkılıç, Kamile S. Kula, Aysen Apaydın

Support Vector Regression for Time Series Analysis . . . . . . . . . . . . . . . . . . 33Renato De Leone

I.2 Game Theory and Experimental Economics . . . . . . . . . . . . . . . 39

Intermediation by Heterogeneous Oligopolists . . . . . . . . . . . . . . . . . . . . . . . 41Karl Morasch

Algorithmic Aspects of Equilibria of Stable Marriage Model with

Complete Preference Lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47Tomomi Matsui

Centralized Super-Efficiency and Yardstick Competition – Incentives in

Decentralized Organizations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53Armin Varmaz, Andreas Varwig and Thorsten Poddig

vii

Page 8: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

Non-Negativity of Information Value in Games, Symmetry and

Invariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59Sigifredo Laengle and Fabián Flores-Bazán

Smart Entry Strategies for Markets with Switching Costs . . . . . . . . . . . . . . 65Florian W. Bartholomae, Karl Morasch, and Rita Orsolya Toth

A Fresh Look on the Battle of Sexes Paradigm . . . . . . . . . . . . . . . . . . . . . . . 71Rudolf Avenhaus and Thomas Krieger

A Generalization of Diamond’s Inspection Model: Errors of the First

and Second Kind . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77Thomas Krieger

I.3 Managerial Accounting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

Case-Mix-Optimization in a German Hospital Network . . . . . . . . . . . . . . . 85Katherina Brink

I.4 Financial Modelling and Numerical Methods . . . . . . . . . . . . . . 91

New Insights on Asset Pricing and Illiquidity . . . . . . . . . . . . . . . . . . . . . . . . 93Axel Buchner

Robust Risk Management in Hydro-Electric Pumped Storage Plants . . . . 99Apostolos Fertis and Lukas Abegg

Copulas, Goodness-of-Fit Tests and Measurement of Stochastic

Dependencies Before and During the Financial Crisis . . . . . . . . . . . . . . . . . 105Peter Grundke and Simone Dieckmann

Confidence Intervals for Asset Correlations in the Asymptotic Single

Risk Factor Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111Steffi Höse and Stefan Huschens

Valuation of Complex Financial Instruments for Credit Risk Transfer . . . 117Alfred Hamerle and Andreas Igl

VaR Prediction under Long Memory in Volatility . . . . . . . . . . . . . . . . . . . . . 123Harald Kinateder and Niklas Wagner

Solving an Option Game Problem with Finite Expiration: Optimizing

Terms of Patent License Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129Kazutoshi Kumagai, Kei Takahashi, and Takahiro Ohno

I.5 Pricing and Revenue Management . . . . . . . . . . . . . . . . . . . . . . . . . 135

Switching Times from Season to Single Tickets . . . . . . . . . . . . . . . . . . . . . . . 137Ertan Yakıcı and Serhan Duran

viii

Page 9: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

A Revenue Management Slot Allocation Model with Prioritization for

the Liner Shipping Industry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143Sebastian Zurheide and Kathrin Fischer

E-Commerce Evaluation – Multi-Item Internet Shopping. Optimization

and Heuristic Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149Jacek Błazewicz and Jedrzej Musiał

I.6 Quantitative Models for Performance and Dependability(QMPD) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155

Modelling and Optimization of Cross-Media Production Processes . . . . . . 157Pietro Piazzolla, Marco Gribaudo, Andrea Grosso, and Alberto Messina

Diffusion Approximation for a Web-Server System with Proxy Servers . . 163Yoshitaka Takahashi, Yoshiaki Shikata, and Andreas Frey

Large-Scale Modelling with the PEPA Eclipse Plug-In . . . . . . . . . . . . . . . . 169Mirco Tribastone and Stephen Gilmore

A Further Remark on Diffusion Approximations with RB and ER

Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175Kentaro Hoshi, Yu Nonaka, Yoshitaka Takahashi, and Naohisa Komatsu

Stochastic Petri Nets Sensitivity to Token Scheduling Policies . . . . . . . . . . . 181G. Balbo, M. Beccuti, M. De Pierro, and G. Franceschinis

On Lifetime Optimization of Boolean Parallel Systems with Erlang

Repair Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187Alexander Gouberman and Markus Siegle

Computing Lifetimes for Battery-Powered Devices . . . . . . . . . . . . . . . . . . . 193Marijn Jongerden and Boudewijn Haverkort

