Operations Research Proceedings 2005

Selected Papersof the Annual International Conferenceof the German Operations Research Society (GOR)

Bremen, September 7−9, 2005

Hans-Dietrich Haasis · Herbert KopferJörn Schönberger (Editors)

Operations ResearchProceedings 2005Selected Papersof the Annual International Conferenceof the German Operations Research Society (GOR),

Bremen, September 7−9, 2005

With 165 Figures and 109 Tables

123

Prof. Dr. Hans-Dietrich HaasisUniversity of BremenInstitute of Shipping Economics and LogisticsDept. Logistics SystemsUniversitätsallee GW1 Block A28359 BremenGermanye-mail: haasis@isl.org

Prof. Dr.-Ing. Herbert KopferUniversity of BremenFaculty of Business Studies and EconomicsChair of LogisticsPO Box 33 04 4028334 BremenGermanye-mail: kopfer@logistik.uni-bremen.de

Dr. Jörn SchönbergerUniversity of BremenFaculty of Business Studies and EconomicsChair of LogisticsPO Box 33 04 4028334 BremenGermanye-mail: sberger@logistik.uni-bremen.de

ISSN 0721-5924ISBN-10 3-540-32537-9 Springer Berlin Heidelberg New YorkISBN-13 978-3-540-32537-6 Springer Berlin Heidelberg New York

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Preface of the Conference Chairs

From September 7-9, 2005 the international scientific annual conference Op-erations Research 2005 of the Gesellschaft fur Operations Research (GOR)took place at the Bremen University for the first time. More than 600 partici-pants from Germany and from all over the world participated in this scientificmeeting. The program consisted of 2 plenary, 15 semi-plenary, and more than400 contributed presentations, which were organized in 20 sections. The twospecial interest sections on “logistics” and “new maritime businesses” definedthe major topics of the conference.

From the overwhelming amount of talks held during this conference, 128long versions were accepted for publication. The accepted contributions repre-sent a wide portfolio chosen from the comprehensive spectrum of OperationsResearch in theoretical research and practical experience. The great responseto the conference proved the high significance of Operations Research in eco-nomics and science.

The plenary talks were held by Professor Gilbert Laporte, Universite deMontreal, Canada, to “Overview of Recent Metaheuristics for the VehicleRouting Problem” as well as by Professor Bernhard Glaser, Social ScienceResearch Center Berlin, to “Integriertes Kustenzonenmanagement und neuemaritime Wertschopfung”.

During the conference the GOR Dissertation Prizes as well as the GORDiploma Prizes were awarded. We congratulate all winners, especially Profes-sor Rudolf Mohring from the Mathematical Institute of the Technical Univer-sity Berlin on receiving the GOR Scientific Prize award.

Various persons and organizations contributed to the great success of theconference. We would like to thank the GOR-board as well as the membersof the program and organisation committees of the congress. Furthermore, weare grateful to all speakers from Germany and from all over the world for theiractive participation and to the section leaders as well as to the session chairsfor their professional moderation of the interesting talks and discussions. Ourthanks are offered to the sponsors, whose financial contributions meant a lotfor the realization of this conference.

VI Preface of the Conference Chairs

We express our special thanks to our staff members Dr. Jorn Schonbergerand Dipl.-Wirtschaftsing. Hendrik Wildebrand for their excellent job duringthe congress and their great engagement in the tasks before, during and afterthe congress. We would also like to thank Barbel Niedzwetzki from GORadministrative office as well as Dr. Werner A. Muller and Barbara Feß fromSpringer-Verlag for their strong support in publishing this proceedings volume.

Bremen, Univ.-Prof. Hans-Dietrich HaasisDecember 2005 Univ.-Prof. Herbert Kopfer

Committees

Program

Prof. Dr. Hans-Dietrich Haasis (Bremen, chair)Prof. Dr. Herbert Kopfer (Bremen, chair)Prof. Dr. Horst W. Hamacher (Kaiserslautern)Prof. Dr. Michael Junger (Cologne)Prof. Dr. Josef Kallrath (Weisenheim)Prof. Dr. Martin G. Mohrle (Bremen)Prof. Dr. Thorsten Poddig (Bremen)Prof. Dr. Heinrich Rommelfanger (Frankfurt/M.)Prof. Dr. Thomas Spengler (Braunschweig)

Organization

Prof. Dr. Hans-Dietrich HaasisProf. Dr. Herbert KopferProf. Dr. Martin G. MohrleProf. Dr. Thorsten PoddigKatrin DorowDr. Jorn SchonbergerNadja ShigoHendrik Wildebrand

