Central European Journal of Operations Research最新文献

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Interval transportation problem: feasibility, optimality and the worst optimal value 区间运输问题:可行性、最优性和最差最优值
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2023-01-30 DOI: 10.1007/s10100-023-00841-9
Elif Garajov'a, M. Rada
{"title":"Interval transportation problem: feasibility, optimality and the worst optimal value","authors":"Elif Garajov'a, M. Rada","doi":"10.1007/s10100-023-00841-9","DOIUrl":"https://doi.org/10.1007/s10100-023-00841-9","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43759736","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 2
Optimal vaccination strategies using a distributed model applied to COVID-19. 基于分布式模型的COVID-19疫苗接种优化策略
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00819-z
Georgi Angelov, Raimund Kovacevic, Nikolaos I Stilianakis, Vladimir M Veliov
{"title":"Optimal vaccination strategies using a distributed model applied to COVID-19.","authors":"Georgi Angelov,&nbsp;Raimund Kovacevic,&nbsp;Nikolaos I Stilianakis,&nbsp;Vladimir M Veliov","doi":"10.1007/s10100-022-00819-z","DOIUrl":"https://doi.org/10.1007/s10100-022-00819-z","url":null,"abstract":"<p><p>Optimal distribution of vaccines to achieve high population immunity levels is a desirable aim in infectious disease epidemiology. A distributed optimal control epidemiological model that accounts for vaccination was developed and applied to the case of the COVID-19 pandemic. The model proposed here is nonstandard and takes into account the heterogeneity of the infected sub-population with respect to the time since infection, which is essential in the case of COVID-19. Based on the epidemiological characteristics of COVID-19 we analyze several vaccination scenarios and an optimal vaccination policy. In particular we consider random vaccination over the whole population and the prioritization of age groups such as the elderly and compare the effects with the optimal solution. Numerical results of the model show that random vaccination is efficient in reducing the overall number of infected individuals. Prioritization of the elderly leads to lower mortality though. The optimal strategy in terms of total deaths is early prioritization of those groups having the highest contact rates.</p>","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9461439/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9155908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 4
Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi. 在COVID-19大流行危机造成的市场波动时期,ATM管理面临的挑战。
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00816-2
Marcin Suder, Tomasz Wójtowicz, Rafał Kusa, Henryk Gurgul
{"title":"Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi.","authors":"Marcin Suder,&nbsp;Tomasz Wójtowicz,&nbsp;Rafał Kusa,&nbsp;Henryk Gurgul","doi":"10.1007/s10100-022-00816-2","DOIUrl":"https://doi.org/10.1007/s10100-022-00816-2","url":null,"abstract":"<p><p>One of the most important issues related to the management of an Automatic Teller Machine (ATM) network is the correct forecasting of the demand for cash. Typically, this demand, expressed as the value or number of ATM withdrawals, has some regularities that can be used to evaluate future values for these variables. However, forecasting becomes a challenge when a crisis occurs that could affect the behavior of ATM users. In this context, it is important to identify how the development of the crisis and the various information concerning it may affect people's attitudes to cash. This study aims to examine the impact of the COVID-19 pandemic on the behavior of ATM customers. On the basis of daily data from 81 ATMs, we analyze the changes in the value and number of withdrawals just before and during the COVID-19 pandemic in Poland. An event study analysis allows us to determine precisely the moments in which changes in user behavior took place. This means that it is also possible to examine the reaction of ATM users to the announcement and implementation of the pandemic restrictions, and to determine the factors that had an impact on the change in people's attitude to cash. Such a study is also important from a sociological point of view, as it enables one to understand people's reactions to the emerging crisis. Hence, its results may be useful not only for managers of ATM networks, but also for various authorities and policy makers.</p>","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9648898/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9212527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. 银行基础的稳健投资组合优化:具有强制性约束的资产配置CVaR方法。
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00821-5
Maria Cristina Arcuri, Gino Gandolfi, Fabrizio Laurini
{"title":"Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints.","authors":"Maria Cristina Arcuri,&nbsp;Gino Gandolfi,&nbsp;Fabrizio Laurini","doi":"10.1007/s10100-022-00821-5","DOIUrl":"https://doi.org/10.1007/s10100-022-00821-5","url":null,"abstract":"<p><p>This paper focuses on an innovative asset allocation strategy for risk averse investors who operate on very long-time horizons, such as endowments and the Italian foundations of banking origin (FBOs). FBOs play a pivotal role in supporting economic, financial and sustainable growth in the long term. In the search for a model which optimizes FBO portfolio choices in the light of regulatory constraints on their sizeable investable portfolio, we highlight the risk-adjusted performances obtained using a robust conditional VaR (R-CVaR) approach-assuming different risk profiles-which corrects some of the Markowitz approach pitfalls and accounts for tail risk. We compare the two models using a buy and hold strategy: the R-CVaR delivers better returns than a Markowitz portfolio, even when those performances are measured with a mean-variance metric.</p>","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9614752/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9166131","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
