European Journal of Operational Research最新文献_第6页

A unified learning framework for the block relocation problem: A new performance baseline 块重定位问题的统一学习框架：一个新的性能基线

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-16 DOI: 10.1016/j.ejor.2026.09.016

Woo-Jin Shin, Ji-Kwang Jung, Sang-Hyun Cho, Inguk Choi, Shunji Tanaka, Hyun-Jung Kim

{"title":"A unified learning framework for the block relocation problem: A new performance baseline","authors":"Woo-Jin Shin, Ji-Kwang Jung, Sang-Hyun Cho, Inguk Choi, Shunji Tanaka, Hyun-Jung Kim","doi":"10.1016/j.ejor.2026.09.016","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.09.016","url":null,"abstract":"This study addresses the block relocation problem (BRP), a key challenge in container yard operations. In the BRP, containers are stacked vertically, and retrieving a target container may require relocating those above it. The objective is to retrieve all containers in a predefined order while minimizing the total number of relocations. Recent reinforcement learning (RL) approaches have been explored for the BRP, but they face fundamental limitations. In particular, the unrestricted variant allows any topmost container to be relocated, which may lead to cyclic relocations, non-termination, and arbitrarily long decision trajectories. These issues can produce unreliable learning signals and substantial training-time and memory overhead. To address these challenges, we propose L2BR, a unified learning framework for both the restricted and unrestricted BRP that sequentially combines imitation learning (IL) and self-improvement learning (SIL). IL mitigates cycle-related issues by training an initial policy from pre-generated (near-)optimal solutions, while SIL enables scalable improvement by imitating the best complete solutions found by the policy itself. Experiments on well-known benchmark sets show that L2BR consistently finds optimal solutions for many instances and establishes new best-known results within only a few seconds. L2BR substantially outperforms existing RL-based methods and also surpasses state-of-the-art optimization-based approaches, particularly for the unrestricted variant and large-scale instances. <ce:cross-ref ref><ce:sup loc=\"post\">2</ce:sup></ce:cross-ref><ce:footnote><ce:label>2</ce:label><ce:note-para view=\"all\">We will publicly release all code upon the acceptance of this paper.</ce:note-para></ce:footnote>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"37 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148980016","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

Route and schedule adjustment for liner shipping service under anticipated disruption events 班轮运输服务在预期中断事件下的航线和时间表调整

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-12 DOI: 10.1016/j.ejor.2026.09.024

Shuaiqi Zhao, Hualong Yang, Zaili Yang, Yadong Wang

引用次数: 0

Sorting under multiple eyes: A multi-view preference learning framework for multi-criteria decision aiding 多视角下的排序：多标准决策辅助的多视角偏好学习框架

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-12 DOI: 10.1016/j.ejor.2026.09.009

Yuan Gao, Zhen Zhang, Yu-wang Chen, Miłosz Kadziński

{"title":"Sorting under multiple eyes: A multi-view preference learning framework for multi-criteria decision aiding","authors":"Yuan Gao, Zhen Zhang, Yu-wang Chen, Miłosz Kadziński","doi":"10.1016/j.ejor.2026.09.009","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.09.009","url":null,"abstract":"Multi-criteria sorting (MCS) problems increasingly involve alternatives described through multiple views, where each view represents a distinct information source, descriptive perspective, or modeling lens providing partial support for a common class assignment. We propose a preference learning framework for multi-view MCS. First, we develop an Evidential Preference Learning (EPL) model for single-view sorting, combining a value-driven, threshold-based sorting procedure with a flexible preference model that can represent non-monotonic effects and pairwise criterion interactions. Rather than producing only deterministic assignments, EPL transforms the available information into an evidential opinion over the common class set, composed of class-wise belief degrees and predictive uncertainty. We then introduce Multi-view Evidential Preference Learning (MEPL), in which view-specific preference models are jointly trained and their opinions are fused at the decision level using evidential reasoning. The fusion mechanism accounts for predictive uncertainty and learned view importance, enabling convergent, complementary, or conflicting evidence to be combined into a coherent sorting recommendation. Experiments on four real-world datasets instantiate views as statistical measurement perspectives, client information sources, health-related assessment domains, and relational data sources describing the same alternatives. An additional analysis considers views induced by alternative preference-model specifications applied to the same evaluation data. The results show improved predictive performance over single-view and multi-view baselines, robustness to noise, and flexibility across preference-model configurations. An illustrative credit-risk case further demonstrates how MEPL supports decision aiding by explaining assignments through view-specific evidence, predictive uncertainty, and the relative contributions of different views to the final decision.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"22 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148980054","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 new critical realist approach for evaluating multimethodological practice in operational research 评价运筹学中多方法实践的新批判现实主义方法