Scientific Sections and Section Leaders

LogisticsH. Kopfer (Bremen), J. Dethloff (Bremen)

New Maritime BusinessesH.-D. Haasis (Bremen)

Production & Supply Chain ManagementH.-O. Gunther (Berlin)

Finance, Banking and InsuranceH. Locarek-Junge (Dresden), T. Poddig (Bremen)

Artificial Intelligence and Fuzzy LogicH. Rommelfanger (Frankfurt)

Discrete & Combinatorial OptimizationJ. Kallrath (Weisenheim), A. Martin (TU Darmstadt)

Routing and NetworksD. Mattfeld (Braunschweig), J. Schonberger (Bremen)

OR Applications in Health and Life-SciencesS. Fleßa (Greifswald), S. Pickl (Cologne)

Continuous OptimizationV. Schulz (Trier)

X Scientific Sections and Section Leaders

Econometrics, Game Theory and Mathematical EconomicsM. Lehmann-Waffenschmidt (Dresden), C. Puppe (Karlsruhe)

e-Business and Computer SciencesU. Hasenkamp (Marburg), S. Voß (Hamburg)

Sustainable SystemsA. Tuma (Augsburg)

Revenue ManagementA. Kimms (Freiberg), R. Klein (Darmstadt)

MarketingD. Baier (Cottbus), U. Wagner (Vienna)

Managerial AccountingH.-U. Kupper (Munich), C. Hofmann (Hannover)

Tourism, Entertainment and SportsA. Drexl (Kiel), S. Knust (Osnabruck)

Scheduling and Project ManagementE. Pesch (Siegen), R. Kolisch (Munich)

Technology and InnovationM. G. Mohrle (Bremen), C. Stummer (Vienna)

Decision TheoryW. Habenicht (Hohenheim), C. Tammer (Halle)

Applied ProbabilityK.-H. Waldmann (Karlsruhe)

Contents

Part I Dissertation Award of the GOR

Zeitkontinuitat in zeitdiskreten Modellen – Neue Ansatzefur die Produktionsplanung in der ProzessindustrieChristopher Surie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

A Hierarchical Production Planning Approach forMultiprocessor Flow ShopsDaniel Quadt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

Representing Labor Demands in Airport Ground StaffSchedulingJorg Herbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

Rapid Mathematical Programming or How to Solve SudokuPuzzles in a Few SecondsThorsten Koch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

Part II Diploma Award of the GOR

Standortplanung von Einsatzkraften bei GroßereignissenJulia Drechsel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Part III Logistics

Customer Selection and Profit Maximization in VehicleRouting ProblemsDeniz Aksen, Necati Aras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

XII Contents

A Decision Support System for Strategic and OperationalPlanning of Road Feeder ServicesPaul Bartodziej, Ulrich Derigs, Boris Grein . . . . . . . . . . . . . . . . . . 43

Mehrdepot-Umlaufplanung: Berucksichtigung vonVerschiebeintervallen fur Fahrten in einem Time-Space-Netzwerk-basierten ModellStefan Bunte, Natalia Kliewer, Leena Suhl . . . . . . . . . . . . . . . . . . . 49

Adaptive Dienst- und Umlaufplanung im OPNVVitali Gintner, Stefan Kramkowski, Ingmar Steinzen,Leena Suhl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

Timber Transport Vehicle Routing Problems: Formulationand Heuristic SolutionManfred Gronalt, Patrick Hirsch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

Robustness in the Context of Autonomous CooperatingLogistic Processes: A Sustainability PerspectiveLars Arndt, Georg Muller-Christ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

Open Vehicle Routing Problem with Time Deadlines:Solution Methods and an ApplicationZeynep Ozyurt, Deniz Aksen, Necati Aras . . . . . . . . . . . . . . . . . . . . 73

An Optimal Control Policy for Crossdocking TerminalsMatthias Stickel, Kai Furmans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79

An Enumerative Approach to Rail-Truck IntermodalTransportation of Mixed ShipmentsManish Verma, Vedat Verter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

Some Remarks on the Stability of Production NetworksBernd Scholz-Reiter, Fabian Wirth, Michael Freitag,Sergey Dashkovskiy, Thomas Jagalski, Christoph de Beer,Bjorn Ruffer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

Simulating Dispatching Strategies for Automated ContainerTerminalsDirk Briskorn, Sonke Hartmann . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

