European Journal of Operational Research最新文献_第2页

Multi-period hub network design from a dual perspective: An integrated approach considering congestion, demand uncertainty, and service quality optimization 双重视角下的多周期枢纽网络设计：考虑拥塞、需求不确定性和服务质量优化的综合方法

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-18 DOI: 10.1016/j.ejor.2025.04.011

Vedat Bayram, Çiya Aydoğan, Kamyar Kargar

{"title":"Multi-period hub network design from a dual perspective: An integrated approach considering congestion, demand uncertainty, and service quality optimization","authors":"Vedat Bayram, Çiya Aydoğan, Kamyar Kargar","doi":"10.1016/j.ejor.2025.04.011","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.011","url":null,"abstract":"This study introduces a hub network design problem that considers three key factors: congestion, demand uncertainty, and multi-periodicity. Unlike classical models, which tend to address these factors separately, our model considers them simultaneously, providing a more realistic representation of hub network design challenges. Our model also incorporates service level considerations of network users, extending beyond the focus on transportation costs. Service quality is evaluated using two measures: travel time and the number of hubs visited during travel. Moreover, our model allows for adjustments in capacity levels and network structure throughout the planning horizon, adding a dynamic and realistic aspect to the problem setting. The inherent nonlinear nonconvex integer programming problem is reformulated into a mixed-integer second-order cone programming (SOCP) problem. To manage the model’s complexity, we propose an exact solution algorithm based on Benders decomposition, where the sub-problems are solved using a column generation technique. The efficacy of the solution approach is demonstrated through extensive computational experiments. Additionally, we discuss the benefits of each considered feature in terms of transportation costs and their impact on network structure, providing insights for the field.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"10 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143901840","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

Rescue network design considering uncertainty and deprivation cost in urban waterlogging disaster relief 考虑不确定性和剥夺成本的城市内涝灾害救援网络设计

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-17 DOI: 10.1016/j.ejor.2025.04.025

Shaolong Hu, Qing-Mi Hu, Zhaoyang Lu, Lingxiao Wu

{"title":"Rescue network design considering uncertainty and deprivation cost in urban waterlogging disaster relief","authors":"Shaolong Hu, Qing-Mi Hu, Zhaoyang Lu, Lingxiao Wu","doi":"10.1016/j.ejor.2025.04.025","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.025","url":null,"abstract":"This work presents a rescue network design problem involving uncertainty and deprivation cost, in which decisions on pumping station setup and drainage truck location and allocation are considered simultaneously. We formulate the problem as a two-stage nonlinear stochastic programming model that is difficult to solve directly because the objective function contains a nonlinear convex deprivation cost function. To address the nonlinearity in the model, quadratic outer approximation and second-order cone programming approaches are employed. Furthermore, utilizing the characteristic that affected time can take finite discrete values, an exact linearization approach is developed to reformulate the deprivation cost function, which leads to a mixed-integer linear programing reformulation. To solve large-scale reformulation problems, a scenario grouping-based progressive hedging algorithm is proposed. A method of constructing must-link constraints is used with K-means++ to efficiently group scenarios. Moreover, extensive numerical experiments and a real-world case study (of a waterlogging risk zone in Zhengzhou, China) are presented to test the applicability and efficiency of the proposed model and solution approaches. Computational results show that the exact linearization approach is competitive in dealing with the deprivation cost function. The proposed algorithm demonstrates the best computational performance in solving large-scale problems.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"33 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143901839","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

Robust elicitable functionals 稳健的可激发函数

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-17 DOI: 10.1016/j.ejor.2025.04.017

