European Journal of Operational Research最新文献

{"title":"Fifty years of research in scheduling — Theory and applications","authors":"Alessandro Agnetis, Jean-Charles Billaut, Michael Pinedo, Dvir Shabtay","doi":"10.1016/j.ejor.2025.01.034","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.034","url":null,"abstract":"This paper presents an overview of scheduling research done over the last half century. The main focus is on what is typically referred to as machine scheduling. The first section describes the general framework for machine scheduling models and introduces the notation. The second section discusses the basic deterministic machine scheduling models, including single machine, parallel machines, flow shops, job shops, and open shops. The third section describes more elaborate models, including multi-objective and multi-agent scheduling models, scheduling with controllable processing times, scheduling with rejection, just-in-time scheduling, scheduling with due date assignments, time-dependent scheduling, and scheduling with batching and setups. The two subsequent sections consider scheduling under uncertainty; section four goes into online and robust scheduling and section five covers stochastic scheduling models. The next section describes a variety of important scheduling applications, including applications in manufacturing, in services, and in information processing. The last section presents the main conclusions and discusses future research directions.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"138 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143583106","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}

{"title":"Diversification for infinite-mean Pareto models without risk aversion","authors":"Yuyu Chen ,&nbsp;Taizhong Hu ,&nbsp;Ruodu Wang ,&nbsp;Zhenfeng Zou","doi":"10.1016/j.ejor.2025.01.039","DOIUrl":"10.1016/j.ejor.2025.01.039","url":null,"abstract":"<div><div>We study stochastic dominance between portfolios of independent and identically distributed (iid) extremely heavy-tailed (i.e., infinite-mean) Pareto random variables. With the notion of majorization order, we show that a more diversified portfolio of iid extremely heavy-tailed Pareto random variables is larger in the sense of first-order stochastic dominance. This result is further generalized for Pareto random variables caused by triggering events, random variables with tails being Pareto, bounded Pareto random variables, and positively dependent Pareto random variables. These results provide an important implication in investment: Diversification of extremely heavy-tailed Pareto profits uniformly increases investors’ profitability, leading to a diversification benefit. Remarkably, different from the finite-mean setting, such a diversification benefit does not depend on the decision maker’s risk aversion.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"323 1","pages":"Pages 341-350"},"PeriodicalIF":6.0,"publicationDate":"2025-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143436944","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}

{"title":"A simulation–optimization approach for capacitated lot-sizing in a multi-level pharmaceutical tablets manufacturing process","authors":"Michael Simonis, Stefan Nickel","doi":"10.1016/j.ejor.2025.01.028","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.028","url":null,"abstract":"This paper discusses an iterative simulation–optimization approach to estimate high-quality solutions for the multi-level capacitated lot-sizing problem with linked lot sizes and backorders (MLCLSP-L-B) based on probabilistic demand. It presents the application of the Generalized Uncertainty Framework (GUF) to the MLCLSP-L-B. The research provides an exact mathematical problem formulation and a variable neighborhood search (VNS) algorithm for the GUF. The evaluation procedure uses anonymized real-world data of multi-level pharmaceutical tablets manufacturing processes. It compares the GUF against a two-stage stochastic programming (SP) approach from the literature regarding manufacturing costs and customer service levels. Finally, planning rules and managerial insights are given for the tablets manufacturing processes.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"81 4 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143443575","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}

{"title":"Coordination of master planning in supply chains","authors":"Martin Albrecht","doi":"10.1016/j.ejor.2025.01.033","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.033","url":null,"abstract":"This paper proposes a new mechanism for coordinating master planning in a buyer–supplier supply chain. Parties take different roles in the mechanism: there is an informed party (IP) and a reporting party (RP). The mechanism consists of three steps. First, the RP defines a lump sum payment, which he will receive if a supply proposal that deviates from the default is implemented. Second, parties generate new supply proposals based on mathematical programming models. The RP communicates his profit changes for the new proposals to the IP. Third, the IP decides whether to implement one of the new proposals and to pay to the RP the lump sum minus the RP’s local profit change. We show that the mechanism is strategyproof, budget-balanced and individually rational. If the RP has uniformly distributed prior knowledge about the actual surplus from coordination, at least 3/4 of the surplus will be realized on the average. Our computational tests suggest that the coordination mechanism is effective and versatile. It identifies near optimal solutions for various master planning models and outperforms an existing approach from literature.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"63 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143385309","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}