Part IV New Maritime Businesses

Integration of Berth Allocation and Crane Assignment toImprove the Resource Utilization at a Seaport ContainerTerminalFrank Meisel, Christian Bierwirth . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

Contents XIII

Simulation der Supply Chain fur Offshore-Wind-Energie-AnlagenSebastian Gabriel, Carsten Boll . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

Modeling and Solution for Yard Truck Dispatch Planning atContainer TerminalHua-An Lu, Jing-Yi Jeng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117

Strategic Tools for the Sustainable Development of MaritimeRegionsHans-Dietrich Haasis, Oliver Mollenstadt . . . . . . . . . . . . . . . . . . . . 123

Part V Production & Supply Chain Management

A Two-echelon Model for Inventory and ReturnsAllen H. Tai, Wai-Ki Ching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

Bestimmung von Losgroßen, Transportzyklen undSicherheitsbestanden in unternehmensubergreifendenWertschopfungskettenHeinrich Kuhn, Fabian J. Sting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

A Group Setup Strategy for PCB Assembly on a SingleAutomated Placement MachineIhsan Onur Yilmaz, Hans-Otto Gunther . . . . . . . . . . . . . . . . . . . . . . 143

Optionsbundelung und Fertigungsablauf in derAutomobilindustrieNils Boysen, Christian M. Ringle . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149

A Heuristic Method for Large-Scale Batch Scheduling in theProcess IndustriesNorbert Trautmann, Christoph Schwindt . . . . . . . . . . . . . . . . . . . . . 155

Planning Disassembly for Remanufacturing Under a RollingSchedule EnvironmentTobias Schulz, Ian M. Langella . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161

An LP-based Heuristic Approach for Strategic Supply ChainDesignRafael Velasquez, M. Teresa Melo, Stefan Nickel . . . . . . . . . . . . . 167

Der Einfluss von alternativen Bezugsquellen auf die optimaleBeschaffungsstrategieIvo Neidlein . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173

XIV Contents

Distributed Planning in Product Recovery NetworksEberhard Schmid, Grit Walther, Thomas Spengler . . . . . . . . . . . . 179

Valuing Product Portfolios Under Uncertainty and LimitedCapacityPhilippe Schiltknecht, Marc Reimann . . . . . . . . . . . . . . . . . . . . . . . . . 185

Entwicklung eines reaktiven Schedulingsystems fur dieProzessindustrieUlf Neuhaus, Hans Otto Gunther . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191

Recovery Knowledge Acquisition in Medium and LongTerm Planning of a Joint Manufacturing / RemanufacturingSystemRainer Kleber . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197

Part VI Finance, Banking and Insurance

Performance Measurement of Hedge Fund Indices – Doesthe Measure Matter?Martin Eling, Frank Schuhmacher . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205

On the Applicability of a Fourier Based Approach toIntegrated Market and Credit Portfolio ModelsPeter Grundke . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211

Dynamic Replication of Non-Maturing Assets and LiabilitiesMichael Schurle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217

Portfolio Optimization Under Partial Information andConvex Constraints in a Hidden Markov ModelJorn Sass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223

Robuste Portfoliooptimierung: Eine kritischeBestandsaufnahme und ein Vergleich alternativerVerfahrenUlf Brinkmann . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229

Effizienzanalyse deutscher Banken mit Data EnvelopmentAnalysis und StabilitatsanalysenArmin Varmaz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235

Part VII Artificial Intelligence and Fuzzy Logic

Duality in Fuzzy Multiple Objective Linear ProgrammingJaroslav Ramık . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243

Contents XV

Variable Subset Selection for Credit Scoring with SupportVector MachinesRalf Stecking, Klaus B. Schebesch . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251

Genetically Constructed Kernels for Support VectorMachinesStefan Lessmann, Robert Stahlbock, Sven Crone . . . . . . . . . . . . . . 257

Optimierung von Warteschlangensystemen durchApproximation mit Neuronalen NetzenFrank Koller, Michael H. Breitner . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263

Aktienkursprognose anhand von Jahresabschlussdatenmittels Kunstlicher Neuronaler Netze und okonometrischerVerfahrenThorsten Poddig, Oxana Enns . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269

Part VIII Discrete and Combinatorial Optimization

On the Computational Performance of a SemidefiniteProgramming Approach to Single Row Layout ProblemsMiguel F. Anjos, Anthony Vannelli . . . . . . . . . . . . . . . . . . . . . . . . . . . 277

On Some Probability Inequalities for Some DiscreteOptimization ProblemsEdward Kh. Gimadi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283

