European Journal of Operational Research最新文献_第7页

Capacitated facility location problem under uncertainty with service level constraints 不确定条件下服务水平约束下的设施选址问题

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-13 DOI: 10.1016/j.ejor.2025.08.056

Haoyue Zhang, Jörg Kalcsics

{"title":"Capacitated facility location problem under uncertainty with service level constraints","authors":"Haoyue Zhang, Jörg Kalcsics","doi":"10.1016/j.ejor.2025.08.056","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.08.056","url":null,"abstract":"Classic facility location models often assume customer demands to be deterministic, although real-world demand is usually uncertain, especially in long-term strategic planning. While stochastic programming models are widely used to address uncertainty, the default approach of ensuring that the facility capacities are met at all times, i.e., for every scenario, can sometimes produce overly conservative solutions. This paper presents a novel stochastic programming model that incorporates a range of service level restrictions that allow demand to be unsatisfied with a certain probability and up to a certain amount. Concerning the former, we use two <mml:math altimg=\"si444.svg\" display=\"inline\"><mml:mi>α</mml:mi></mml:math>-service level constraints, a well-known local and a new global constraint, while the latter is controlled through two <mml:math altimg=\"si447.svg\" display=\"inline\"><mml:mi>β</mml:mi></mml:math>-service level constraints that take the expected value and the maximum value of the excess demand into account. The service levels are incorporated in the stochastic programming model using chance constraints. To solve the model’s deterministic equivalent, we implement a Benders’ decomposition and a modified sample average approximation algorithm with concentration sets. We carry out experiments on randomly generated data sets and a real-world inspired case study in Scotland to compare the performance of models with different service level combinations, as well as with the classical penalty model.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"6 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094105","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

Workforce planning for meal deliveries with Ad-Hoc drivers: A distributionally robust contextual optimization approach 具有Ad-Hoc司机的送餐劳动力计划：一种分布健壮的上下文优化方法

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-13 DOI: 10.1016/j.ejor.2025.08.044

Jing Zhang, Yu Zhang, Roberto Baldacci, Jiafu Tang

{"title":"Workforce planning for meal deliveries with Ad-Hoc drivers: A distributionally robust contextual optimization approach","authors":"Jing Zhang, Yu Zhang, Roberto Baldacci, Jiafu Tang","doi":"10.1016/j.ejor.2025.08.044","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.08.044","url":null,"abstract":"Meal delivery with a mix of in-house and ad-hoc drivers has been prevalent in recent years, in which the workforce constitutes about 30%–60% of the total expenses. In this work, we study a tactical workforce planning problem to minimize the total costs for meal delivery platforms. This problem determines the number of in-house drivers to hire as tactical-level decisions, who would fulfill the uncertain and feature-dependent customer orders together with ad-hoc drivers in the subsequent operational phase. The objective is to minimize the sum of fixed costs for hiring in-house drivers, variable costs for delivering goods by both in-house and ad-hoc drivers, and penalty costs for unfulfilled orders. We account for uncertain customer orders and availability of ad-hoc drivers, which are affected by uncertain contextual feature information such as weather. To address the challenges caused by the complex interplay of in-house and ad-hoc drivers, the feature-dependent uncertainty and the limited historical data, we propose a two-stage distributionally robust contextual optimization (DRCO) model. We reveal a hidden network flow structure for the operational-level delivery problem, which enables us to relax the integer decision variables to continuous ones and further allows us to propose a Benders decomposition algorithm to solve the DRCO. Our numerical tests based on real-world data demonstrate the effectiveness and efficiency of the proposed models and algorithms.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"1 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094107","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

Dynamic pricing, objective and subjective quality, and the price–quality relationship 动态定价，客观质量和主观质量，以及价格质量关系

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-13 DOI: 10.1016/j.ejor.2025.08.047

Régis Y. Chenavaz, Domenico De Giovanni

引用次数: 0

Exact simulation of stochastic volatility models based on conditional Fourier-cosine method 基于条件傅立叶余弦法的随机波动模型精确模拟

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-09-13 DOI: 10.1016/j.ejor.2025.08.061

