Operations Research Proceedings 2001: Selected Papers of the International Conference on Operations Research (OR 2001) Duisburg, September 3–5, 2001

510 Pages·2002·38.538 MB·English-German

by  Massimiliano Caramia, Giuseppe F. Italiano, Gianpaolo Oriolo, Andrea Pacifici (auth.), Professor Dr. Peter Chamoni, Professor Dr. Rainer Leisten, Professor Dr. Alexander Martin, Dr. Joachim Minnemann, Professor Dr. Hartmut Stadtler (eds.)

Operations Research Proceedings 2001
Selected Papers
of the International Conference
on Operations Research (OR 2001)
Duisburg, September 3-5, 2001
Springer-Verlag Berlin Heidelberg GmbH
P. Chamoni . R. Leisten· A. Martin
1. Minnemann . H. Stadtler
Editors
Operations Research
Proceedings 2001
Selected Papers
of the International Conference
on Operations Research (OR 2001)
Duisburg, September 3-5, 2001
With 88 Figures
and 38 Tables
, Springer
Professor Dr. Peter Chamoni
Gerhard-Mercator-Universität Duisburg
Fakultät 3, Institut für Logistik und Informationsmanagement
Lehrstuhl für Wirtschaftsinformatik und Operations Research
Lotharstraße 63,47057 Duisburg, Germany
Professor Dr. Rainer Leisten
Gerhard-Mercator-Universität Duisburg
Fakultät 3, Institut für Logistik und Informationsmanagement
Lehrstuhl für Produktionswirtschaft und Industriebetriebslehre
Lotharstraße 63,47057 Duisburg, Germany
Professor Dr. Alexander Martin
Technische Universität Darmstadt
Fachbreich Mathematik· Fachgebiet Diskrete Optimierung
Schlossgartenstraße 7,64289 Darmstadt, Germany
Dr. Joachim Minnemann
WestLB . Abteilung Mathematik/Operations Research
Herzogstraße 15,40217 Düsseldorf, Germany
Professor Dr. Hartmut Stadtier
Technische Universität Darmstadt
Institut für Betriebswirtschaftslehre' Fachgebiet Fertigungs-und Materialwirtschaft
Hochschulstraße 1,64289 Darmstadt, Germany
ISBN 978-3-540-43344-6 ISBN 978-3-642-50282-8 (eBook)
DOI 10.1007/978-3-642-50282-8
Library of Congress Cataloging-in-Publication Data applied for
Die Deutsche Bibliothek - CIP-Einheitsaufnahme
International Conference on Operations Research (2001, Duisburg>:
Selected Papers of the International Conference on Operations Research:
Duisburg, September 3-5,2001; with 38 Tables / (OR 2001). P. Chamoni .. , (ed.).
Berlin; Heidelberg; New York; Barcelona; Hong Kong; London; Milan; Paris; Tokyo:
Springer, 2002
(Operations Research Proceedings; 2001)
This work is subject to copyright. All rights are reserved, whether the wh oie or part of the
material is concerned. specifically the rights of translation, reprinting, reuse of illustrations,
recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data
banks. Duplication of this publication or parts thereof is permitted only under the provisions
of the German Copyright Law of September 9, 1965, in its current version, and permission
for use must always be obtained from Springer-Verlag. Violations are liable for prosecution
under the German Copyright Law.
http://www.springer.de
© Springer-Verlag Berlin Heidelberg 2002
Originally published by Springer-Verlag Berlin Heidelberg New York in 2002.
The use of general descriptive names, registered names, trademarks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from
the relevant protective laws and regulations and therefore free for general use.
Cover design: Erich Kirchner, Heidelberg
SPIN 10872140 42/2202-5 4 3 2 1 0 - Printed on acid-free paper
Preface
This volume contains the proceedings of the 200 I International Conference on
Operations Research (OR 2(01) held at the Gerhard-Mercator-University
Duisburg, September 3-5,2001.
OR 200 1 was organized under the auspices of the German Society of Operations
Research, Gesellschaft für Operations Research (GOR e. V.).
The conference and the annual general meeting were attended by 360 participants
from 20 countries. The presentation of 220 papers was organized in 15 sections.
