Operations Research Proceedings 2010

1. Financial Modelling and Numerical Methods

   1. Robust Risk Management in Hydro-Electric Pumped Storage Plants

      • Apostolos Fertis, Lukas Abegg

      Pages 99-104

   2. Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis

      • Peter Grundke, Simone Dieckmann

      Pages 105-110

   3. Confidence Intervals for Asset Correlations in the Asymptotic Single Risk Factor Model

      • Steffi Höse, Stefan Huschens

      Pages 111-116

   4. Valuation of Complex Financial Instruments for Credit Risk Transfer

      • Alfred Hamerle, Andreas Igl

      Pages 117-122

   5. VaR Prediction under Long Memory in Volatility

      • Harald Kinateder, Niklas Wagner

      Pages 123-128

   6. Solving an Option Game Problem with Finite Expiration: Optimizing Terms of Patent License Agreements

      • Kazutoshi Kumagai, Kei Takahashi, Takahiro Ohno

      Pages 129-134

2. I.5 Pricing and Revenue Management

   1. Front Matter

      Pages 135-135

      PDF

3. Pricing and Revenue Management

   1. Switching Times from Season to Single Tickets

      • Ertan Yakici, Serhan Duran

      Pages 137-142

   2. A Revenue Management Slot Allocation Model with Prioritization for the Liner Shipping Industry

      • Sebastian Zurheide, Kathrin Fischer

      Pages 143-148

   3. E-Commerce Evaluation – Multi-Item Internet Shopping. Optimization and Heuristic Algorithms

      • Jacek Błażewicz, Jeędrzej Musiał

      Pages 149-154

4. I.6 Quantitative Models for Performance and Dependability (QMPD)

   1. Front Matter

      Pages 155-155

      PDF

5. Quantitative Models for Performance and Dependability (QMPD)

   1. Modelling and Optimization of Cross-Media Production Processes

      • Pietro Piazzolla, Andrea Grosso, Marco Gribaudo, Alberto Messina

      Pages 157-162

   2. Diffusion Approximation for a Web-Server System with Proxy Servers

      • Yoshitaka Takahashi, Yoshiaki Shikata, Andreas Frey

      Pages 163-168

   3. Large-Scale Modelling with the PEPA Eclipse Plug-In

      • Mirco Tribastone, Stephen Gilmore

      Pages 169-174

   4. A Further Remark on Diffusion Approximations with RB and ER Boundary Conditions

      • Kentaro Hoshi, Yu Nonaka, Yoshitaka Takahashi, Naohisa Komatsu

      Pages 175-180

   5. Stochastic Petri Nets Sensitivity to Token Scheduling Policies

      • G. Balbo, M. Beccuti, M. De Pierro, G. Franceschinis

      Pages 181-186

   6. On Lifetime Optimization of Boolean Parallel Systems with Erlang Repair Distributions

      • Alexander Gouberman, Markus Siegle

      Pages 187-192

   7. Computing Lifetimes for Battery-Powered Devices

      • Marijn Jongerden, Boudewijn Haverkort

      Pages 193-198

6. I.7 Business Informatics and Artificial Intelligence

   1. Front Matter

      Pages 199-199

      PDF

7. Business Informatics and Artificial Intelligence

   1. A Genetic Algorithm for Optimization of a Relational Knapsack Problem with Respect to a Description Logic Knowledge Base

      • Thomas Fischer, Johannes Ruhland

      Pages 201-206

This book contains selected papers from the symposium "Operations Research 2010" which was held from September 1-3, 2010 at the "Universität der Bundeswehr München", Germany. The international conference, which also serves as the annual meeting of the German Operations Research Society (GOR), attracted more than 600 participants from more than thirty countries. The general theme "Mastering Complexity" focusses on a natural component of the globalization process. Financial markets, traffic systems, network topologies and, last but not least, energy resource management, all contain complex behaviour and economic interdependencies which necessitate a scientific solution. Operations Research is one of the key instruments to model, simulate and analyze such systems. In the process of developing optimal solutions, suitable heuristics and efficient procedures are some of the challenges which are discussed in this volume.

• Decision Support
• Multicriteria Analysis
• Optimization
• Scheduling
• Simulation

• , Fakultät für Betriebswirtschaft, Universität der Bundeswehr München, Neubiberg, Germany

  Bo Hu

• , Fakultät für Wirtschafts- und Organisati, Universität der Bundeswehr München, Neubiberg, Germany

  Karl Morasch

• Fakultät für Informatik, Universität der Bundeswehr München, Neubiberg, Germany

  Stefan Pickl

• , Fakultät für Informatik, Universität der Bundeswehr München, Neubiberg, Germany

  Markus Siegle

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