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

590 Pages·2007·5.45 MB·English

by  Waldmann K.H.

Operations Research Proceedings 2006
SelectedPapers
oftheAnnualInternationalConference
oftheGermanOperationsResearchSociety(GOR),
JointlyOrganizedwiththeAustrianSociety
ofOperationsResearch(ÖGOR)
andtheSwissSocietyofOperationsResearch(SVOR)
Karlsruhe, September6-8,2006
·
Karl-HeinzWaldmann UlrikeM.Stocker
(Editors)
Operations Research
Proceedings 2006
Selected Papers
of the Annual International Conference
oftheGermanOperationsResearchSociety(GOR),
Jointly Organized with the Austrian Society
of Operations Research (ÖGOR)
and the Swiss Society
of Operations Research (SVOR)
Karlsruhe, September 6-8, 2006
With123Figuresand79Tables
123
Prof.Dr.Karl-HeinzWaldmann
UniversitätKarlsruhe(TH)
InstitutfürWirtschaftstheorieundOperationsResearch
Kaiserstraße12
76131Karlsruhe
Germany
e-mail:[email protected]
Dipl.-Wi.-Ing.UlrikeM.Stocker
UniversitätKarlsruhe(TH)
InstitutfürWirtschaftstheorieundOperationsResearch
Kaiserstraße12
76131Karlsruhe
Germany
e-mail:[email protected]
LibraryofCongressControlNumber:2007925442
ISSN0721-5924
ISBN978-3-540-69994-1SpringerBerlinHeidelbergNewYork
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Preface
This volume contains a selection of papers referring to lectures presented at
the symposium”OperationsResearch2006”(OR2006)heldatthe university
of Karlsruhe,September 6 - 8, 2006.This internationalconference took place
under the auspices of the Operations Research Societies of Germany (GOR),
Austria (O¨GOR), and Switzerland (SVOR).
Thesymposiumwasattendedbymorethan600academicsandpractition-
ersfrom35countries.Itpresentedthestateofthe artinOperationsResearch
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 Re-
search.
The scientific programconsistedof two plenary talks, elevensemi-plenary
talks and more than 400 contributed papers, selected by the program com-
mittee and arranged in 19 sections. These presentations were complemented
by the lectures of the GOR prize winners including the Unternehmenspreis,
which has been awardedfor the first 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. Mu¨ller and Barbara Feß from
Springer for their support in publishing this volume.
Karlsruhe, Karl-Heinz Waldmann
December 2006 Ulrike M. Stocker
Committees
Program
I. Bomze, Universita¨t Wien
H.W. Hamacher, Universita¨t Kaiserslautern
T. Spengler, Technische Universita¨t Braunschweig
H. Ulrich, Eidgeno¨ssische Technische Hochschule Zu¨rich
K.-H. Waldmann, Universita¨t Karlsruhe (TH), (chair)
Local Organization
K. Furmans, Institut fu¨r Fo¨rdertechnik und Logistiksysteme
W. Gaul, Institut fu¨r Entscheidungstheorie und Unternehmensforschung
A. Geyer-Schulz, Institut fu¨r Informationswirtschaft und -management
N. Henze, Institut fu¨r Stochastik
G. Last, Institut fu¨r Stochastik
D. Pallaschke,Institut fu¨r Statistik und Mathematische Wirtschaftstheorie
C. Puppe, Institut fu¨r Wirtschaftstheorie und Operations Research
O. Rentz, Institut fu¨r Industriebetriebslehre und Industrielle Produktion
K.-H. Waldmann, Institut fu¨r Wirtschaftstheorie und Operations Research
(chair)
Scientific Sections and Section Chairs
Business Intelligence, Forecasting and Marketing
Klaus Edel (Universita¨t St. Gallen), Leena Suhl (Universita¨t Paderborn)
Continuous Optimization
Christoph Helmberg (Technische Universita¨t Chemnitz), Jean-Philippe Vial
(Universit´e Gen`eve)
Discrete and Combinatorial Optimization
ThomasLiebling(ETHLausanne),UweZimmermann(TechnischeUniversita¨t
Braunschweig)
Econometrics, Game Theory and Mathematical Economics
Gu¨nter Bamberg (Universita¨t Augsburg), Ulrike Leopold-Wildburger (Uni-
versit¨at Graz)
Energy and Environment
Karl Frauendorfer (Universita¨t St. Gallen), Hans-JakobLu¨thi (ETH Zu¨rich)
Finance, Banking and Insurance
Georg Pflug (Universita¨t Wien), Hato Schmeiser (Universit¨at St. Gallen)
Health and Life Science
StefanPickl(Universita¨tBwMu¨nchen),MarionS.Rauner(Universita¨tWien)
Logistics and Transport
DirkMattfeld(TechnischeUniversita¨tBraunschweig),HerbertMeyr(Wirtschaft-
