Operations Research Proceedings 2005 (eBook)

Preface of the Conference Chairs 5
Committees 7
Scientific Sections and Section Leaders 9
Contents 11
Part I Dissertation Award of the GOR 25
Zeitkontinuität in zeitdiskreten Modellen – Neue Ansätze für die Produktionsplanung in der Prozessindustrie 26
A Hierarchical Production Planning Approach for Multiprocessor Flow Shops 32
Representing Labor Demands in Airport Ground Staff Scheduling 38
Rapid Mathematical Programming or How to Solve Sudoku Puzzles in a Few Seconds 44
Part II Diploma Award of the GOR 51
Standortplanung von Einsatzkräften bei Großereignissen 52
Part III Logistics 59
Customer Selection and Profit Maximization in Vehicle Routing Problems 60
A Decision Support System for Strategic and Operational Planning of Road Feeder Services 66
Mehrdepot-Umlaufplanung: Berücksichtigung von Verschiebeintervallen f¨ur Fahrten in einem Time-Space-Netzwerk-basierten Modell 72
Adaptive Dienst- und Umlaufplanung im OPNV 78
Timber Transport Vehicle Routing Problems: Formulation and Heuristic Solution 84
Robustness in the Context of Autonomous Cooperating Logistic Processes: A Sustainability Perspective 90
Open Vehicle Routing Problem with Time Deadlines: Solution Methods and an Application 96
An Optimal Control Policy for Crossdocking Terminals 102
An Enumerative Approach to Rail-Truck Intermodal Transportation of Mixed Shipments 108
Some Remarks on the Stability of Production Networks 114
Simulating Dispatching Strategies for Automated Container Terminals 120
Part IV New Maritime Businesses 127
Integration of Berth Allocation and Crane Assignment to Improve the Resource Utilization at a Seaport Container Terminal 128
Simulation der Supply Chain für Offshore-Wind- Energie- Anlagen 134
Modeling and Solution for Yard Truck Dispatch Planning at Container Terminal 140
Strategic Tools for the Sustainable Development of Maritime Regions 146
Part V Production & Supply Chain Management
A Two-echelon Model for Inventory and Returns 154
Bestimmung von Losgrößen, Transportzyklen und Sicherheitsbeständen in unternehmens übergreifenden Wertschöpfungsketten 160
A Group Setup Strategy for PCB Assembly on a Single Automated Placement Machine 166
Optionsbündelung und Fertigungsablauf in der Automobilindustrie 172
A Heuristic Method for Large-Scale Batch Scheduling in the Process Industries 178
Planning Disassembly for Remanufacturing Under a Rolling Schedule Environment 184
An LP-based Heuristic Approach for Strategic Supply Chain Design 190
Der Einfluss von alternativen Bezugsquellen auf die opt imale Beschaffungsstrategie 196
Distributed Planning in Product Recovery Networks 202
Valuing Product Portfolios Under Uncertainty and Limited Capacity 208
Entwicklung eines reaktiven Schedulingsystems für die Prozessindustrie 214
Recovery Knowledge Acquisition in Medium and Long Term Planning of a Joint Manufacturing / Remanufacturing System 220
Part VI Finance, Banking and Insurance 227
Performance Measurement of Hedge Fund Indices - Does the Measure Matter? 228
On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models 234
Dynamic Replication of Non-Maturing Assets and Liabilities 240
Portfolio Optimization Under Partial Information and Convex Constraints in a Hidden Markov Model 246
Robuste Portfoliooptimierung: Eine kritische Bestandsaufnahme und ein Vergleich alternativer Verfahren 252
Effizienzanalyse deutscher Banken mit Data Envelopment Analysis und Stabilit atsanalysen 258
Part VII Artificial Intelligence and Fuzzy Logic 265
Duality in Fuzzy Multiple Objective Linear Programming 266
Variable Subset Selection for Credit Scoring with Support Vector Machines 274
Genetically Constructed Kernels for Support Vector Machines 280
Optimierung von Warteschlangensystemen durch Approximation mit Neuronalen Netzen 286
Aktienkursprognose anhand von Jahresabschlussdaten mittels Künstlicher Neuronaler Netze und ökonometrischer Verfahren 292
Part VIII Discrete and Combinatorial Optimization 299
On the Computational Performance of a Semide.nite Programming Approach to Single Row Layout Problems 300
On Some Probability Inequalities for Some Discrete Optimization Problems 306
Two-Dimensional Cutting Stock Problem Under Low Demand: a Study Case 314
Length-Bounded and Dynamic k-Splittable Flows 320
Locating and Sizing Bank-Branches by Opening, Closing or Maintaining Facilities 326
Simulated Annealing Based Algorithm for the 2D Bin Packing Problem with Impurities 332
LP-based Genetic Algorithm for the Minimum Graph Bisection Problem 338
Scheduling Departures at Airports – a MILP Approach 344
Optimization of Sheet Metal Products 350
Modellierung von Entscheidungsproblemen in der Lehre - Ein Erfahrungsbericht 360
A Column Generation Approach to Airline Crew Scheduling 366
A Flexible Model and Efficient Solution Strategies for Discrete Location Problems 372
Finding Feasible Solutions to Hard Mixed-integer Programming Problems Using Hybrid Heuristics 378
Optimisation of the Variant Combination of Control Units Considering the Order History 384
Solving a Dynamic Real-Life Vehicle Routing Problem 390
Heuristic Enhancements to the k-best Method for Solving Biobjective Combinatorial Optimisation Problems 396
Part IX Routing and Networks 403
Sollen Anschlussverbindungen bei Verspätungen unterbrochen werden? - Ein Ansatz zur Formulierung der Fragestellung in der Theorie des Option Pricing 404
Some Remarks on the GIST Approach for the Vehicle Routing Problem with Pickup and Delivery and Time Windows (VRPPDTW) 410
Analyse der Beschleunigung des A*-Verfahrens durch verbesserte Schätzer für die Restdistanz 416