According to Duisburg as hosting city for this event OR 200 1 emphasized on
contributions of OR in the areas of energy, transport and traftk.
The program consisted of2 plenary lectures (Reinhard Selten and Jörg Hennerkes)
and 15 invited semiplenary lectures. 97 papers were submitted for publication.
Following the advice of the section chairs the program committee decided to
accept 59 papers for this volume.
The selected manuscripts will be published also in electronic form on the W orld
Wide Web at
http://www.uni-duisburg.de/or200 1.
We want to thank all referees and authors for delivering their final manuscript in
due time. We are also grateful to the other members of the local organizing
committee and especially to Stefan Krebs, Corinna Schu and David Betge for the
perfect conference management. Roland Düsing, Ralph Gollmer and Steffen Stock
supported us in editing the abstracts and the final version of this proceeding
volume. Last but not least thanks to all the assistants and student assistants for
their operations on OR 2001 in Duisburg.
Duisburg, December 200 I Peter Chamoni and Rainer Leisten (editors)
Section and Chairpersons
Section Chairperson
Transport and Traffic U. Zimmermann, Braunschweig
A. Bachern, Köln
Energy and Environment R. Schultz, Duisburg
W. Pohl, Essen
Quantitative Methods in Marketing R. Lasch, Dresden
Production, Logistics and
Supply Chain Management H. Kuhn, Eichstätt
.F inance, Banking and Insurance W. Kürsten, Jena
Scheduling and Project Planning R. Kolisch, Darmstadt
E. Pesch, Bonn
OR in the Health Service S. Fleßa, Nürnberg
Continuous Optimization F.Juhnke,Magdeburg
F. Jarre, Düsseldorf
Discrete and Combinatorial Optimization A. Martin, Darmstadt
P. Brucker, Osnabruck
Stochastic Optimization and Simulation W. Krug, Dresden
K.-H. Waldmann, Karlsruhe
Econometrics, Statistics and S. Huschens, Dresden
Mathematical Economics W. Eichhorn, Karlsruhe
Decision Theory W. Habenicht, Hohenheim
Artificial Intelligence and Fuzzy Logic H. Rommelfanger, Frankfurt am Main
B. Werners, Bochum
Information and Decision Support S. Voß, Braunschweig
Systems. OR in Internet W. Gaul, Karlsruhe
Didactics of OR, L. Suhl, Paderbom
Public Understanding C. Haehling von Lanzenauer, Berlin
List of Sponsors
BI-Con GmbH, Duisburg
cundus AG, Duisburg
DAF Trucks, Eindhoven (Netherlands)
DUALIS GmbH, Dresden
Etap-Hotel, Duisburg
Ferrotel Hotel, Duisburg
GAMS Software GmbH, Köln
Gerhard-Mercator-U ni versität Duisburg
Hotel Conti, Duisburg
Hotel Friederichs, Duisburg
Hotel IBIS, Duisburg
Hotel PLAZA, Duisburg
Hotel Steigenberger Duisburger Hof, Duisburg
IBM Deutschland GmbH, Heidelberg
ILOG Deutschland GmbH, Bad Homburg
Landschaftspark Duisburg-Nord GmbH, Duisburg
Maximal Software Inc.
Novatel Hotel, Duisburg
Springer-Verlag, Heidelberg
Stadt Duisburg, Büro der Oberbürgermeisterin, Duisburg
Stadt Duisburg, Museum der Deutschen Binnenschifffahrt, Duisburg
ThyssenKrupp Stahl AG, Duisburg
Verein der Freunde der Duisburger Wirtschaftsinformatik (VDWI) e. V., Duisburg
Table of Contents
Seetion 1: Transport and Traffie 1
Caramia, M.; Italiano, G.; Oriolo, G.; Pacifici, A.; Perugia, A.
Routing a Fleet ofVehicles for Dynamic Combined Pick-up and Deliveries
Services 3
Engelhardt-Funke, 0.; Kolonko, M.
Simulating Delays for Realistic Time-Table Optimization 9
Hubschneider, H.
Was kann Operations Research für die Verkehrstelematik leisten? 17
Liebchen, C.; Peeters, L.
Some Practical Aspects of Periodie Timetabling 25
Mues, C.; Pickl, S.
