Annals of Operations Research最新文献_第9页

Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-07 DOI: 10.1007/s10479-024-06281-1

Sébastien Lleo, Leonard C. MacLean

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Improving estimation of portfolio risk using new statistical factors

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-07 DOI: 10.1007/s10479-024-06307-8

Xialu Liu, John Guerard, Rong Chen, Ruey Tsay

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The Israeli queue with a capacitated server: modeling and approximations 有容量服务器的以色列队列：建模和近似

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-06 DOI: 10.1007/s10479-024-06298-6

Nir Perel, Efrat Perel, Mor Kaspi

{"title":"The Israeli queue with a capacitated server: modeling and approximations","authors":"Nir Perel, Efrat Perel, Mor Kaspi","doi":"10.1007/s10479-024-06298-6","DOIUrl":"10.1007/s10479-024-06298-6","url":null,"abstract":"<div><p>The Israeli Queue is a batch service polling system where a single server attends to multiple queues based on seniority. Each arriving customer belongs to one of several classes. Upon arrival, a customer either joins an existing queue for their class or initiates a new queue if they are the first of their class to arrive. Customers from the class with the most senior member are served together as a batch, with the service time remaining constant regardless of the batch size. This service model is found in applications like advanced elevator systems and on-demand shared mobility, where passengers heading to the same destination can share a ride. However, in many real-world scenarios, the vehicle capacities are small and constraining, which calls for a deeper exploration of the Israeli queue with a capacitated server (IQCS). In this paper, we formally define the IQCS and address the challenges of creating a mathematically tractable model to represent it. To approximate the IQCS, we develop a quasi-birth-death process and derive approximations for key performance measures. To validate our approach, we implement a simulation model and use it to compare the IQCS, the approximate model, and the original Israeli Queue. Our results across various scenarios demonstrate the accuracy of the approximate model. Nonetheless, the presence of a remaining gap underscores the ongoing challenge of precisely and efficiently modeling the IQCS, posing an open question for the research community.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"344 1","pages":"267 - 285"},"PeriodicalIF":4.4,"publicationDate":"2024-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06298-6.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142912808","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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

Parallel shifting bottleneck algorithms for non-permutation flow shop scheduling 非排列流水车间调度的并行移动瓶颈算法

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-06 DOI: 10.1007/s10479-024-06329-2

Hossein Badri, Tayebeh Bahreini, Daniel Grosu

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Mitigating the risk of tanking in multi-stage tournaments 减少在多阶段比赛中出现坦克的风险

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-05 DOI: 10.1007/s10479-024-06311-y

László Csató

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The minmax due-date assignment problem with acceptable lead-times 具有可接受交货期的最大最小交货期分配问题

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-04 DOI: 10.1007/s10479-024-06290-0

Gur Mosheiov, Assaf Sarig

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Expected return, realized return and asset pricing tests

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-03 DOI: 10.1007/s10479-024-06246-4

Edwin J. Elton

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Designing a robust logistics model for perishable emergency commodities in an epidemic outbreak using Lagrangian relaxation: a case of COVID-19 利用拉格朗日松弛设计流行病暴发中易腐紧急商品的鲁棒物流模型：以COVID-19为例

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-02 DOI: 10.1007/s10479-024-06116-z

Mahnaz Sheikholeslami, Naeme Zarrinpoor

{"title":"Designing a robust logistics model for perishable emergency commodities in an epidemic outbreak using Lagrangian relaxation: a case of COVID-19","authors":"Mahnaz Sheikholeslami, Naeme Zarrinpoor","doi":"10.1007/s10479-024-06116-z","DOIUrl":"10.1007/s10479-024-06116-z","url":null,"abstract":"<div><p>This paper proposes a three-echelon emergency commodities supply chain that considers location, allocation, distribution, and resource management planning to minimize the total cost when an epidemic occurs. The model takes into account some key aspects of the emergency distribution network in the event of an outbreak, such as the possibility of quarantining epidemic areas and delays in emergency commodity distribution, commodity storage due to panic buying, demand uncertainty, distribution time, and periodic review and updating of emergency commodity inventories. The model controls the remaining lifetime of the goods while taking into account their perishability. Various types of vehicles with differing capacities, transportation speeds, and costs are studied in order to achieve a suitable balance between cost and speed of delivering commodities. A robust possibilistic programming approach is used to deal with parameter uncertainty and a Lagrangian relaxation approach is used to solve the proposed model. A real case study on COVID-19 is presented in order to illustrate the validity of the suggested model as well as the effectiveness of the developed solution method, and a sensitivity analysis is performed. Based on the findings of this study, considering the uncertainties of system costs, demand, quarantine probability, and delays in the distribution of commodities have a significant impact on network costs during an epidemic outbreak and ignoring them leads to inaccurate estimates of system costs.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 1","pages":"459 - 491"},"PeriodicalIF":4.4,"publicationDate":"2024-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142789191","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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 dynamic model of investment in research and teaching facilities in academic institutions 学术机构研究和教学设施投资的动态模型

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-01 DOI: 10.1007/s10479-024-06232-w

Amir Brudner, Arieh Gavious

引用次数: 0

An emergency supply policy for an inventory replenishment model with returns and partial backorders 包含退货和部分缺货的库存补充模型的紧急供应策略

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-30 DOI: 10.1007/s10479-024-06261-5

Nethanel Drezner, Yonit Barron

{"title":"An emergency supply policy for an inventory replenishment model with returns and partial backorders","authors":"Nethanel Drezner, Yonit Barron","doi":"10.1007/s10479-024-06261-5","DOIUrl":"10.1007/s10479-024-06261-5","url":null,"abstract":"<div><p>This paper studies a continuous-review inventory replenishment model with a limited storage capacity <i>S</i> in an uncertain environment. We assume that the demands and returns follow independent Poisson processes. We further assume a ra1079 shelf life, a random lead time, and early loss. The storage is managed according to the base-stock (<i>S</i>, <i>s</i>) policy for <span>(s<S,S>0.)</span> In case of overstock, each returned item exceeding <i>S</i> is transferred to a foreign facility. If during the lead time a demand reaches zero stock, we consider two alternatives: either allow partial backordering up to <span>(L_{B})</span> items, beyond which the unsatisfied demand is lost, or call for an immediate and costly emergency supply up to level <span>(0<Q_{B}^{e}le S)</span>. Our objective is to study how the thresholds <i>s</i>, <i>S</i>, <span>(L_{B},)</span> and <span>(Q_{B}^{e})</span> are impacted by the system’s parameters, such as returns, demands, and costs. Using a Markovian framework, we derive the steady-state probabilities for the inventory level, and construct closed-form expressions for the average cost functions. Then, we numerically investigate the impact of the different parameters on the best policy and on the threshold levels. We compare the two alternatives and identify situations in which calling for an emergency supply is economically profitable.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 1","pages":"175 - 221"},"PeriodicalIF":4.4,"publicationDate":"2024-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06261-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142789366","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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