I.7 Business Informatics and Artificial Intelligence . . . . . . . . . . . 199

A Genetic Algorithm for Optimization of a Relational Knapsack

Problem with Respect to a Description Logic Knowledge Base . . . . . . . . . . 201Thomas Fischer and Johannes Ruhland

A New Representation for the Fuzzy Systems . . . . . . . . . . . . . . . . . . . . . . . . 207Iuliana Iatan and Stefan Giebel

Agent-Based Cooperative Optimization of Integrated Production and

Distribution Planning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213Y. Hu, O. Wendt, and A. Keßler

Personnel Rostering by Means of Variable Neighborhood Search . . . . . . . 219Martin Josef Geiger

ix

Page 10: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

II.1 Traffic, Transportation and Logistics . . . . . . . . . . . . . . . . . . . . . 225

Graph Sparsification for the Vehicle Routing Problem with Time

Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227Christian Doppstadt, Michael Schneider, Andreas Stenger, Bastian Sand,Daniele Vigo, and Michael Schwind

A New Model Approach on Cost-Optimal Charging Infrastructure for

Electric-Drive Vehicle Fleets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233Kostja Siefen, Leena Suhl, and Achim Koberstein

Optimal Evacuation Solutions for Large-Scale Scenarios . . . . . . . . . . . . . . 239Daniel Dressler, Gunnar Flötteröd, Gregor Lämmel, Kai Nagel, and MartinSkutella

An Integrated Vehicle-Crew-Roster Problem with Days-Off Pattern . . . . . 245Marta Mesquita, Margarida Moz, Ana Paias, and Margarida Pato

Improved Destination Call Elevator Control Algorithms for Up Peak

Traffic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251Benjamin Hiller, Torsten Klug, and Andreas Tuchscherer

A Two Stage Approach for Balancing a Periodic Long-Haul

Transportation Network . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257Anne Meyer, Andreas Cardeneo, and Kai Furmans

Design of Less-than-Truckload Networks: Models and Methods . . . . . . . . 263Jens Wollenweber and Stefanie Schlutter

A Comparison of Recovery Strategies for Crew and Aircraft Schedules . . 269Lucian Ionescu, Natalia Kliewer, and Torben Schramme

A Case Study for a Location-Routing Problem . . . . . . . . . . . . . . . . . . . . . . . 275Sebastian Sterzik, Xin Wang, and Herbert Kopfer

Planning and Control of Automated Material Handling Systems: The

Merge Module . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281Sameh Haneyah, Johann Hurink, Marco Schutten, Henk Zijm, and

II.2 Discrete Optimization, Graphs & Networks . . . . . . . . . . . . . . 287

Securely Connected Facility Location in Metric Graphs . . . . . . . . . . . . . . . 289Maren Martens and Andreas Bley

Network Flow Optimization with Minimum Quantities . . . . . . . . . . . . . . . . 295Hans Georg Seedig

x

Peter Schuur

Page 11: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

A Hybrid Genetic Algorithm for Constrained Combinatorial Problems:

An Application to Promotion Planning Problems . . . . . . . . . . . . . . . . . . . . . 301Paulo A. Pereira, Fernando A. C. C. Fontes, and Dalila B. M. M. Fontes

Route Planning for Robot Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307Martin Skutella and Wolfgang Welz

On Universal Shortest Paths . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313Lara Turner and Horst W. Hamacher

P-Median Problems with an Additional Constraint on the Assignment

Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319Paula Camelia Trandafir and Jesús Sáez Aguado

II.3 Stochastic Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325

A Continuous-Time Markov Decision Process for Infrastructure

Surveillance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327Jonathan Ott

Stochastic Extensions to FlopC++ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333Christian Wolf, Achim Koberstein, and Tim Hultberg

II.4 Continuous Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339

Quadratic Order Optimality Conditions for Extremals Completely

Singular in Part of Controls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341A. V. Dmitruk

On the Scalarization of Set-Valued Optimization Problems with Respect

to Total Ordering Cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347Mahide Küçük, Mustafa Soyertem, and Yalçın Küçük

A Branch & Cut Algorithm to Compute Nondominated Solutions in

MOLFP via Reference Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353João Paulo Costa and Maria João Alves

Using a Genetic Algorithm to Solve a Bi-Objective WWTP Process

Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359Lino Costa, Isabel A. C. P. Espírito Santo, and Edite M. G. P. Fernandes