{"title":"The [formula omitted]-transportation problem: On the value of split transports for the Physical Internet concept","authors":"Nils Boysen, Dirk Briskorn, Benoit Montreuil, Lennart Zey","doi":"10.1016/j.ejor.2025.01.038","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.038","url":null,"abstract":"The Physical Internet (PI or <mml:math altimg=\"si55.svg\" display=\"inline\"><mml:mi>π</mml:mi></mml:math>) is a design metaphor that applies the digital internet as an archetype to rethink freight logistics and transportation in a more sustainable, interoperable, and cooperative way. Analogously to the protocols of the digital internet, freight should be encapsulated into standardized <mml:math altimg=\"si55.svg\" display=\"inline\"><mml:mi>π</mml:mi></mml:math>-containers and transported through an open network of cooperating <mml:math altimg=\"si55.svg\" display=\"inline\"><mml:mi>π</mml:mi></mml:math>-hubs. Despite the inspiring analogy, parallels are not absolute. Digital data packages can be duplicated without cost, can be (re-)sent anywhere in short time, generate no return flows, and their routing decisions have to be taken in microseconds. In this paper, we focus on a characteristic of the digital internet that can be emulated by the PI but has received less attention yet: split transports. Analogously to the internet protocol, which forwards each data packet individually according to dynamically adapted routing tables, larger shipments can be split into multiple smaller <mml:math altimg=\"si55.svg\" display=\"inline\"><mml:mi>π</mml:mi></mml:math>-containers, so that different containers with the same destination may be routed via different paths. To evaluate whether these split transports significantly promote the aims of the PI, we derive a basic scheduling problem, called the <mml:math altimg=\"si55.svg\" display=\"inline\"><mml:mi>π</mml:mi></mml:math>-transportation problem, where a given set of (either split or unsplit) shipments aim to travel along a linear transport corridor with given <mml:math altimg=\"si55.svg\" display=\"inline\"><mml:mi>π</mml:mi></mml:math>-hubs. Based on this problem, we derive analytical and computational results to quantify the impact of split transports on the success of the PI concept. Our results suggest that split transports are not among the important features when redesigning the transportation sector.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"14 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143443573","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}

{"title":"Solving Markov decision processes via state space decomposition and time aggregation","authors":"Rodrigo e Alvim Alexandre, Marcelo D. Fragoso, Virgílio J.M. Ferreira Filho, Edilson F. Arruda","doi":"10.1016/j.ejor.2025.01.037","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.037","url":null,"abstract":"Although there are techniques to address large scale Markov decision processes (MDP), a computationally adequate solution of the so-called curse of dimensionality still eludes, in many aspects, a satisfactory treatment. In this paper, we advance in this issue by introducing a novel multi-subset partitioning scheme to allow for a distributed evaluation of the MDP, aiming to accelerate convergence and enable distributed policy improvement across the state space, whereby the value function and the policy improvement step can be performed independently, one subset at a time. The scheme’s innovation hinges on a design that induces communication properties that allow us to evaluate time aggregated trajectories via absorption analysis, thereby limiting the computational effort. The paper introduces and proves the convergence of a class of distributed time aggregation algorithms that combine the partitioning scheme with two-phase time aggregation to distribute the computations and accelerate convergence. In addition, we make use of Foster’s sufficient conditions for stochastic stability to develop a new theoretical result which underpins a partition design that guarantees that large regions of the state space are rarely visited and have a marginal effect on the system’s performance. This enables the design of approximate algorithms to find near-optimal solutions to large scale systems by focusing on the most visited regions of the state space. We validate the approach in a series of experiments featuring production and inventory and queuing applications. The results highlight the potential of the proposed algorithms to rapidly approach the optimal solution under different problem settings.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"1 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143443574","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}

{"title":"Single-machine scheduling with fixed energy recharging times to minimize the number of late jobs and the number of just-in-time jobs: A parameterized complexity analysis","authors":"Renjie Yu, Daniel Oron","doi":"10.1016/j.ejor.2025.01.007","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.007","url":null,"abstract":"We study single-machine scheduling problems where processing each job requires both processing time and rechargeable energy. Subject to a predefined energy capacity, energy can be recharged after each job during a fixed recharging period. Our focus is on two due date-related scheduling criteria: minimizing the number of late jobs and maximizing the weighted number of jobs completed exactly at their due dates. This study aims to analyze the parameterized tractability of the two problems and develop fixed-parameter algorithms with respect to three natural parameters: the number of different due dates <mml:math altimg=\"si1.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:math>, the number of different processing times <mml:math altimg=\"si2.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msub></mml:math>, and the number of different energy consumptions <mml:math altimg=\"si3.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>e</mml:mi></mml:mrow></mml:msub></mml:math>. Following the proofs of <mml:math altimg=\"si4.svg\" display=\"inline\"><mml:mi mathvariant=\"script\">NP</mml:mi></mml:math>-hardness across several contexts, we demonstrate that both problems remain intractable when parameterized by <mml:math altimg=\"si1.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:math> and <mml:math altimg=\"si2.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msub></mml:math>. To complement our results, we show that both problems become fixed-parameter tractable (FPT) when parameterized by <mml:math altimg=\"si3.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>e</mml:mi></mml:mrow></mml:msub></mml:math> and <mml:math altimg=\"si1.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:math>, and are solvable in polynomial time when both <mml:math altimg=\"si3.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>e</mml:mi></mml:mrow></mml:msub></mml:math> and <mml:math altimg=\"si2.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mi>v</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msub></mml:math> are constant.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"16 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143385310","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}