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-12 DOI: 10.1016/j.ejor.2026.09.022

Jane S. Christie, John Mingers, Kathy Kotiadis, Martin Parr

{"title":"A new critical realist approach for evaluating multimethodological practice in operational research","authors":"Jane S. Christie, John Mingers, Kathy Kotiadis, Martin Parr","doi":"10.1016/j.ejor.2026.09.022","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.09.022","url":null,"abstract":"Understanding why practitioners take the actions they do in multimethodological operational research (OR), and the effects these actions have, is fundamental for evaluating and improving practice. But it is widely recognized in OR literature and amongst practitioners that objective, comparative evaluation of complex, real-world interventions is challenging if not impossible. It is not clear how multimethodology should be evaluated. Critical realism has been advocated for exploring causation to evaluate OR practice holistically, but not fully operationalized. For our collaborative research evaluating multimethodological practice supporting strategic decision-making in non-academic settings, we therefore developed a new approach. We synthesized and operationalized empirical research and theories in OR and recent developments in critical realism and social science. In this paper, we present our theoretical framework – a new critical realist ontology of multimethodological OR practice and methodologies – and our empirical research design. We illustrate the approach with a case study of an OR analysis for a business case for government investment in a national capability. We demonstrate how we investigated the intervention context and the complex process of practitioners’ choice of methods using interviews and project documents, thematic and comparative analysis, rich description, and structural and causal analysis. We explore how this new operationalization of critical realism for identifying and comparing causal mechanisms across practitioner case studies can be used: (1) to examine mechanisms leading to other actions and outcomes, including intervention success; and (2) to theorize and evaluate mixed methods research projects across disciplines, including their causal complexity and practical utility.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"18 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148980053","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

Long memory score-driven models as approximations for rough Ornstein–Uhlenbeck processes 作为粗略Ornstein-Uhlenbeck过程近似的长记忆分数驱动模型

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-12 DOI: 10.1016/j.ejor.2026.09.012

Yinhao Wu, Ping He

{"title":"Long memory score-driven models as approximations for rough Ornstein–Uhlenbeck processes","authors":"Yinhao Wu, Ping He","doi":"10.1016/j.ejor.2026.09.012","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.09.012","url":null,"abstract":"This paper investigates the continuous-time limit of score-driven models with long memory. By extending score-driven models to incorporate infinite-lag structures with coefficients exhibiting heavy-tailed decay, we establish their weak convergence, under appropriate scaling, to fractional Ornstein–Uhlenbeck processes with Hurst parameter <mml:math altimg=\"si1.svg\" display=\"inline\"><mml:mrow><mml:mi>H</mml:mi><mml:mo linebreak=\"goodbreak\" linebreakstyle=\"after\"><</mml:mo><mml:mn>1</mml:mn><mml:mo>/</mml:mo><mml:mn>2</mml:mn></mml:mrow></mml:math>. When score-driven models are used to characterize the dynamics of volatility, they serve as discrete-time approximations for rough volatility. We present several examples, including EGARCH(<mml:math altimg=\"si2.svg\" display=\"inline\"><mml:mi>∞</mml:mi></mml:math>) whose limits give rise to a new class of rough volatility models. Building on this framework, we develop a GPU-accelerated Monte Carlo scheme based on divide-and-conquer fast Fourier transforms, reducing the computational complexity for each path from <mml:math altimg=\"si3.svg\" display=\"inline\"><mml:mrow><mml:mi mathvariant=\"script\">O</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:msup><mml:mrow><mml:mi>N</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:mrow></mml:math> to <mml:math altimg=\"si4.svg\" display=\"inline\"><mml:mrow><mml:mi mathvariant=\"script\">O</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:msup><mml:mrow><mml:mo>log</mml:mo></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mrow></mml:math> for large-scale rough volatility simulation and option pricing.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"8 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148980055","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

Optimization-based strategic planning for geographical healthcare accessibility in developing countries: A literature review 基于优化的战略规划在发展中国家的地理卫生保健可及性：文献综述

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-12 DOI: 10.1016/j.ejor.2026.09.008