Kathleen E. Miao, Silvana M. Pesenti

{"title":"Robust elicitable functionals","authors":"Kathleen E. Miao, Silvana M. Pesenti","doi":"10.1016/j.ejor.2025.04.017","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.017","url":null,"abstract":"Elicitable functionals and (strictly) consistent scoring functions are of interest due to their utility of determining (uniquely) optimal forecasts, and thus the ability to effectively backtest predictions. However, in practice, assuming that a distribution is correctly specified is too strong a belief to reliably hold. To remediate this, we incorporate a notion of statistical robustness into the framework of elicitable functionals, meaning that our robust functional accounts for “small” misspecifications of a baseline distribution. Specifically, we propose a robustified version of elicitable functionals by using the Kullback–Leibler divergence to quantify potential misspecifications from a baseline distribution. We show that the robust elicitable functionals admit unique solutions lying at the boundary of the uncertainty region, and provide conditions for existence and uniqueness. Since every elicitable functional possesses infinitely many scoring functions, we propose the class of b-homogeneous strictly consistent scoring functions, for which the robust functionals maintain desirable statistical properties. We show the applicability of the robust elicitable functional in several examples: in a reinsurance setting and in robust regression problems.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"59 4 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143877977","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

Two axiomatizations of the pairwise netting proportional rule in financial networks 金融网络中两两净额比例规则的两个公理化

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-16 DOI: 10.1016/j.ejor.2025.04.008

Péter Csóka, P. Jean-Jacques Herings

{"title":"Two axiomatizations of the pairwise netting proportional rule in financial networks","authors":"Péter Csóka, P. Jean-Jacques Herings","doi":"10.1016/j.ejor.2025.04.008","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.008","url":null,"abstract":"We consider financial networks where agents are linked to each other via mutual liabilities. In case of bankruptcy, one needs to distribute the assets of bankrupt agents over the other agents. One common approach is to first apply pairwise netting of mutual liabilities and next use the proportional rule to determine the payments based on the net liabilities. We refer to this as the pairwise netting proportional rule. The pairwise netting proportional rule satisfies the basic requirements of claims boundedness, limited liability, priority of creditors, and continuity. It also satisfies the desirable properties of net impartiality, an agent that has two creditors with the same net claim pays the same amount to both creditors on top of pairwise netting, and invariance to mitosis, an agent that splits into a number of identical agents is not affecting the payments of the other agents. We first demonstrate that if net impartiality and invariance to mitosis, together with the basic requirements, are regarded as imperative properties, then payments should be determined by the pairwise netting proportional rule. We also obtain a second axiomatization by dropping the continuity requirement and replacing invariance to mitosis by the axiom of invariance to proportional splitting, a proportional assignment of the assets and liabilities of an agent to a newly created agent, should not affect the payments of the other agents.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"6 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143849611","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

Optimal sequential stochastic shortest path interdiction 最优序贯随机最短路径阻断

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-16 DOI: 10.1016/j.ejor.2025.04.009

Juan S. Borrero, Denis Sauré, Natalia Trigo

{"title":"Optimal sequential stochastic shortest path interdiction","authors":"Juan S. Borrero, Denis Sauré, Natalia Trigo","doi":"10.1016/j.ejor.2025.04.009","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.009","url":null,"abstract":"We consider the periodic interaction between a leader and a follower in the context of network interdiction where, in each period, the leader first blocks (momentarily) passage through a subset of arcs in a network, and then the follower traverses the shortest path in the interdicted network. We assume that arc costs are stochastic and that while their underlying distribution is known to the follower, it is not known by the leader. We cast the problem of the leader, who aims at maximizing the cumulative cost incurred by the evader, using the multi-armed bandit framework. Such a setting differs from the traditional bandit in that the feedback elicited by playing an arm is the reaction of an adversarial agent. After developing a fundamental limit in the achievable performance by any admissible policy, we adapt traditional policies developed for linear bandits to our setting. We show that a critical step in such an adaptation is to ensure that the cost vectors imputed by these algorithms lie within a polyhedron characterizing information that can be collected without noise and in finite time. Within such a polyhedron, the problem can be mapped into a linear bandit. The polyhedron has exponentially many constraints in the worst case, which are indirectly tackled by solving several mathematical programs. We test the proposed policies and relevant benchmarks through a set of numerical experiments. Our results show that the adapted policies can significantly outperform the performance of the base policies at the price of increasing their computational complexity.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"60 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143877978","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