Two-Dimensional Cutting Stock Problem Under LowDemand: a Study CaseKelly Cristina Poldi, Marcos Nereu Arenales,Andrea Carla G. Vianna . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291

Length-Bounded and Dynamic k-Splittable FlowsMaren Martens, Martin Skutella . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297

Locating and Sizing Bank-Branches by Opening, Closing orMaintaining FacilitiesMarta S. Rodrigues Monteiro, Dalila B.M.M. Fontes . . . . . . . . . 303

Simulated Annealing Based Algorithm for the 2D BinPacking Problem with ImpuritiesBert Beisiegel, Josef Kallrath, Yuri Kochetov, Anton Rudnev 309

LP-based Genetic Algorithm for the Minimum GraphBisection ProblemMichael Armbruster, Marzena Fugenschuh, ChristophHelmberg, Nikolay Jetchev, Alexander Martin . . . . . . . . . . . . . . . . 315

XVI Contents

Scheduling Departures at Airports - a MILP ApproachFlorian Buchting, Petra Huhn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321

Optimization of Sheet Metal ProductsHerbert Birkhofer, Armin Fugenschuh, Ute Gunther, DanielJunglas, Alexander Martin, Thorsten Sauer, Stefan Ulbrich,Martin Waldele, Stephan Walter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327

Modellierung von Entscheidungsproblemen in der Lehre -Ein ErfahrungsberichtKarel Vejsada . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337

A Column Generation Approach to Airline Crew SchedulingRalf Borndorfer, Uwe Schelten, Thomas Schlechte,Steffen Weider . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343

A Flexible Model and Efficient Solution Strategies forDiscrete Location ProblemsAlfredo Marın, Stefan Nickel, Justo Puerto, Sebastian Velten 349

Finding Feasible Solutions to Hard Mixed-integerProgramming Problems Using Hybrid HeuristicsPhilipp M. Christophel, Leena Suhl, Uwe H. Suhl . . . . . . . . . . . . . 355

Optimisation of the Variant Combination of Control UnitsConsidering the Order HistoryBernd Hardung, Thomas Kollert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361

Solving a Dynamic Real-Life Vehicle Routing ProblemAsvin Goel, Volker Gruhn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367

Heuristic Enhancements to the k-best Method for SolvingBiobjective Combinatorial Optimisation ProblemsSarah Steiner, Tomasz Radzik . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373

Part IX Routing and Networks

Sollen Anschlussverbindungen bei Verspatungenunterbrochen werden? - Ein Ansatz zur Formulierungder Fragestellung in der Theorie des Option PricingIna Bauerdorf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381

Some Remarks on the GIST Approach for the VehicleRouting Problem with Pickup and Delivery and TimeWindows (VRPPDTW)Ulrich Derigs, Thomas Dohmer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387

Contents XVII

Analyse der Beschleunigung des A∗-Verfahrens durchverbesserte Schatzer fur die RestdistanzFelix Hahne . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393

Modelling Transport Networks by Means of AutonomousUnitsKarsten Holscher, Peter Knirsch, Hans-Jorg Kreowski . . . . . . . 399

Routing in Line Planning for Public TransportMarc E. Pfetsch, Ralf Borndorfer . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405

Tourenplanung mittelstandischer Speditionsunternehmen inStuckgutkooperationenJulia Rieck, Jurgen Zimmermann . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411

Closed Networks of Generalized S-queues with UnreliableServersKersten Tippner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417

Part X OR Applications in Health and Life Sciences

A Set Packing Approach for Scheduling Elective SurgicalProceduresRafael Velasquez, M. Teresa Melo . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425

Locating Health Facilities in Nouna District, Burkina FasoCara Cocking, Steffen Flessa, Gerhard Reinelt . . . . . . . . . . . . . . . 431

A Dual Algorithm to Obtain Highly Practical Solutions inStatic Multileaf CollimationPhilipp Suss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437

Challenges in the Optimization of Biosystems II:Mathematical Modeling and Stability Analysis of Gene-Expression Patterns in an Extended Space and withRunge-Kutta DiscretizationMesut Tastan, Stefan W. Pickl, Gerhard Wilhem Weber . . . . . 443

Part XI Continuous Optimization

Wavelet Schemes for Linear–Quadratic Elliptic ControlProblemsAngela Kunoth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453

XVIII Contents

Part XII Econometrics, Game Theory and MathematicalEconomics

Aggregate Game and International Fishery with SeveralCountriesKoji Okuguchi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 461

