Community OR

Organisers: Martha Vahl, Eliseo Vilalta-Perdomo and Alejandro Ochoa-Arias

Martha Vahl Eliseo Vilalta-Perdomo

8/9/2010 : 09:30 : Room Windsor 0.03 Code:COR1 Modelling Dynamic Preferences of Disruptive Agents to Assess Risks of Violence Outbreaks Sumitra Sribhashyam*, Gilberto Montibeller** *The London School of Economics and Political Science,, **LSE Modelling threats caused by disruptive agents has been a booming area of interest, emphasised since the 9/11 terrorist strikes and especially in the field of insurances. Several modelling approaches have been attempted, including Monte Carlo simulations. Arguably, these methods may help in assessing natural disasters, but they may not be as accurate to model threats caused by agents within a system. Agents are subject to change their behaviour based on the system in which they evolve, and hence, observed past behaviour may prove to be an irrelevant factor in determining their future one. The proposed research aims to develop a framework for determining dynamic preferences over time of disruptive agents, which may help anticipate a motivation to cause social unrest and help understand how this impacts agents’ choice of a harmful action. The focus will be on modelling preferences changes induced by changes in beliefs, objectives or desired outcomes caused by various exogenous factors. The integration of multi-criteria decision analysis and system dynamics is investigated in order to achieve the aims. We propose to model the preference ordering of the disruptive agents based on their objectives to identify the most probable disruptive actions that such agents may perpetrate. To model exogenous changes, which may have an impact on the agents’ preferences, we propose using a system dynamics model. Combining the two approaches would inform how the agents may re-prioritise their objectives in response to changes in their environment. 8/9/2010 : 10:00 : Room Windsor 0.03 Code:COR2 Evaluating Entrepreneurship Models from a Community Development Viewpoint: A case study from central Mexico Eliseo Vilalta-Perdomo*, Cynthia Montaudón-Tomas** *Tecnológico de Monterrey, Guadalajara, **Tecnológico de Monterrey, Irapuato Entrepreneurship is considered a dynamo for economic development. Certainly it has arise also the belief that it might be useful to foster social development in deprived communities. This assumption is challenged through a research done in central Mexico. Nine different entrepreneurship models are recognized. Entrepreneurship programs from two different rural communities in the state of Guanajuato are analyzed also from a community viewpoint. Among the findings of this project,

probably the most promising is to recognize that individual economic development and community social development are not as linked as we suspected initially. They seem to be subjects from different domains. A proposal to increase the life quality for future generations on rural communities is presented. It is centered on creating and maintaining self-organized web-based networks. 8/9/2010 : 11:00 : Room Windsor 0.03 Code:COR3 Influence of heterogeneous groups on solving problems: the need of diverse perspectives and heuristics Ricardo Barros, Luis Pinzón Universidad de los Andes, Bogotá, Colombia Group composition has been considered as an important factor in solving difficult problems. Differences among members such as socio-demographic variables, abilities, ways of representing situations and problems - perspectives, use of algorithms to generate solutions - heuristics, are examples of approaches to understand diversity. In these approaches, some studies have shown that homogeneity in groups is required to generate cohesion, deep discussions, and agreements. Others studies have presented the need of heterogeneity in groups to generate better performance. In this paper, primary school students participated in an experiment of solving mathematical problems. Students were organized in groups having into account diversity in perspectives and heuristics to analyze the influence of this kind of diversity on performance in comparison to homogeneous groups. Implications of group composition on effectiveness in community group projects are explored. 8/9/2010 : 11:30 : Room Windsor 0.03 Code:COR4 Knowledgeland and the knowledgegap Chris Sigaloff vice chair of Knowledgeland, a think tank in the Netherlands Knowledgeland and the knowledgegap Sparking social innovations to improve society is an arduous task. Knowledgeland, an independent think tank in the Netherlands, has ten years of experience in setting up projects that create social innovation in the field of education, government, creative industry, heritage and social media. These innovations are not realized by introducing a new law, regulation or a comprehensive report - although these might help- but we tend to empower the community's agents and stimulate innovation from bottom up. This calls for better cooperation between multiple objectives, innovative power of professionals and a culture stimulating innovation from the inside. However, we are confronted with a research and knowledge gap in how to actually create a sustainable impact. Recipes or theories of innovation have little value for our daily practice. This uncovers the paradox that knowledge about innovation is not knowledge for creating innovation in real life. Established theory is in any case not supportive for achieving improvements and often creates too many negative side effects. At this conference we would like to investigate, with the help of the audience, if Community Operational Research can provide us with research principles that support our ambition in making Dutch society smarter. Not only by setting up projects to stimulate social innovation but also by building up a body of knowledge and research for innovation. Presenter: Chris Sigaloff, vice chair of Knowledgeland, an independent think tank in the Netherlands geared towards strengthening the knowledge economy.