Laura Davila-Pena, Maria Paola Scaparra, Dick den Hertog

{"title":"Optimization-based strategic planning for geographical healthcare accessibility in developing countries: A literature review","authors":"Laura Davila-Pena, Maria Paola Scaparra, Dick den Hertog","doi":"10.1016/j.ejor.2026.09.008","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.09.008","url":null,"abstract":"Access to healthcare facilities is a critical issue in developing countries, where limited resources and significant challenges hinder progress toward universal health coverage, one of the targets pursued by the United Nations. As a result, the Operations Research (OR) community has become increasingly active in addressing this issue, employing various techniques, particularly optimization. However, making long-term strategic decisions remains challenging, as these often require substantial investments and directly affect large populations. Moreover, much of the existing literature is predominantly theoretical. This paper reviews studies published over the past two decades that use optimization techniques to inform strategic planning decisions aimed at improving healthcare accessibility and specifically contain a case study conducted in a developing country. The review explores the nature of the problems tackled, considering factors such as the level of care, service delivery channels, objectives, criteria, or potential hierarchy and multi-period settings. Additionally, we discuss the modeling approaches, solution methodologies, and the extent of practical implementation. The goal of this survey is not only to summarize existing work but also to provide a roadmap for future research, offering valuable insights for OR practitioners in the field.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"1 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148980056","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 allocation of embedding dimensions under finite-sample constraints 有限样本约束下嵌入维数的优化分配

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-11 DOI: 10.1016/j.ejor.2026.09.013

Vasileios E. Papageorgiou

{"title":"Optimal allocation of embedding dimensions under finite-sample constraints","authors":"Vasileios E. Papageorgiou","doi":"10.1016/j.ejor.2026.09.013","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.09.013","url":null,"abstract":"The embedding dimension of categorical predictors is usually selected through heuristic tuning, although it directly affects model complexity, approximation quality, and finite-sample generalization. This paper formulates embedding dimension selection as a constrained allocation problem. The main contribution is to show that embedding capacity can be allocated across heterogeneous categorical predictors according to an explicit approximation–estimation tradeoff. We characterize approximation error through the singular-value tail of the latent category representation, while estimation error increases with total embedding complexity. Under a fixed global embedding budget and a tractable approximation model, this leads to a closed-form allocation rule in which the dimension assigned to each predictor is proportional to the square root of its approximation value relative to its parameter cost. Simulation experiments support the proposed approximation–estimation interpretation and show that the allocation rule improves budget efficiency relative to standard uniform and cardinality-based heuristics, particularly when the budget is binding and predictor heterogeneity is substantial. A real-data healthcare application further shows improvements in predictive accuracy and probabilistic calibration. Overall, the results establish embedding-dimension allocation as a principled finite-sample optimization problem rather than a purely heuristic modeling choice.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"37 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148980057","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

Fifty years of Robust Linear and Convex Optimization 五十年的鲁棒线性和凸优化

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-11 DOI: 10.1016/j.ejor.2026.08.042

Dimitris Bertsimas, Dick den Hertog

引用次数: 0

Tractable conditions for stochastic arbitrage in index options: Theory and evidence 指数期权随机套利的可处理条件：理论与证据

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-02 DOI: 10.1016/j.ejor.2026.08.049

Thierry Post, Illia Kovalenko

{"title":"Tractable conditions for stochastic arbitrage in index options: Theory and evidence","authors":"Thierry Post, Illia Kovalenko","doi":"10.1016/j.ejor.2026.08.049","DOIUrl":"https://doi.org/10.1016/j.ejor.2026.08.049","url":null,"abstract":"A stochastic-arbitrage opportunity is present in the equity index options market when a feasible option-enhanced indexed portfolio dominates passive index investment by stochastic dominance under an estimated physical distribution, observed bid–ask prices, and explicit portfolio constraints. We develop and empirically implement the direct use of lower partial co-moment conditions as computationally scalable linear restrictions for constructing such portfolios. While these conditions appear in earlier work as analytical necessary first-order conditions, we show that they provide an exact necessary and sufficient characterization of the stochastic-arbitrage portfolio problem under co-monotonicity of the option-enhanced payoff and the index value, which is induced by an established position limit allowing at most one option position per unit of index exposure. This exact characterization substantially reduces problem size and computation time, allowing fine discretization, large-scale backtesting, and extensive robustness analysis without specialized computing resources. Using this framework, we test for stochastic-arbitrage opportunities in one-month S&P 500 index options. Out-of-sample tests indicate such opportunities in high-volatility regimes, predominantly in the form of call front spreads, when portfolio construction accounts for time variation in the market risk premium and negative conditional skewness of index returns. The qualitative findings are robust across alternative density forecasts, data treatments, and optimization specifications, while no comparable evidence is found in low- or medium-volatility regimes.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"70 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2026-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148885241","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

Semi-strong efficiency schemes and indexes for arbitrary technologies with compact dominating sets 具有紧控制集的任意技术的半强效率方案和指标

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2026-09-01 DOI: 10.1016/j.ejor.2026.09.007

Harald Dyckhoff

引用次数: 0