A Centrist Poverty IndexGerhard Kocklauner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467

Does a Market Sensitive Price Strategy Pay Off in anOligopoly Market Disturbed by Competitors Without AnyConcept?Vera Hofer, Klaus Ladner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471

Order Stable Solutions for Two-sided Matching ProblemsZbigniew Switalski . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477

Data Mining for Big Data Macroeconomic Forecasting: AComplementary Approach to Factor ModelsBernd Brandl, Christian Keber, Matthias G. Schuster . . . . . . . . 483

Dominance and Equilibria in the Path Player GameAnita Schobel, Silvia Schwarze . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489

Exact Solution to a Class of Stochastic Resource ExtractionProblemsSum T.S. Cheng, David W.K. Yeung . . . . . . . . . . . . . . . . . . . . . . . . . 495

Investment Attraction and Tax Reform: a Stochastic ModelVadim I. Arkin, Alexander D. Slastnikov,Svetlana V. Arkina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501

Bayesian Versus Maximum Likelihood Estimation of TermStructure Models Driven by Latent DiffusionsManfred Fruhwirth, Paul Schneider, Leopold Sogner . . . . . . . . . . 507

Exit in Duopoly Under Uncertainty and IncompleteInformationMakoto Goto, Takahiro Ono . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 513

Real Option Approach on Implementation of Wind-dieselHybrid GeneratorsHideki Honda, Makoto Goto, Takahiro Ono . . . . . . . . . . . . . . . . . . 519

Contents XIX

Part XIII e-Business and Computer Sciences

Mobile Dienste zum Terminmanagement beiGeschaftsprozessen mit KundenkontaktMario Hopp, Anastasia Meletiadou, J. Felix Hampe . . . . . . . . . . 527

Biometrische Absicherung von Web-Applikationen mitBioW3Gotz Botterweck, J. Felix Hampe, Sven Westenberg . . . . . . . . . . 533

Performance-Measurement- und Analyse-Konzepte imHochschulcontrollingJonas Rommelspacher, Lars Burmester, Matthias Goeken . . . . 539

Risikoanalyse und Auswahl von Maßnahmen zurGewahrleistung der IT-SicherheitBrigitte Werners, Philipp Klempt . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545

m-Parking – Mobile Parking Payment Systems in EuropaChristine Strauß, Melitta Urbanek, Gernot Worther . . . . . . . . . . 551

Part XIV Sustainable Systems

Energieorientierte Maschinenbelegungsplanung auf Basisevolutionarer AlgorithmenMarkus Rager, Axel Tuma, Jurgen Friedl . . . . . . . . . . . . . . . . . . . . . 559

Multi Objective Pinch Analysis (MOPA) UsingPROMETHEE to Evaluate Resource EfficiencyHannes Schollenberger, Martin Treitz, Jutta Geldermann,Otto Rentz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 565

An Emission Analysis on Toxic Substances (SPM and NOx)from Transportation Network System in Tokyo of JapanKiyoshi Dowaki, Kouichiro Yoshiya, Shunsuke Mori . . . . . . . . . . 571

Planning and Evaluation of Sustainable Reverse LogisticsSystemsGrit Walther, Eberhard Schmid, Sanne Kramer,Thomas Spengler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577

XX Contents

Part XV Revenue Management

Simultaneous Dynamic Pricing and Lot-sizing Decision for aDiscrete Number of Price VariationsSandra Transchel, Stefan Minner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 585

Optimal Fares for Public TransportRalf Borndorfer, Marika Neumann, Marc E. Pfetsch . . . . . . . . . 591

Auswirkungen eines kontinuierlichen Fleet AssignmentProzessesMichael Frank, Martin Friedemann, Michael Mederer,Anika Schroder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597

Part XVI Marketing

Monotonic Spline Regression to Estimate Promotional PriceEffects: A Comparison to Benchmark Parametric ModelsAndreas Brezger, Winfried J. Steiner . . . . . . . . . . . . . . . . . . . . . . . . . 607

Robust Preference MeasurementSoren W. Scholz, Martin Meißner, Ralf Wagner . . . . . . . . . . . . . 613

Improving the Predictive Validity of Quality FunctionDeployment by Conjoint Analysis: A Monte CarloComparisonDaniel Baier, Michael Brusch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 619

System Dynamics Based Prediction of New ProductDiffusion: An EvaluationSabine Schmidt, Daniel Baier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625

Part XVII Managerial Accounting

Portfolio Optimization as a Tool for Knowledge ManagementHennie A.M. Daniels, Martin T. Smits . . . . . . . . . . . . . . . . . . . . . . 633