Riccardo Brignone , Gero Junike

{"title":"Exact simulation of stochastic volatility models based on conditional Fourier-cosine method","authors":"Riccardo Brignone , Gero Junike","doi":"10.1016/j.ejor.2025.08.061","DOIUrl":"10.1016/j.ejor.2025.08.061","url":null,"abstract":"<div><div>The traditional methodology used for the exact simulation of stochastic volatility models based on the Gil–Pelaez formula presents implementation problems that are observed by many researchers and practitioners. In particular, although conventionally considered exact, such a method presents a difficult control of the error. The bias of the Monte Carlo simulation estimator can only be computed numerically and is controlled by two parameters, typically determined by running time-consuming simulations under different tuning parameter configurations until an optimal setup is found. In this paper, we propose a new exact simulation scheme based on the Fourier-cosine method, which approximates a probability density given the characteristic function as follows: the density is truncated on a finite interval, and approximated by a classical Fourier-cosine series. The method allows full error control via an effective automatic identification of the tuning parameters given a user-supplied error tolerance. The new approach offers the following advantages: improved control of the error, simplified implementation, and reduction in computing time. The error is controlled by only one parameter instead of two. This parameter has a clear interpretation: it is the maximum tolerable bias. This facilitates the implementation, since the maximum bias becomes an input of the simulation algorithm, instead of an output, and can be set <em>a priori</em>, before running simulations. Our analysis shows that the proposed exact simulation scheme is computationally faster than the traditional one, and presents an improved speed-accuracy profile with respect to alternative state-of-the-art fast approximated sampling schemes.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"328 3","pages":"Pages 1036-1053"},"PeriodicalIF":6.0,"publicationDate":"2025-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094104","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

An explainable machine learning framework for recurrent event data analysis 一个可解释的机器学习框架，用于循环事件数据分析

IF 6 2区管理学

European Journal of Operational Research Pub Date : 2025-09-12 DOI: 10.1016/j.ejor.2025.09.005

Qi Lyu, Shaomin Wu

引用次数: 0

Optimizing capacity investment and production planning in the presence of protective tariffs and market competition 在保护性关税和市场竞争条件下优化产能投资和生产计划

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-12 DOI: 10.1016/j.ejor.2025.09.020

Bin Wei, Nengmin Wang, Zhengwen He, Harris Wu

{"title":"Optimizing capacity investment and production planning in the presence of protective tariffs and market competition","authors":"Bin Wei, Nengmin Wang, Zhengwen He, Harris Wu","doi":"10.1016/j.ejor.2025.09.020","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.09.020","url":null,"abstract":"Stringent tariff policies have forced multinational firms (MNFs) to evaluate the necessity of establishing new production capacities in their target markets to avoid high tariffs. We utilize a three-stage game-theoretic model to examine the capacity investment and production decisions of the MNF facing raw materials and finished goods tariffs, as well as competition from the local firm. Our findings indicate that intensified competition does not necessarily erode profitability; under certain demand scenarios, cost‑advantaged firms may achieve enhanced profits. Moreover, rather than universally deterring capacity investments, competition may stimulate higher capacity levels compared to a monopolistic setting. Furthermore, higher raw material tariffs diminish the investment motivation of the MNF and decrease its optimal capacity, while finished goods tariffs enhance investment willingness only under moderate capacity investment cost conditions. Finally, tariffs tend to depress MNF production and profitability while enhancing the output and profits of the local firm, albeit at the expense of consumer welfare. However, in certain circumstances, an increase in finished goods tariffs can inadvertently boost the expected output of the MNF while harming the profitability of the local firm.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"7 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094108","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

Supply flexibility in two-echelon stochastic spare parts inventory systems with real-time pipeline information 具有实时管道信息的两级随机备件库存系统的供应灵活性

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-11 DOI: 10.1016/j.ejor.2025.08.010

Yihua Wang, Stefan Minner

{"title":"Supply flexibility in two-echelon stochastic spare parts inventory systems with real-time pipeline information","authors":"Yihua Wang, Stefan Minner","doi":"10.1016/j.ejor.2025.08.010","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.08.010","url":null,"abstract":"In a two-echelon supply chain, achieving high service levels at minimal cost can necessitate the use of flexible supply options, such as lateral transshipment and emergency delivery, particularly during stockouts at local warehouses. However, these flexible supply options are only beneficial if they enable deliveries to arrive earlier than regular replenishment orders. Therefore, it is essential to track the delivery of outstanding orders and obtain information about the supply pipeline, especially for spare parts networks where demand is typically slow-moving. Advances in real-time tracking technologies, such as the Internet of Things, provide critical visibility into the supply pipeline. We propose a flexible supply strategy that incorporates real-time pipeline information with regard to the position of regular replenishment orders. We develop a model to analyze the fraction of each supply option chosen and the long-term average operational cost under the proposed flexible supply strategy. By comparing the proposed model with a baseline model that excludes pipeline information, our numerical study reveals an average cost saving of 5.7% from using pipeline information. Furthermore, incorporating pipeline information impacts optimal inventory allocation, reducing the target inventory level at the central warehouse and shifting more inventory downstream to local warehouses. Pipeline visibility reduces the reliance on expensive emergency deliveries, leading to a more sustainable and agile supply chain.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"22 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094157","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

