European Journal of Operational Research最新文献_第10页

Fair integer programming under dichotomous and cardinal preferences 二分偏好和万有偏好下的公平整数程序设计

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-24 DOI: 10.1016/j.ejor.2024.08.023

Tom Demeulemeester , Dries Goossens , Ben Hermans , Roel Leus

{"title":"Fair integer programming under dichotomous and cardinal preferences","authors":"Tom Demeulemeester , Dries Goossens , Ben Hermans , Roel Leus","doi":"10.1016/j.ejor.2024.08.023","DOIUrl":"10.1016/j.ejor.2024.08.023","url":null,"abstract":"<div><div>One cannot make truly fair decisions using integer linear programs unless one controls the selection probabilities of the (possibly many) optimal solutions. For this purpose, we propose a unified framework when binary decision variables represent agents with <em>dichotomous</em> preferences, who only care about whether they are selected in the final solution. We develop several general-purpose algorithms to fairly select optimal solutions, for example, by maximizing the Nash product or the minimum selection probability, or by using a random ordering of the agents as a selection criterion (Random Serial Dictatorship). We also discuss in detail how to extend the proposed methods when agents have <em>cardinal</em> preferences. As such, we embed the “black-box” procedure of solving an integer linear program into a framework that is explainable from start to finish. Lastly, we evaluate the proposed methods on two specific applications, namely kidney exchange (dichotomous preferences), and the scheduling problem of minimizing total tardiness on a single machine (cardinal preferences). We find that while the methods maximizing the Nash product or the minimum selection probability outperform the other methods on the evaluated welfare criteria, methods such as Random Serial Dictatorship perform reasonably well in computation times that are similar to those of finding a single optimal solution.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 3","pages":"Pages 465-478"},"PeriodicalIF":6.0,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142101093","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A multiobjective ϵ-constraint based approach for the robust master surgical schedule under multiple uncertainties 基于多目标[公式省略]约束的多不确定性条件下鲁棒性主手术计划方法

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-23 DOI: 10.1016/j.ejor.2024.08.022

Salma Makboul , Alexandru-Liviu Olteanu , Marc Sevaux

{"title":"A multiobjective ϵ-constraint based approach for the robust master surgical schedule under multiple uncertainties","authors":"Salma Makboul , Alexandru-Liviu Olteanu , Marc Sevaux","doi":"10.1016/j.ejor.2024.08.022","DOIUrl":"10.1016/j.ejor.2024.08.022","url":null,"abstract":"<div><div>The efficient scheduling of elective surgeries in hospitals is critical for ensuring patient satisfaction, cost-effectiveness, and overall operational efficiency. However, operating theater (OT) managers face complex and competing scheduling problems due to numerous sources of uncertainty and the impact of the proposed schedule on downstream recovery units, such as the intensive care unit (ICU). To address these challenges, this study develops a multiobjective robust planning model for the weekly Master Surgical Schedule (MSS) under multiple uncertainties. The model takes into account patient priority, assignment cost and workload balancing, while also considering the constraints of the OT, surgeon availabilities, downstream resources, and the uncertainty of surgery duration and patients’ length of stay (LOS) in the ICU. To evaluate the robust solutions, a Monte Carlo simulation is used to calculate the risk of constraint violations, and an adapted <span><math><mi>ϵ</mi></math></span>-constraint algorithm is used for the four-objective problem to compute the Pareto front and calculate the hypervolume for every degree of uncertainty. This provides a comprehensive decision tool for OT decision makers and allows for the comparison of various scenarios in terms of the number of scheduled patients, canceled patients, and the utilization rate of the OT.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 3","pages":"Pages 682-698"},"PeriodicalIF":6.0,"publicationDate":"2024-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142101094","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Evaluation of counterparty credit risk under netting agreements 净额结算协议下的交易对手信用风险评估

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-23 DOI: 10.1016/j.ejor.2024.08.019