Modelling Transport Networks by Means of Autonomous Units 422
Routing in Line Planning for Public Transport 428
Tourenplanung mittelst¨andischer Speditionsunternehmen in St uckgutkooperationen 434
Closed Networks of Generalized S-queues with Unreliable Servers 440
Part X OR Applications in Health and Life Sciences 447
A Set Packing Approach for Scheduling Elective Surgical Procedures 448
Locating Health Facilities in Nouna District, Burkina Faso 454
A Dual Algorithm to Obtain Highly Practical Solutions in Static Multileaf Collimation 460
Challenges in the Optimization of Biosystems II: Mathematical Modeling and Stability Analysis of Gene-Expression Patterns in an Extended Space and with Runge-Kutta Discretization 466
Part XI Continuous Optimization 475
Wavelet Schemes for Linear–Quadratic Elliptic Control Problems 476
Part XII Econometrics, Game Theory and Mathematical Economics 483
Aggregate Game and International Fishery with Several Countries 484
A Centrist Poverty Index 490
Does a Market Sensitive Price Strategy Pay Off in an Oligopoly Market Disturbed by Competitors Without Any Concept? 494
Order Stable Solutions for Two-sided Matching Problems 500
Data Mining for Big Data Macroeconomic Forecasting: A Complementary Approach to Factor Models 506
Dominance and Equilibria in the Path Player Game 512
Exact Solution to a Class of Stochastic Resource Extraction Problems 518
Investment Attraction and Tax Reform: a Stochastic Model 524
Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions 530
Exit in Duopoly Under Uncertainty and Incomplete Information 536
Real Option Approach on Implementation of Wind-diesel Hybrid Generators 542
Part XIII e-Business and Computer Sciences 549
Mobile Dienste zum Terminmanagement bei Geschäftsprozessen mit Kundenkontakt 550
Biometrische Absicherung von Web- Applikationen mit BioW3 556
Performance-Measurement- und Analyse- Konzepte im Hochschulcontrolling 562
Risikoanalyse und Auswahl von Maßnahmen zur Gewährleistung der IT- Sicherheit 568
m-Parking - Mobile Parking Payment Systems in Europa 574
Part XIV Sustainable Systems 581
Energieorientierte Maschinenbelegungsplanung auf Basis evolutionärer Algorithmen 582
Multi Objective Pinch Analysis (MOPA) Using PROMETHEE to Evaluate Resource Efficiency 588
An Emission Analysis on Toxic Substances (SPM and NOx) from Transportation Network System in Tokyo of Japan 594
Planning and Evaluation of Sustainable Reverse Logistics Systems 600
Part XV Revenue Management 607
Simultaneous Dynamic Pricing and Lot-sizing Decision for a Discrete Number of Price Variations 608
Optimal Fares for Public Transport 614
Auswirkungen eines kontinuierlichen Fleet Assignment Prozesses 620
Part XVI Marketing 628
Monotonic Spline Regression to Estimate Promotional Price E.ects: A Comparison to Benchmark Parametric Models 630
Robust Preference Measurement 636
Improving the Predictive Validity of Quality Function Deployment by Conjoint Analysis: A Monte Carlo Comparison 642
System Dynamics Based Prediction of New Product Diffusion: An Evaluation 648
Part XVII Managerial Accounting 655
Portfolio Optimization as a Tool for Knowledge Management 656
Berücksichtigung nicht-finanzieller Aspekte im Rahmen eines Entscheidungsmodells für Zwecke der Unternehmenssteuerung 662
Wirtschaftliche Folgen von Verträgen – eine Simulationsstudie 668
Part XVIII Tourism, Entertainment and Sports 675
Identifying Segments of a Domestic Tourism Market by Means of Data Mining 676
Part XIX Scheduling and Project Management 683
Scheduling Tests in Automotive R& D Projects
Cyclic Scheduling Problems with Linear Precedences and Resource Constraints 690
Ein System zur Losung multikriterieller Probleme der Ablaufplanung 696
On a Single Machine Due Date Assignment and Scheduling Problem with the Rate- Modifying Activity 702
Primal-Dual Combined with Constraint Propagation for Solving RCPSPWET 708
Ein Ameisenalgorithmus fiir die ressourcenbeschrankte Projektplanung mit Zeitfenstern und Kalendern 714
The Flow Shop Problem with Random Operation Processing Times 720
A Heuristic Solution for a Driver-Vehicle Scheduling Problem 726
Scheduling Jobs with Uncertain Parameters: Analysis of Research Directions 732
Job-Shop Scheduling by GA. A New Crossover Operator 738
Robotic Cells: Configurations, Conjectures and Cycle Functions 744
Part XX Technology and Innovation 751
Robot Task Planning for Laser Remote Welding 752
Technologischer Fortschritt in der deutschen Bankenwirtschaft 758
Consistency Matrices Within Scenario Technique: An Empirical Investigation 764
Distributed Neurosimulation 770
Part XXI Decision Theory 777
Multi-Criteria Decision Support and Uncertainty Handling, Propagation and Visualisation for Emergency and Remediation Management 778
Interactive Decision Support Based on Multiobjective Evolutionary Algorithms 784
Using a Combination of Weighting Methods in Multiattribute Decision-Making 790
Gremienentscheidungen bei partiellen Präferenzordnungen 796
The Impact of Preference Structures in Multi-Issue Negotiations - an Empirical Analysis 802
Part XXII Applied Probability 809
Stochastic Analysis of the Traffic Confluence at the Crossing of a Major and a Minor Road 810
Decomposition in Multistage Stochastic Programs with Individual Probability Constraints 816
Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains 822
On State Space Truncation of Finite Jackson Networks 828
Numerical Method for the Single-Server Bulk- Service Queuing System with Variable Service Capacity, M/ Gy/ 1, with Discretized Service Time Probability Distribution 834
Worst-case VaR and CVaR 840