suniversita¨t Wien)
Managerial Accounting and Auditing
Hans-Ulrich Ku¨pper (Universita¨t Mu¨nchen), Thomas Pfeiffer (Universita¨t
Wien)
X ScientificSections and Section Chairs
Metaheuristics and Decision Support Systems
Walter Gutjahr (Universita¨t Wien), Stefan Voß (Universita¨t Hamburg)
Multi Criteria Decision Theory
Matthias Ehrgott (University of Auckland), Christiane Tammer (Universita¨t
Halle-Wittenberg)
Network Optimization, Graphs and Traffic
Bettina Klinz (Technische Universita¨t Graz), Anita Scho¨bel (Universit¨at
Go¨ttingen)
Operational and Credit Risk
Thilo Liebig (Deutsche Bundesbank, Frankfurt a.M.), Wolfgang Stummer
(Universita¨t Erlangen-Nu¨rnberg)
Production and Supply Chain Management
Hans-Otto Gu¨nther (Technische Universita¨t Berlin), Richard Hartl (Univer-
sita¨t Wien)
Revenue Management
Alf Kimms (Technische Universita¨t Freiberg)
Scheduling and Project Management
Peter Brucker (Universita¨t Osnabru¨ck), Rainer Kolisch (Technische Univer-
sita¨t Mu¨nchen)
Simulation and Applied Probability
Nicole B¨auerle (Universita¨t Karlsruhe), Ulrich Rieder (Universita¨t Ulm)
Stochastic Programming
Petra Huhn (Technische Universita¨t Clausthal)
System Dynamics and Dynamic Modelling
GernotTragler(TechnischeUniversit¨atWien),ErichZahn(Universita¨tStuttgart)
Contents
Part I GOR Unternehmenspreis 2006
Staff and Resource Scheduling at Airports
Ulrich Dorndorf ................................................. 3
Part II GOR Dissertationspreis 2006
Produktionsplanung bei Variantenfließfertigung
Nils Boysen ..................................................... 11
Scheduling Buses and School Starting Times
Armin Fu¨genschuh ............................................... 17
Dynamisches Bestandsmanagement in der Kreislauflogistik
Rainer Kleber ................................................... 23
Periodic Timetable Optimization in Public Transport
Christian Liebchen .............................................. 29
Determining SMB Superstructures by Mixed-Integer Optimal
Control
Sebastian Sager, Moritz Diehl, Gundeep Singh, Achim Ku¨pper,
Sebastian Engell ................................................. 37
Part III GOR Diplomarbeitspreis 2006
Complexity of Pure-Strategy Nash Equilibria in Non-
Cooperative Games
Juliane Dunkel .................................................. 45
XII Contents
Traffic Optimization Under Route Constraints with
Lagrangian Relaxation and Cutting Plane Methods
Felix G. Ko¨nig................................................... 53
Fare Planning for Public Transport
Marika Neumann ................................................ 61
Part IV Plenary and Semi-Plenary Talks
Recent Advances in Robust Optimization
Aharon Ben-Tal ................................................. 69
Neuro-Dynamic Programming: An Overview and Recent
Results
Dimitri P. Bertsekas ............................................. 71
Basel II – Achievements and Challenges
Klaus Duellmann ................................................ 73
How to Model Operational Risk If You Must
Paul Embrechts .................................................. 81
Integer Quadratic Programming Models in Computational
Biology
Harvey J. Greenberg.............................................. 83
On Value of Flexibility in Energy Risk Management.
Concepts, Models, Solutions
J¨org Doege, Max Fehr, Juri Hinz, Hans-Jakob Lu¨thi, Martina Wilhelm . 97
Bilevel Programming and Price Setting Problems
Martine Labb´e...................................................109
Reliable Geometric Computing
Kurt Mehlhorn ..................................................111
Financial Optimization
Teemu Pennanen ................................................113
Capital Budgeting: The Role of Cost Allocations
Ian Gow, Stefan Reichelstein ......................................115
An Overview on the Split Delivery Vehicle Routing Problem
Claudia Archetti, Maria Grazia Speranza............................123
Collaborative Planning - Concepts, Framework and
Challenges
Hartmut Stadtler.................................................129