Ahmadreza Tavasoli, Michèle Breton

引用次数: 0

Maintenance optimization for multi-component systems with a single sensor 利用单一传感器优化多组件系统的维护工作

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-22 DOI: 10.1016/j.ejor.2024.08.016

Ragnar Eggertsson , Ayse Sena Eruguz , Rob Basten , Lisa M. Maillart

{"title":"Maintenance optimization for multi-component systems with a single sensor","authors":"Ragnar Eggertsson , Ayse Sena Eruguz , Rob Basten , Lisa M. Maillart","doi":"10.1016/j.ejor.2024.08.016","DOIUrl":"10.1016/j.ejor.2024.08.016","url":null,"abstract":"<div><div>We consider a multi-component system in which a single sensor monitors a condition parameter. Monitoring gives the decision maker partial information about the system state, but it does not reveal the exact state of the components. Each component follows a discrete degradation process, possibly correlated with the degradation of other components. The decision maker infers a belief about each component’s exact state from the current condition signal and the past data, and uses that to decide when to intervene for maintenance. A maintenance intervention consists of a complete and perfect inspection, and may be followed by component replacements. We model this problem as a partially observable Markov decision process. For a suitable stochastic order, we show that the optimal policy partitions in at most three regions on stochastically ordered line segments. Furthermore, we show that in some instances, the optimal policy can be partitioned into two regions on line segments. In two examples, we visualize the optimal policy. To solve the examples, we modify the incremental pruning algorithm, an exact solution algorithm for partially observable Markov decision processes. Our modification has the potential to also speed up the solution of other problems formulated as partially observable Markov decision processes.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 3","pages":"Pages 559-569"},"PeriodicalIF":6.0,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142231675","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Applying fixed order commitment contracts in a capacitated supply chain 在产能供应链中应用固定订单承诺合同

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-22 DOI: 10.1016/j.ejor.2024.08.018

Christina Imdahl , Kai Hoberg , William Schmidt

{"title":"Applying fixed order commitment contracts in a capacitated supply chain","authors":"Christina Imdahl , Kai Hoberg , William Schmidt","doi":"10.1016/j.ejor.2024.08.018","DOIUrl":"10.1016/j.ejor.2024.08.018","url":null,"abstract":"<div><p>Demand uncertainty can lead to excess inventory holdings, capacity creation, emergency deliveries, and stock-outs. The costs of demand uncertainty may be directly borne by upstream suppliers, but can propagate downstream in the form of higher prices. To address these problems, we investigate a practical application of a fixed order commitment contract (FOCC) in which a manufacturer commits to a minimum fixed order quantity each period and receives a per unit price discount from the supplier for the commitment. We model a FOCC as a Stackelberg game in which the supplier offers a price discount anticipating the manufacturer’s response, and the manufacturer subsequently decides on the optimal commitment quantity. We show that a FOCC can smooth the orders received by the supplier, mitigating the negative consequences of demand uncertainty for the supplier, the manufacturer, and the supply chain. We extend the current literature by solving for an endogenous price discount instead of treating it as an exogenous value, and validate our model insights with our research partner, a large international materials handling equipment manufacturer. Using data on 863 parts, we evaluate the relationships between the model parameters, contract parameters, and the contract effectiveness, and show the conditions under which the FOCC generates greater cost savings for both the manufacturer and supplier. Our results help operations managers better understand how to obtain the optimal contract parameters for a FOCC and the circumstances under which such a contract is most beneficial for the company and its supply chain.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 2","pages":"Pages 358-374"},"PeriodicalIF":6.0,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377221724006416/pdfft?md5=e0219f39b5dbac37253f69b7c4413732&pid=1-s2.0-S0377221724006416-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142101096","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A framework for integrated resource planning in surgical clinics 外科诊所综合资源规划框架

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-22 DOI: 10.1016/j.ejor.2024.08.021