A Two-echelon Model for Inventory and Returns ( p. 131)

Allen H. Tai and Wai-Ki Ching

Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong, China. h0150695@graduate.hku.hk, wkc@maths.hku.hk

Summary.

We consider an Markovian model for a two-echelon inventory/return system. The system consists of a supply plant with in.nite capacity and a central warehouse for inventory and returns. There is also a number of local warehouses which are also able to re-manufacture products. To obtain a high service level of handling inventory and returns, lateral transshipment of demands is allowed among the local warehouses.

1 Introduction

The efficiency of product/service delivery is one of the major concerns in many industries including re-manufacturing industry. Since customers are usually scattered over a large regional area, a network of locations (local warehouses) for inventory of products and handling of returns is necessary to maintain a high service level. In our study, Lateral Transshipment (LT) is allowed among the local warehouses to enhance the service level. LTs are also very practical in many organizations having multiple locations linked by computers.

Substantial savings can be realized by the sharing of inventory in the local warehouses [15]. A number of research publications have been appeared in this area. Kukreja et. al [9] developed a single-echelon and multi-location inventory model for slow moving and consumable products. Moinzadeh and Schmidt [12] studied the emergency replenishment for a single-echelon model with deterministic lead times.

Aggarwal and Moinzadeh [2] then extended the idea to a two-echelon model. Ching [5] considered a multi-location inventory system where the process of LT is modelled by Markov-modulated Poisson Process (MMPP). Both numerical algorithm and analytic approximation have been developed to solve the steady-state probability distribution of the system [5, 8]. Lee [10] and Axsäter [3] considered a two-echelon system in which the local warehouses are grouped together. Within the group, the warehouses were assumed to be identical.

Simulation study of a two-echelon system can also be found in [14]. Alfredsson and Verrijdt [1] considered a two-echelon inventory system for service parts with emergency supply options in terms of LT and direct delivery. In this paper, we consider an inventory/returns model based on the framework and analysis discussed in [1, 10].

The model of the system consists of a supply plant with infinite capacity, a central warehouse and a number of local warehouses with re-manufacturing capacity. Here we consider a queueing model for a two-echelon inventory system. Queueing model is a useful tool for many inventory models and manufacturing systems [4, 5, 7, 8].

2 The Two-echelon System

In this section, we present a two-echelon system based on the framework discussed in [1, 10]. The system consists of a supply plant with infinite capacity, a central warehouse (maximum capacity C) and n identical local warehouses (each has a capacity of L), see Fig. 1.