Annals of Operations Research最新文献_第9页

Benchmarking in data envelopment analysis: balanced efforts to achieve realistic targets 数据包络分析中的基准：实现现实目标的平衡努力

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-09 DOI: 10.1007/s10479-024-06216-w

Hernán P. Guevel, Nuria Ramón, Juan Aparicio

{"title":"Benchmarking in data envelopment analysis: balanced efforts to achieve realistic targets","authors":"Hernán P. Guevel, Nuria Ramón, Juan Aparicio","doi":"10.1007/s10479-024-06216-w","DOIUrl":"https://doi.org/10.1007/s10479-024-06216-w","url":null,"abstract":"The minimum distance models have undoubtedly represented a significant advance for the establishment of targets in Data Envelopment Analysis (DEA). These models may help in defining improvement plans that require the least overall effort from the inefficient Decision Making Units (DMUs). Despite the advantages that come with Closest Targets, in some cases unsatisfactory results may be given, since improvement plans, even in that context, differ considerably from the actual performances. This generally occurs because all the effort employed to reach the efficient DEA frontier is channeled into just a few variables. In certain contexts these exorbitant efforts in some inputs/outputs become unapproachable. In fact, proposals for sequential improvement plans can be found in the literature. It could happen that the sequential improvement plans continue to be so demanding in some variable that it would be difficult to achieve such targets. We propose an alternative approach where the improvement plans require similar efforts in the different variables that participate in the analysis. In the absence of information about the limitations of improvement in the different inputs/outputs, we consider that a plausible and conservative solution would be the one where an equitable redistribution of efforts would be possible. In this paper, we propose different approaches with the aim of reaching an impartial distribution of efforts to achieve optimal operating levels without neglecting the overall effort required. Therefore, we offer different alternatives for planning improvements directed towards DEA efficient targets, where the decision-maker can choose the one that best suits their circumstances. Moreover, and as something new in the benchmarking DEA context, we will study which properties satisfy the targets generated by the different models proposed. Finally, an empirical example used in the literature serves to illustrate the methodology proposed.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"41 1","pages":""},"PeriodicalIF":4.8,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197684","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 hybrid genetic algorithm with an adaptive diversity control technique for the homogeneous and heterogeneous dial-a-ride problem 针对同质和异质拨号乘车问题的混合遗传算法与自适应分集控制技术

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-09 DOI: 10.1007/s10479-024-06194-z

Somayeh Sohrabi, Koorush Ziarati, Morteza Keshtkaran

{"title":"A hybrid genetic algorithm with an adaptive diversity control technique for the homogeneous and heterogeneous dial-a-ride problem","authors":"Somayeh Sohrabi, Koorush Ziarati, Morteza Keshtkaran","doi":"10.1007/s10479-024-06194-z","DOIUrl":"https://doi.org/10.1007/s10479-024-06194-z","url":null,"abstract":"Dial-a-Ride Problem (DARP) is one of the classic routing problems with pairing and precedence constraints. Due to these types of constraints, it is quite challenging to design an efficient evolutionary algorithm for solving this problem. In this paper, a genetic algorithm in combination with a variable neighborhood descent procedure is suggested to solve the DARP. This algorithm, which is called Hybrid Genetic Algorithm (HGA), is independent of any repairing procedure or user-defined penalty factors. Instead, it uses the constraint dominance principle with respect to the number of unserved requests. Our algorithm employs an adaptive population management technique which takes into account not only the quality of solutions but also their contribution in the diversity level. To do so efficiently, this population management technique utilizes a simple arc-based representation for the DARP solutions. A route-based crossover procedure known as Route Exchange Crossover is used in the HGA. This crossover method is thoroughly compared with five other crossover techniques including a new one called Block Exchange Crossover. The HGA produces competitive solutions in comparison with the state-of-the-art methods for tackling the DARP and Heterogeneous DARP (H-DARP). It obtains the optimal solutions of all the small and medium size standard instances of the DARP and finds new best results for two large ones with unknown optimal solutions. Moreover, for 12 out of 24 new instances of the H-DARP, the best known solutions are improved using the HGA.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"12 1","pages":""},"PeriodicalIF":4.8,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197680","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

On generating functions to compute some power measures for weighted majority games 关于生成函数以计算加权多数人博弈的一些功率测量值