Thomas Reiten Bovim , Anders N. Gullhav , Henrik Andersson , Atle Riise

{"title":"A framework for integrated resource planning in surgical clinics","authors":"Thomas Reiten Bovim , Anders N. Gullhav , Henrik Andersson , Atle Riise","doi":"10.1016/j.ejor.2024.08.021","DOIUrl":"10.1016/j.ejor.2024.08.021","url":null,"abstract":"<div><p>The problem under study is based on the challenges faced by the Orthopaedic Clinic at St. Olav’s Hospital in Trondheim, Norway. Variations in demand and supply cause fluctuating waiting lists, and it is challenging to level the activities between the clinic’s two units, the outpatient clinic and the operating theater, to obtain short waiting times for all activities. Based on these challenges, we describe and present a planning problem referred to as the Long-term Master Scheduling Problem (LMSP), where the objective is to construct an integrated Long-term Master Schedule (LMS) that facilitates short waiting times in both units. The LMS can be separated into two schedules, one cyclic high-level schedule, and one non-cyclic low-level schedule. The demand for outpatient clinic consultations and surgeries is stochastic, as are the waiting lists. To account for this, we propose a planning framework consisting of an optimization model to solve the LMSP, and a two-level planning procedure. In the planning procedure, we first solve the LMSP to construct the LMS for the upcoming planning horizon. Then, to adjust to the fluctuating waiting lists, we periodically refine the low-level schedule by solving a constrained LMSP. We also develop a simulation-based evaluation procedure to evaluate the planning framework in a real-life setting and use this to investigate different planning strategies. We find that imposing flexible, dynamic and agile planning strategies improve waiting time outcomes and patient throughput. Furthermore, combining the strategies yields additive improvements.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 2","pages":"Pages 433-447"},"PeriodicalIF":6.0,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377221724006441/pdfft?md5=2d78d6d2322e18c410c961b3a6fcd874&pid=1-s2.0-S0377221724006441-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142101097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Portfolio default losses driven by idiosyncratic risks 特异性风险导致的投资组合违约损失

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-21 DOI: 10.1016/j.ejor.2024.08.015

Shaoying Chen , Zhiwei Tong , Yang Yang

{"title":"Portfolio default losses driven by idiosyncratic risks","authors":"Shaoying Chen , Zhiwei Tong , Yang Yang","doi":"10.1016/j.ejor.2024.08.015","DOIUrl":"10.1016/j.ejor.2024.08.015","url":null,"abstract":"<div><div>We consider a portfolio of general defaultable assets with low individual default risk and study the probability of the portfolio default loss exceeding an arbitrary threshold. The latent variables driving defaults are modeled by a mixture structure that combines common shock, systematic risk, and idiosyncratic risk factors. While common shocks and systematic risk have been found by many studies to contribute significantly to portfolio losses, the role of idiosyncratic risks is often found to be negligible. Such conclusions are usually established under the assumption that the portfolio size tends to infinity and idiosyncratic risk factors are not dominant. We study under-investigated scenarios where the portfolio size is fixed and the idiosyncratic risk factors are heavy-tailed, exploring two distinct scenarios: an independence scenario and an asymptotic dependence scenario. The former is standard in the literature, while the latter is motivated by recent studies that have found the inadequacy of relying solely on common factors to capture default clustering. This consideration also reflects the possibility that idiosyncratic reasons can trigger contagion among firms with liabilities to each other. In the independence scenario, even with heavy-tailed idiosyncratic risk factors, the probability of a substantial portfolio loss remains low unless a single asset carries a disproportionately large weight. Conversely, in the asymptotic dependence scenario, the primary drivers of increased exceedance probability are the dependent idiosyncratic risk factors.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 3","pages":"Pages 765-776"},"PeriodicalIF":6.0,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142101098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Exact and heuristic approaches for the ship-to-shore problem 船到岸问题的精确方法和启发式方法

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-19 DOI: 10.1016/j.ejor.2024.08.017