The q-Gradient Vector for Unconstrained Continuous Optimization

Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365Aline Cristina Soterroni, Roberto Luiz Galski, and Fernando Manuel Ramos

xi

Page 12: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

II.5 Production and Service Management . . . . . . . . . . . . . . . . . . . . . 371

Flow Shop Scheduling at Continuous Casters with Flexible Job

Specifications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373Matthias Wichmann, Thomas Volling, and Thomas S. Spengler

Optimal Maintenance Scheduling of N-Vehicles with Time-Varying

Reward Functions and Constrained Maintenance Decisions . . . . . . . . . . . . 379Mohammad M. Aldurgam and Moustafa Elshafei

Alternative Quantitative Approaches for Designing Modular Services: A

Comparative Analysis of Steward’s Partitioning and Tearing Approach . . 385Hans Corsten, Ralf Gössinger, and Hagen Salewski

Applying DEA Models for Benchmarking Service Productivity in

Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391Marion Steven and Anja Egbers

Quality Performance Modeling in a Deteriorating Production System

with Partially Available Inspection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397Israel Tirkel and Gad Rabinowitz

II.6 Supply Chain Management & Inventory . . . . . . . . . . . . . . . . . . 403

Shelf and Inventory Management with Space-Elastic Demand . . . . . . . . . . 405Alexander H. Hübner and Heinrich Kuhn

Quantity Flexibility for Multiple Products in a Decentralized Supply

Chain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411Ismail Serdar Bakal and Selçuk Karakaya

Achieving Better Utilization of Semiconductor Supply Chain Resources

by Using an Appropriate Capacity Modeling Approach on the Example

of Infineon Technologies AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417Hans Ehm, Christian Schiller, and Thomas Ponsignon

Towards Leveled Inventory Routing for the Automotive Industry . . . . . . . 423Martin Grunewald, Thomas Volling, and Thomas S. Spengler

Tactical Planning in Flexible Production Networks in the Automotive

Industry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429Kai Wittek, Thomas Volling, Thomas S. Spengler, and Friedrich-WilhelmGundlach

Coordination by Contracts in Decentralized Product Design Processes –

Towards Efficient Compliance with Recycling Rates in the Automotive

Industry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435Kerstin Schmidt, Thomas Volling, and Thomas S. Spengler

xii

Page 13: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

Evaluating Procurement Strategies under Uncertain Demand and Risk

of Component Unavailability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441Anssi Käki and Ahti Salo

The Effects of Wholesale Price Contracts for Supply Chain Coordination

under Stochastic Yield . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447Karl Inderfurth and Josephine Clemens

Parameters for Production/Inventory Control in the Case of Stochastic

Demand and Different Types of Yield Randomness . . . . . . . . . . . . . . . . . . . 453Karl Inderfurth and Stephanie Vogelgesang

Optimising Procurement Portfolios to Mitigate Risk in Supply Chains . . . 459Atilla Yalçın and Achim Koberstein

Using Simulation for Setting Terms of Performance Based Contracts . . . . 465James Ferguson and Manbir Sodhi

A Credit Risk Modelling Approach to Assess Supplier Default Risk . . . . . 471Stephan M. Wagner and Christoph Bode

Considering Distribution Logistics in Production Sequencing: Problem

Definition and Solution Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477Christian Schwede and Bernd Hellingrath

II.7 Scheduling and Project Management . . . . . . . . . . . . . . . . . . . . . 483

Hybrid Flow Shop Scheduling: Heuristic Solutions and LP-Based Lower

Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485Verena Gondek

Solving the Earth Observing Satellite Constellation Scheduling Problem

by Branch-and-Price . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491Pei Wang and Gerhard Reinelt

The Joint Load Balancing and Parallel Machine Scheduling Problem . . . . 497Yassine Ouazene, Faicel Hnaien, Farouk Yalaoui, and Lionel Amodeo

III.1 Enviromental Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 503

Estimating the Short-Term Impact of the European Emission Trade

System on the German Energy Sector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 505Carola Hammer and Gunther Friedl

The Water Pricing Problem in a Complex Water Resources System: A

Cooperative Game Theory Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 511G. M. Sechi, R. Zucca, and P. Zuddas

xiii

Page 14: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

III.2 Energy Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 517

Analysis of Electrical Load Balancing by Simulation and Neural

Network Forecast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 519Cornelius Köpp, Hans-Jörg von Mettenheim, Marc Klages, and