Artificial intelligence for optimization: Unleashing the potential of parameter generation, model formulation, and solution methods 优化人工智能：释放参数生成、模型制定和解决方法的潜力

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-11 DOI: 10.1016/j.ejor.2025.08.029

Zhenan Fan, Bissan Ghaddar, Xinglu Wang, Linzi Xing, Yong Zhang, Zirui Zhou

引用次数: 0

Strategic investment in electricity markets: Robust optimization versus stochastic programming 电力市场的战略投资：稳健优化与随机规划

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-11 DOI: 10.1016/j.ejor.2025.08.009

Álvaro García-Cerezo, Afzal S. Siddiqui, Trine K. Boomsma, Raquel García-Bertrand, Luis Baringo

{"title":"Strategic investment in electricity markets: Robust optimization versus stochastic programming","authors":"Álvaro García-Cerezo, Afzal S. Siddiqui, Trine K. Boomsma, Raquel García-Bertrand, Luis Baringo","doi":"10.1016/j.ejor.2025.08.009","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.08.009","url":null,"abstract":"Decarbonization policies have spurred the adoption of variable renewable energy (VRE) technologies such as wind and solar power. To enable flexible resources and accommodate VRE’s intermittency, electricity markets are shifting toward renewable-aware dispatch based on stochastic optimization. However, strategic firms may exploit such market structures to manipulate prices to their advantage. To complement the extant literature, we compare investment decisions as well as worst-case profits and losses in the context of generation expansion by a strategic firm that uses either risk-averse stochastic programming or robust optimization. The former is a bi-level optimization problem, whereas the latter is a tri-level problem. Our contributions are threefold in addressing policy and methodological challenges. First, we demonstrate that using robust optimization instead of stochastic programming generally leads to investment plans with a higher share of VRE because it serves as a hedge during undesirable realizations with low consumer willingness to pay and high marginal costs for conventional generation. Second, a regret analysis shows that the worst-case profit is significantly reduced if an investor uses expansion decisions from stochastic programming, highlighting the importance of selecting a methodology aligned with the main objective of the investor. The effect is especially pronounced if decisions stem from a social planner, thereby indicating how a conventional, centralized perspective may fail to reflect private incentives for generation expansion in evolving electricity markets. Third, the analysis of strategic behavior necessitates state-of-the-art decomposition techniques such as the constraint generation-based algorithm and the column-and-constraint generation algorithm for the bi- and tri-level problems, respectively.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"6 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094127","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

Self-matching guarantees in a brand omni-channel retailer 品牌全渠道零售商自匹配保障

IF 6.4 2区管理学

European Journal of Operational Research Pub Date : 2025-09-11 DOI: 10.1016/j.ejor.2025.09.004

Esmat Sangari, Izak Duenyas, Seyed Iravani

{"title":"Self-matching guarantees in a brand omni-channel retailer","authors":"Esmat Sangari, Izak Duenyas, Seyed Iravani","doi":"10.1016/j.ejor.2025.09.004","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.09.004","url":null,"abstract":"Retailers are increasingly adopting omni-channel structures to offer customers a seamless cross-channel shopping experience, which has created complex economic challenges, particularly in strategic pricing. This paper investigates optimal pricing strategies and the effectiveness of self-matching guarantees, where a retailer allows customers to purchase a product at the lower of its online or in-store prices. We develop mathematical and simulation models to explore these pricing decisions and additionally, to examine how inventory limitations impact self-matching profitability. We identify conditions under which self-matching enhances profitability, particularly in scenarios with varying levels of price-awareness and channel preferences among customers as well as insufficient inventory levels. Our findings also indicate that self-matching is more effective when customers have a low to moderate preference for online shopping, but its profitability diminishes as customer preference for online shopping intensifies. These insights offer practical guidance and actionable strategies for brand/luxury omni-channel retailers and managers handling private-label products to optimize their pricing decisions and improve profitability.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"196 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145094109","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