A goal programming model for two-stage COVID19 test sampling centers location-allocation problem. 两阶段covid - 19测试采样中心定位-分配问题的目标规划模型。
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00797-2
Yusuf Kuvvetli
{"title":"A goal programming model for two-stage COVID19 test sampling centers location-allocation problem.","authors":"Yusuf Kuvvetli","doi":"10.1007/s10100-022-00797-2","DOIUrl":"https://doi.org/10.1007/s10100-022-00797-2","url":null,"abstract":"<p><p>The COVID19 virus, which first appeared in Wuhan, China, and has become a pandemic in a short time, has threatened the health system in many countries and put it into a bottleneck. Simultaneously, the second wave's expectation spread it necessary to plan the health services correctly. In this study, a location-allocation problem in the two-echelon system, which considers different test sampling alternatives, is examined to obtain test sampling centers' location-allocation. The problem is modeled as a goal programming model to create a network that tests samples at a minimum total distance, establishes a minimum number of test sampling centers, and reaches the distance of PCR test laboratories at minimum total distances. The proposed model is applied as a case study for the two cities located in Turkey, and the obtained locations and inventory levels of each location are presented. Besides, different scenarios are examined to understand the structure of the model. As a result, only testing in hospitals will increase the risk of contamination. Since testing at all points will not be possible administratively, it will be ensured that the most appropriate location-allocation decisions are taken by considering all the proposed model's objectives.</p>","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9034448/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10569379","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 3
Possible new applications of the interactive programming based on aspiration levels—case of pure and mixed strategies 基于期望水平的交互式规划可能的新应用——纯策略和混合策略的情况
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2022-12-28 DOI: 10.1007/s10100-022-00836-y
Helena Gaspars-Wieloch
{"title":"Possible new applications of the interactive programming based on aspiration levels—case of pure and mixed strategies","authors":"Helena Gaspars-Wieloch","doi":"10.1007/s10100-022-00836-y","DOIUrl":"https://doi.org/10.1007/s10100-022-00836-y","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2022-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45183764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 2
Some properties of the maximum loss on loan portfolios 贷款组合中最大损失的一些性质
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2022-12-19 DOI: 10.1007/s10100-022-00837-x
J. Vörös
{"title":"Some properties of the maximum loss on loan portfolios","authors":"J. Vörös","doi":"10.1007/s10100-022-00837-x","DOIUrl":"https://doi.org/10.1007/s10100-022-00837-x","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2022-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43783839","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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 taxation of a perfectly competitive firm with Cobb–Douglas production function as a bilevel programming problem 具有柯布-道格拉斯生产函数的完全竞争企业的最优税收问题
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2022-12-16 DOI: 10.1007/s10100-022-00832-2
Zrinka Lukač
{"title":"Optimal taxation of a perfectly competitive firm with Cobb–Douglas production function as a bilevel programming problem","authors":"Zrinka Lukač","doi":"10.1007/s10100-022-00832-2","DOIUrl":"https://doi.org/10.1007/s10100-022-00832-2","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2022-12-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46648105","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 1
Operating room scheduling with surgical team: a new approach with constraint programming and goal programming 带手术团队的手术室调度:一种新的约束规划和目标规划方法
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2022-12-14 DOI: 10.1007/s10100-022-00835-z
Şeyda Gür, Mehmet Pınarbaşı, Hacı Mehmet Alakaş, T. Eren
{"title":"Operating room scheduling with surgical team: a new approach with constraint programming and goal programming","authors":"Şeyda Gür, Mehmet Pınarbaşı, Hacı Mehmet Alakaş, T. Eren","doi":"10.1007/s10100-022-00835-z","DOIUrl":"https://doi.org/10.1007/s10100-022-00835-z","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2022-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42811157","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 4
Optimal tax policy for single homogeneous commodity on n markets with export costs as a Stackelberg game 具有出口成本的n个市场上单一同质商品的最优税收政策
IF 1.7 4区 管理学
Central European Journal of Operations Research Pub Date : 2022-12-13 DOI: 10.1007/s10100-022-00822-4
Zrinka Lukač
{"title":"Optimal tax policy for single homogeneous commodity on n markets with export costs as a Stackelberg game","authors":"Zrinka Lukač","doi":"10.1007/s10100-022-00822-4","DOIUrl":"https://doi.org/10.1007/s10100-022-00822-4","url":null,"abstract":"","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.7,"publicationDate":"2022-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49200092","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 1
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