M. Wagenvoort , P.C. Bouman , M. van Ee , T. Lamballais Tessensohn , K. Postek

{"title":"Exact and heuristic approaches for the ship-to-shore problem","authors":"M. Wagenvoort , P.C. Bouman , M. van Ee , T. Lamballais Tessensohn , K. Postek","doi":"10.1016/j.ejor.2024.08.017","DOIUrl":"10.1016/j.ejor.2024.08.017","url":null,"abstract":"<div><p>After a natural disaster such as a hurricane or flooding, the navy can help by bringing supplies, clearing roads, and evacuating victims. If destinations cannot be reached over land, resources can be transported using smaller ships and helicopters, called connectors. To start aid on land as soon as possible this must be done efficiently. In the ship-to-shore problem, trips with their accompanying resources are determined while minimising the makespan. Limited (un)loading capacities, heterogeneous connector characteristics and constraints posed by priority of the resources and grouping of the resources (resource sets) all require that the connector trips are carefully coordinated. Despite the criticality of this coordination, existing literature does not consider resource sets and has only developed heuristics. We provide a formulation that incorporates resource sets and develop (i) an exact branch-and-price algorithm and (ii) a tailored greedy heuristic that can provide upper bounds. We find that 84% of our 98 practical instances terminate within an hour in on average 80 s. Our greedy heuristic can find optimal solutions in two-thirds of these instances, mostly for instances that are very constrained in terms of the delivery order of resources. When improvements are found by the branch-and-price algorithm, the average gap with the makespan of the greedy solution is 40% and, in most cases, these improvements are obtained within three minutes. For the 20 artificial instances, the greedy heuristic has consistent performance on the different types of instances. For these artificial instances improvements of on average 35% are found in reasonable time.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 1","pages":"Pages 115-131"},"PeriodicalIF":6.0,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377221724006404/pdfft?md5=03f9a6e23a60a993f2b14ef8cb2d9021&pid=1-s2.0-S0377221724006404-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142043616","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Optimal payoffs under smooth ambiguity 平稳模糊条件下的最优回报

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-17 DOI: 10.1016/j.ejor.2024.08.008

An Chen , Steven Vanduffel , Morten Wilke

引用次数: 0

Customer and provider bounded rationality in on-demand service platforms 按需服务平台中的客户和供应商有界理性

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2024-08-17 DOI: 10.1016/j.ejor.2024.08.013

Danna Chen , Yong-Wu Zhou , Xiaogang Lin , Kangning Jin

{"title":"Customer and provider bounded rationality in on-demand service platforms","authors":"Danna Chen , Yong-Wu Zhou , Xiaogang Lin , Kangning Jin","doi":"10.1016/j.ejor.2024.08.013","DOIUrl":"10.1016/j.ejor.2024.08.013","url":null,"abstract":"<div><p>The growing literature on operations management in the context of the sharing economy typically assumes that both customers and providers are fully rational. In contrast, we consider an on-demand service platform (e.g., Didi and Uber) with boundedly rational customers and providers that sets a price charged to customers and a wage paid to providers. Both customers and providers are sensitive to the payment terms set by the platform and also to congestion in the system (given by the relative numbers of available customers and providers in the market). We capture bounded rationality using a model in which customers and providers are incapable of accurately estimating the congestion level. We examine the impact of bounded rationality on the platform profit, consumer surplus, and labor welfare. We find that both customers’ and providers’ bounded rationalities may benefit the platform. Specifically, when customers’ or providers’ bounded rationality level and service valuation are relatively large or the valuation is relatively small, more irrational customers or providers increases the platform’s profit. Moreover, we find that the platform can exploit the bounded rationality differences between customers and providers to gain profit. Counterintuitively, we also demonstrate that the high bounded rationality of customers or providers may increase consumer surplus and/or labor welfare. Finally, bounded rationality on one side (e.g., customer side) can make bounded rationality on the other side (e.g., provider side) more likely to increase the platform’s profit, consumer surplus, or labor welfare under certain conditions.</p></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"320 2","pages":"Pages 389-401"},"PeriodicalIF":6.0,"publicationDate":"2024-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142043617","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0