Stationary or Instationary Spreads – Impacts on Optimal Investments

in Electricity Generation Portfolios . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 525Katrin Schmitz, Christoph Weber, and Daniel Ziegler

Market Modeling, Forecasting and Risk Analysis with Historical

Consistent Neural Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 531Hans-Georg Zimmermann, Ralph Grothmann, Christoph Tietz, and Holgervon Jouanne-Diedrich

III.3 Health Care Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537

Dynamic Simulations of Kidney Exchanges . . . . . . . . . . . . . . . . . . . . . . . . . . 539M. Beccuti, V. Fragnelli, G. Franceschinis, and S. Villa

Production Planning for Pharmaceutical Companies Under

Non-Compliance Risk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545Marco Laumanns, Eleni Pratsini, Steven Prestwich, and Catalin-StefanTiseanu

A Model for Telestroke Network Evaluation . . . . . . . . . . . . . . . . . . . . . . . . . 551Anna Storm, Stephan Theiss, and Franziska Günzel

III.5 Simulation and System Dynamics . . . . . . . . . . . . . . . . . . . . . . . . 557

Sub-Scalar Parameterization in Multi-Level Simulation . . . . . . . . . . . . . . . 559Marko A. Hofmann

Exploring Anti-Counterfeiting Strategies: A Preliminary System

Dynamics Framework for a Quantitative Counterstrategy Evaluation . . . 565Oliver Kleine and Marcus Schröter

Microscopic Pedestrian Simulations: From Passenger Exchange Times

to Regional Evacuation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 571Gerta Köster, Dirk Hartmann, and Wolfram Klein

Unexpected Positive Effects of Complexity on Performance in Multiple

Criteria Setups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577Stephan Leitner and Friederike Wall

Towards a Methodical Synthesis of Innovation System Modeling . . . . . . . . 583Silvia Ulli-Beer and Alexander Wokaun

xiv

Michael H. Breitner

Page 15: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

III.6 OR in Life Sciences and Education – Trends, Historyand Ethics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 589

Operations Research at the Swiss Military Academy: Supporting

Military Decisions in the 21st Century . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 591Peter T. Baltes, Mauro Mantovani, and Beat Suter

Formalization of Models for the Analysis of the Phenomenon of

Cross-Culture in a Multi-Ethnic Scholastic Environment . . . . . . . . . . . . . . 597Rina Manuela Contini and Antonio Maturo

Mastering Complexity of Social Work – Why Quantification by Moral

Scales and by Inspiring Diagnosis of Biographical Factors may bring

more Effectiveness and Humanity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 603Bo Hu, Markus Reimer, and Hans-Rolf Vetter

III.7 Young Scientist’s Session: First Results of On-GoingPhD-Projects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 609

Scheduling in the Context of Underground Mining . . . . . . . . . . . . . . . . . . . 611Marco Schulze and Jürgen Zimmermann

Multi-Attribute Choice Model: An Application of the Generalized

Nested Logit Model at the Stock-Keeping Unit Level . . . . . . . . . . . . . . . . . . 617Kei Takahashi

Judgment Based Analysis via an Interactive Learning Software for

Modern Operations Research Education and Training . . . . . . . . . . . . . . . . 623Arnold Dupuy, Victor Ishutkin, Stefan Pickl, and Romana Tschiedel

Non-Linear Offline Time Synchronization . . . . . . . . . . . . . . . . . . . . . . . . . . . 629Li Luo and Björn Scheuermann

Dynamic Airline Fleet Assignment and Integrated Modeling . . . . . . . . . . . 635Rainer Hoffmann

Solving Multi-Level Capacitated Lot Sizing Problems via a

Fix-and-Optimize Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 641Florian Sahling

Online Optimization: Probabilistic Analysis and Algorithm Engineering 647Benjamin Hiller

Solving Stochastic Energy Production Problems by a Scenario

Tree-Based Decomposition Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653Debora Mahlke

Train Scheduling in a Large and Highly Utilised Railway Network . . . . . . 659Gabrio Caimi

xv

Page 16: Operations Research Proceedings - Home - Springer978-3-642-20009-0/1.pdf · at the symposium "International Conference on Operations Research ... gaining optimal solutions, ... Benjamin

Contents

Author Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 665

xvi