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-09 DOI: 10.1007/s10479-024-06191-2

L. M. Armijos-Toro, J. M. Alonso-Meijide, M. A. Mosquera, A. Saavedra-Nieves

引用次数: 0

Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach 具有斜率限制的风电场储能系统建模：半马尔可夫调制布朗桥方法

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-06 DOI: 10.1007/s10479-024-06236-6

Abel Azze, Guglielmo D’Amico, Bernardo D’Auria, Salvatore Vergine

引用次数: 0

Insurance coverage and environmental risk in an evolutionary oligopoly 演化寡头垄断中的保险范围和环境风险

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-06 DOI: 10.1007/s10479-024-06240-w

Ilaria Colivicchi, Gianluca Iannucci

引用次数: 0

Correction: The impact of cultural differences on the success of elite labor migration—evidence from professional soccer 更正：文化差异对精英劳动力迁移成功的影响--来自职业足球的证据

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-05 DOI: 10.1007/s10479-024-06234-8

Joost Bosker, Marc Gürtler

引用次数: 0

Scenario-based stochastic model and efficient cross-entropy algorithm for the risk-budgeting problem 基于情景的随机模型和风险预算问题的高效交叉熵算法

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-04 DOI: 10.1007/s10479-024-06227-7

M. Bayat, F. Hooshmand, S. A. MirHassani

引用次数: 0

A comprehensive evaluation of constrained mean-expectile portfolios with short selling 全面评估带卖空功能的受限均值-期望值投资组合

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-04 DOI: 10.1007/s10479-024-06224-w

Vrinda Dhingra, Amita Sharma, Shiv Kumar Gupta

{"title":"A comprehensive evaluation of constrained mean-expectile portfolios with short selling","authors":"Vrinda Dhingra, Amita Sharma, Shiv Kumar Gupta","doi":"10.1007/s10479-024-06224-w","DOIUrl":"https://doi.org/10.1007/s10479-024-06224-w","url":null,"abstract":"Owing to its unique property of being both coherent and elicitable, expectile has recently been studied as an alternative risk measure to value-at-risk (({{,textrm{VaR},}})) and conditional value-at-risk (({{,textrm{CVaR},}})). Analogously, as a risk measure, it is defined as expectile value-at-risk (({{,textrm{EVaR},}})). This study proposes to enhance the Mean-({{,textrm{EVaR},}}) portfolio optimization model to incorporate short selling strategy. To assimilate different practical arrangements of a short-sale transaction, we analyze constraints such as proportional bounds, (l_1)-norm constraint, bounded budget, and turnover constraints. We conduct extensive in-sample and out-of-sample analyses using historical data of stocks from the CNX NIFTY 50 (India), Hang Seng (Hong Kong), FTSE 100 (UK), and DAX 100 (Germany) indices over 10 years using a rolling window strategy. While the (l_1)-norm constraint and the bounded budget help to restrict the total short-sale budget, the turnover constraint helps in tuning the portfolio turnover, thereby reducing the overall transaction cost. The empirical results highlight the benefits of choosing specific constraints to assist practical decision-making for the short-selling strategy in the proposed model. We further perform a comparative study of Mean-({{,textrm{EVaR},}}) model with the 1/n portfolio strategy and two popular portfolio optimization models, Mean-Variance and Mean-({{,textrm{CVaR},}}) under a similar setting and observe the financial benefit of the proposed model indicating its importance in investment practices.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"10 1","pages":""},"PeriodicalIF":4.8,"publicationDate":"2024-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142197686","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

Correction: A novel robust decomposition algorithm for a profit-oriented production routing problem with backordering, uncertain prices, and service level constraints 更正：一种新颖的鲁棒分解算法，适用于具有反向订购、不确定价格和服务水平约束条件的利润导向型生产路径问题

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-04 DOI: 10.1007/s10479-024-06235-7

Tarik Zouadi, Kaoutar Chargui, Najlae Zhani, Vincent Charles, Raja Sreedharan V

引用次数: 0

Remembering Marco Tucci 缅怀马可-图齐

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-04 DOI: 10.1007/s10479-024-06186-z

Hans Amman, William A. Barnett, Fredj Jawadi

引用次数: 0