Newsvendor stockouts and option discriminability 报贩缺货和期权歧视

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-15 DOI: 10.1016/j.ejor.2025.04.002

Ilkka Leppänen

{"title":"Newsvendor stockouts and option discriminability","authors":"Ilkka Leppänen","doi":"10.1016/j.ejor.2025.04.002","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.04.002","url":null,"abstract":"Decision making is the process of resolving conflict between different options that vary in discriminability. We study how conflict between the goals of profit maximisation and customer satisfaction determines decision making in the newsvendor problem. The paper consists of three studies which explore conflict from different positions. In Study 1 we show that stockouts cause newsvendor subjects to increase their stocking levels, whereas this effect is absent in a neutrally framed version of the same problem. Conflict is reflected in longer response times under low profit margin, where there is an increased likelihood of ex-post conflict, than under high profit margin. We also find that some subjects are more concerned than others of nonpecuniary factors, and this affects their decision making. In Study 2 we show that an endogenous conflict manipulation affects newsvendor behaviour. We theorise that broad bracketing (reappraisal of the choice situation) should decrease conflict, for which we find some evidence, but we also find that subjects decide less optimally when they use broad bracketing than when they use narrow bracketing. In Study 3 we use a binary newsvendor problem and model the decision process of the newsvendor using the diffusion decision model. The results show that, as in Study 1, the profit margin environment affects how newsvendors respond to conflict. Furthermore, the relative decision evidence towards the optimal choice accumulates at a slower rate after there has been a stockout. Our findings highlight that understanding decision biases in operations should include non-monetary goals, such as avoiding stockouts.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"6 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143877980","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

Robust portfolio optimization meets Arbitrage Pricing Theory 稳健投资组合优化符合套利定价理论

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-15 DOI: 10.1016/j.ejor.2025.04.004

Mateus Waga, Davi Valladão, Alexandre Street

引用次数: 0

Multiple sustainability criteria mapping of gas station incident consequences and subsequent decision optimisation 加油站事故后果的多重可持续性标准映射和随后的决策优化

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-15 DOI: 10.1016/j.ejor.2025.04.026

DF Jones, O Ivanov, O Arsirii, P Crook, L Kanada, A Labib, RM Teeuw, S Smyk

引用次数: 0

Building sustainability composite indicators using a multi-criteria approach 采用多标准方法建立可持续发展综合指标

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-14 DOI: 10.1016/j.ejor.2025.04.024

António Xavier, Rui Fragoso, Maria de Belém Costa Freitas

引用次数: 0

Integrating shift planning and pick-up and delivery problems under limited courier availability 在有限的快递可用性下，整合班次计划和取货问题

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-04-13 DOI: 10.1016/j.ejor.2025.03.031

Pinar Ozyavas, Evrim Ursavas, Paul Buijs, Ruud Teunter

{"title":"Integrating shift planning and pick-up and delivery problems under limited courier availability","authors":"Pinar Ozyavas, Evrim Ursavas, Paul Buijs, Ruud Teunter","doi":"10.1016/j.ejor.2025.03.031","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.03.031","url":null,"abstract":"Delivery couriers increasingly demand working in a flexible arrangement. Flexible contracts can be cost-effective from the perspective of a delivery company, but may also cripple its ability to serve all customers in time as couriers are not always available. To alleviate the complexities caused by courier-related constraints, delivery companies usually operate with a work schedule consisting of multiple shifts—allowing couriers to choose the shifts they prefer working in. Inspired by this trend and a real-world case, we propose a variant of pick-up and delivery problem with time windows considering multiple shifts and courier availability. We present a mixed-integer linear programming model and a set partitioning model that maximize the total profit by deciding on the shift allocation and the couriers’ delivery routes, taking courier shift preferences and vehicle availability into account. The model is solved exactly using a branch-price-and-cut algorithm. We generate a set of practically relevant instances to conduct computational experiments. Our results highlight the benefits of bundling customer requests and the challenges posed by limited courier availability in terms of the number of requests served. Bundling mitigates the negative impact of limited courier availability, while having more couriers can serve as an alternative.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"57 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143849645","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