Pickup & Delivery-Probleme mit Umlademöglichkeit. Ein
Tourenplanungsproblem aus der Automobilzulieferindustrie 33
Section 2: Energy and Environment 41
Felden, C.; F1orek, S.
Zentrale Datenbasis im Energiehandel 43
Nunge, S.; Geldermann, J.; Rentz, O.
Der Einsatz der Clusteranalyse zur Definition von Referenzanlagen 51
Remme, U.; Goldstein, G.; ScheUmann, U.; Schlenzig, C.
MESAPfTimes -Advanced Decision Support for Energy and
Environmental Planning 59
Schultmann, F.; Fröhling, M.; Rentz, O.
ModelIierung und Implementierung von Stammdaten für die
Demontageplanung und -steuerung mit ERP-Systemen 67
Seebregts, A.; Goldstein, G.; Smekens, K.
EnergylEnvironmental Modeling with the MARKAL Family of Models 75
X Table of Contents
Section 3: Quantitative Methods in Marketing 83
Hilbert, A.; Paul, H.
Decision Trees with Parametrie Enlarged Local Search 85
Müller, S.; Gelbrich, K.
Acquisilion of High-Value Customers for Automotive Banks 93
Schön, C.
Quantitative Entscheidungsunterstützung für das Preismanagement von
TK- Dienstleistungen 101
Schwaiger, M.; Meyer, M.
The Estimation ofMarket Volumes 109
Section 4: Production, Logistics and SeM 117
Alicke, K.; Hanne, T.; Melo, T.
Strategies for Capacity Planning in a Complex Production System 119
Gold, H.
A Simple Queueing Model for the Estimation of Man Machine Interference
in Semiconductor Wafer Fabrication 127
Inderfurth, K.
Optimal Coordinatioil of Manufacturing and Remanufacturing Decisions in
Case of Product Substitution 135
Kalcsics, J.; Melo, T.; Nickel, S.; Gündra, H.
Planning Sales Territories -A Facility Location Approach 141
Sucky, E.
Eine spieltheoretische Analyse von Zulieferer-Abnehmer-Beziehungen auf
Basis des ffiLS-Modells 149
Table of Contents XI
Section 5: Finance, Banking and Insurance 157
Bessler, W.; Opfer, H.
Ein bedingtes Mehrfaktorenmodell zur Quantifizierung der Renditen von
Bankaktien auf dem deutschen Kapitalmarkt 159
Breitner, M.; Burmester, T.
Optimization of European Double-Barrier Options via Optimal Control of
the Black-Scholes-Equation 167
Kempf, A.; Kreuzberg, K.; Memmel, C.
How to Incorporate Estimation Risk into Markowitz Optimization 175
Theiler, U.-A.
Risk-lReturn-orientierte Optimierung des Gesamtbank-Portfolios unter
Verwendung des Conditional Value at Risk 183
Section 6: Scheduling and Project Planning 191
Bachman, A.; Janiak, A.; Wajs, W.
Optimal Properties for Scheduling Deteriorating Jobs for the Total
Completion Time Minimization 193
Gawiejnowicz, S.; Kure, W.; Pankowska, L.
Bicriterion Approach to a Single Machine Time-Dependent Scheduling
Problem 199
Janiak, A.; Marek, M.
Multi-machine Scheduling Problem with Optimal Due Interval Assignment
Subject to Generalized Sum Type Criterion 207
c.;
Schwindt, Trautmann, N.
Storage Problems in Batch Scheduling 213
XII Table of Contents
Section 7: OR in the HeaIth Service 219
Fleßa, S.
Eine Entscheidung auf Leben und Tod: Decision Support für AIDS-
Kontroll-Programme in Ostafrika 221
Hamacher, H.; Nickel, S.; Tenfelde-Podehl, D.
Facilities Layout for Social Institutions 229
Section 8: Continuous Optimization 237
Ferris, M.; Voelker, M.
Slice Models in GAMS 239
Pickl, S.; Weber, G.-W.
On Optimal Control ofHeating Processes 247
Wanka, G.; Bot, R.-I.
On the Relations Between Different Dual Problems in Convex
Mathematical Programming 255