Berucksichtigung nicht-finanzieller Aspekte imRahmen eines Entscheidungsmodells fur Zwecke derUnternehmenssteuerungDirk Heyne . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 639

Wirtschaftliche Folgen von Vertragen - eine SimulationsstudieMarkus Spiekermann . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 645

Contents XXI

Part XVIII Tourism, Entertainment and Sports

Identifying Segments of a Domestic Tourism Market byMeans of Data MiningGul Gokay Emel, Cagatan Taskın . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653

Part XIX Scheduling and Project Management

Scheduling Tests in Automotive R&D ProjectsJan-Hendrik Bartels, Jurgen Zimmermann . . . . . . . . . . . . . . . . . . . 661

Cyclic Scheduling Problems with Linear Precedences andResource ConstraintsPeter Brucker, Thomas Kampmeyer . . . . . . . . . . . . . . . . . . . . . . . . . . 667

Ein System zur Losung multikriterieller Probleme derAblaufplanungMartin Josef Geiger . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673

On a Single Machine Due Date Assignment and SchedulingProblem with the Rate-Modifying ActivityValery S. Gordon, Alexander A. Tarasevich . . . . . . . . . . . . . . . . . . 679

Primal-Dual Combined with Constraint Propagation forSolving RCPSPWETAndras Keri, Tamas Kis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685

Ein Ameisenalgorithmus fur die ressourcenbeschrankteProjektplanung mit Zeitfenstern und KalendernThomas Knechtel, Jens Peter Kempkes . . . . . . . . . . . . . . . . . . . . . . . 691

The Flow Shop Problem with Random Operation ProcessingTimesRoman A. Koryakin, Sergey V. Sevastyanov . . . . . . . . . . . . . . . . . . 697

A Heuristic Solution for a Driver-Vehicle Scheduling ProblemBenoıt Laurent, Valerie Guihaire, Jin-Kao Hao . . . . . . . . . . . . . . 703

Scheduling Jobs with Uncertain Parameters: Analysis ofResearch DirectionsYakov Shafransky . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 709

Job-Shop Scheduling by GA. A New Crossover OperatorCzeslaw Smutnicki, Adam Tynski . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 715

XXII Contents

Robotic Cells: Configurations, Conjectures and CycleFunctionsNadia Brauner, Gerd Finke . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721

Part XX Technology and Innovation

Robot Task Planning for Laser Remote WeldingJannis Stemmann, Richard Zunke . . . . . . . . . . . . . . . . . . . . . . . . . . . . 729

Technologischer Fortschritt in der deutschenBankenwirtschaftArmin Varmaz, Thorsten Poddig . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 735

Consistency Matrices Within Scenario Technique: AnEmpirical InvestigationEwa Donitz, Martin G. Mohrle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 741

Distributed NeurosimulationHans-Jorg v. Mettenheim, Michael H. Breitner . . . . . . . . . . . . . . . 747

Part XXI Decision Theory

Multi-Criteria Decision Support and Uncertainty Handling,Propagation and Visualisation for Emergency andRemediation ManagementJutta Geldermann, Valentin Bertsch, Otto Rentz . . . . . . . . . . . . . 755

Interactive Decision Support Based on MultiobjectiveEvolutionary AlgorithmsThomas Hanne . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 761

Using a Combination of Weighting Methods in MultiattributeDecision-MakingAntonio Jimemez, Sixto Rıos-Insua, Alfonso Mateos . . . . . . . . . 767

Gremienentscheidungen bei partiellen PraferenzordnungenEva Ponick . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 773

The Impact of Preference Structures in Multi-IssueNegotiations - an Empirical AnalysisRudolf Vetschera . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 779

Contents XXIII

Part XXII Applied Probability

Stochastic Analysis of the Traffic Confluence at the Crossingof a Major and a Minor RoadFrank Recker . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 787

Decomposition in Multistage Stochastic Programs withIndividual Probability ConstraintsVlasta Kankova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 793

Algorithmic Procedures for Mean Variance Optimality inMarkov Decision ChainsKarel Sladky, Milan Sitar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 799

On State Space Truncation of Finite Jackson NetworksNico M. van Dijk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 805

Numerical Method for the Single-Server Bulk-ServiceQueueing System with Variable Service Capacity, M/Gy/1,with Discretized Service Time Probability DistributionJuan Mejıa-Tellez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 811

Worst-case VaR and CVaRJana Cerbakova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 817