{"title":"Optimizing omnichannel assortments and inventory provisions under the multichannel attraction model","authors":"Andrey Vasilyev, Sebastian Maier, Ralf W. Seifert","doi":"10.1016/j.ejor.2025.01.035","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.035","url":null,"abstract":"Assortment optimization presents a complex challenge for retailers, as it depends on numerous decision factors. Changes in assortment can result in demand redistribution with multi-layered consequences. This complexity is even more pronounced for omnichannel retailers, which have to manage assortments across multiple sales channels. Choice modeling has emerged as an effective method in assortment optimization, capturing customer shopping behavior and shifts in demand as assortments change. In this paper, we utilize the multichannel attraction model – a discrete choice model specifically designed for omnichannel environments – and generalize it for the case of a retailer managing both an online store and a network of physical stores. We integrate assortment decisions with optimal inventory decisions, assuming stochastic demand. Our model shows that overlooking the demand variability can result in suboptimal assortment decisions due to the demand pooling effect. We derive complexity results for the assortment optimization problem, which we formulate as a mixed-integer second-order cone program. We then develop two heuristic algorithms based on different relaxations of the formulated optimization problem. Furthermore, we conduct an extensive numerical analysis to provide managerial insights. We find that an increasing coefficient of variation of demand has a dual effect on optimal assortment sizes, initially causing a decrease in online assortment size due to rising costs, followed by an increase in online assortment size because of the demand pooling effect. Finally, we evaluate the potential benefits of omnichannel assortment optimization compared to assortment optimization in siloed channels.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"5 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143477828","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}

{"title":"Goodness-of-fit in production models: A Bayesian perspective","authors":"Mike Tsionas, Valentin Zelenyuk, Xibin Zhang","doi":"10.1016/j.ejor.2025.01.030","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.030","url":null,"abstract":"We propose a general approach for modeling production technologies, allowing for modeling both inefficiency and noise that are specific for each input and each output. The approach is based on amalgamating ideas from nonparametric activity analysis models for production and consumption theory with stochastic frontier models. We do this by effectively re-interpreting the activity analysis models as simultaneous equations models in Bayesian compression and artificial neural networks framework. We make minimal assumptions about noise in the data and we allow for flexible approximations to input- and output-specific slacks. We use compression to solve the problem of an exceeding number of parameters in general production technologies and also incorporate environmental variables in the estimation. We also present Monte Carlo simulation results and an empirical illustration of this approach for US banking data.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"9 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143477831","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}

{"title":"Deep Controlled Learning for Inventory Control","authors":"Tarkan Temizöz, Christina Imdahl, Remco Dijkman, Douniel Lamghari-Idrissi, Willem van Jaarsveld","doi":"10.1016/j.ejor.2025.01.026","DOIUrl":"https://doi.org/10.1016/j.ejor.2025.01.026","url":null,"abstract":"The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for the specific challenges posed by inventory management. Consequently, these algorithms often fail to outperform established heuristics; for instance, no existing DRL approach consistently surpasses the capped base-stock policy in lost sales inventory control. This highlights a critical gap in the practical application of DRL to inventory management: the highly stochastic nature of inventory problems requires tailored solutions. In response, we propose Deep Controlled Learning (DCL), a new DRL algorithm designed for highly stochastic problems. DCL is based on approximate policy iteration and incorporates an efficient simulation mechanism, combining Sequential Halving with Common Random Numbers. Our numerical studies demonstrate that DCL consistently outperforms state-of-the-art heuristics and DRL algorithms across various inventory settings, including lost sales, perishable inventory systems, and inventory systems with random lead times. DCL achieves lower average costs in all test cases while maintaining an optimality gap of no more than 0.2%. Remarkably, this performance is achieved using the same hyperparameter set across all experiments, underscoring the robustness and generalizability of our approach. These findings contribute to the ongoing exploration of tailored DRL algorithms for inventory management, providing a foundation for further research and practical application in this area.","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"75 1","pages":""},"PeriodicalIF":6.4,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143385311","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}