9/9/2010 : 09:30 : Room Windsor 0.03 Code:COR5 Challenging Inequality? Vertical Interventions to Horizontal Problems? A study of a Healthy Living Centre within Lincolnshire Probation Jennifer Jackson, Rebecca Herron Community Operational Research Unit, University of Lincoln Health inequalities are not a ‘new’ issue, rather successive governments and policies have sought to understand and redress the structural and lifestyle causes of health outcomes. Health inequalities nevertheless remain a ‘wicked’ problem with ill-defined areas of resolution. One governmental solution has been the setting up of Healthy Living Centres amongst vulnerable groups who access health services least, the most unique being a Healthy Living Centre set up within Lincolnshire Probation in 2003. As this paper explores the Community Operational Research Unit (CORU) was given a unique opportunity to examine from 2003-8 the issues that this Healthy Living Centre (HLC) represents through a sustained engaged research project. In particular to examine the impact and dynamics of state intervention and public programmes for specific community groups and how organisational objectives for ‘improvement’ vie with ‘community’ engagement and individual belief systems and actions. That moreover engaging and evaluating ‘messy’ interventions and hard to reach groups is in itself a ‘messy’ process. This paper explores the nature of community OR practice in unravelling the multiple levels that impact on interventions and how it seeks to help policy makers and practitioners with their ‘wicked’ problems and potential solutions of how to act. 9/9/2010 : 10:00 : Room Windsor 0.03 Code:COR6 Evaluating the impact of a Wellness Recovery Action Plan training for members of the East Midlands Black Minority Ethnic community as a social intervention. Martha Vahl A training to deal with mental health issues using a self help WRAP method is deemed particularly suitable for members of the BME community. Some of their problems are that they are either overrepresented in some mental health services or fail to access them at all. The NHS commissioner of the project expected WRAP to support the BME communities to engage and that the training would become widely available throughout the East Midlands (Leicestershire, Nottinghamshire and Lincolnshire). The impact evaluation aims to identify how successful the training has been. It is intended to help participants to develop models for dealing with their community or mental health issues. During the training changes in these models is expected, e.g resulting in participants being able to act together inside their WRAP groups and to transfer the use of their models to the communities of which they are part. A training is usually evaluated as a technical intervention, e.g. a self assessment measurement of changes on certain variables (confidence, hope, skills, etc.) before and after a training. The WRAP training is being evaluated as a social intervention. Both the method of evaluation and the results are presented. 9/9/2010 : 10:30 : Room Windsor 0.03 Code:COR8 Working to develop an integrated programme of work operating as an OR analyst to a local voluntary sector Andrew Dobson Self-employed analyst The speaker will describe his efforts over the last year to develop an integrated programme of work operating as a pro-bono OR analyst and consultant to a local voluntary sector in south London. This has involved working to develop productive working relationships with several different targeted local voluntary organisations all involved with social care in different ways (eg contracted provider, ‘infrastructure’ group, social enterprise). The organisations were chosen with the aim of producing work that could fit together into a coherent whole that might be more than the sum of its parts,

drawing on past experiences of developing work as an OR analyst with central government. The speaker will reflect on the different degrees of progress made, on the nature of the work done, and make some conclusions so far about the challenges of achieving the overall objective. 9/9/2010 : 11:30 : Room Windsor 0.03 Code:COR7 Community OR Tutorial Technical and Social Interventions Martha Vahl, Gerard De Zeeuw St Lucas School of Architecture Brussels This tutorial will explore the difference and use of the two concepts, e.g. technical and social interventions. The aim is to identify the potential for research into Community Operational Research (community operations and research CO+R). Technical interventions are based on knowledge acquired through observations, e.g. training of skills to be used irrespective of the particular context of the participant. Social interventions are based on knowledge acquired via a combination of observations and preferences (objectives). The acquisition involves the design of a collective or community with a proper form of coordination. Technical interventions examples are the main stay of Operational Research, The models involved take the preferences or objectives of the commissioner as given. These models are difficult to apply as preferences in Community Operational Research are individually defined and vary over time. In the tutorial we discuss and compare a number of approaches, such as Mode 2 knowledge production, action research, problem structuring methods, SSM and others. We identify what type of research is needed to develop OR in dealing with communities and what form these may take. We discuss a number of results of this type of research. 9/9/2010 : 12:30 : Room Windsor 0.03 Code:COR9 Why communities must be able to fail in order to survive Jan Gerrit Schuurman, Rebecca Herron University of Lincoln While it is possible to fail, without making any mistakes, mistakes indicate that failure is likely. We discuss three interrelated problems. (1) Can it be known to a community that it is failing? (2) Can it be known by its members that the community makes mistakes? (3) Can it be known what is the correct thing to do by that community. We will argue that the positive answers follow from (1) the property of being a community member, (2) the minimal interaction within any mereological sum of community members, in order to be recognised as merelogical member of the same community and (3) sensing properties of the community that matter for the continuation and well being of the community as an entity with an ongoing history. A community property can be expressed in terms of a statistic, such as the death rate due to infection. The cholera outbreak in 1854 in SOHO exemplifies that a community that can fail, is a community that can recognise mistakes and correct its actions. The story points at classes of actions on the part of any body trying to improve the living conditions of a particular community. We maintain that the success of John Snow (who identified the sources of the cholera) was complemented by the competence of the community to sense the worsening life conditions of the community. The people had to sense failure, unaware of making mistakes. By correcting their water storage, maintenance and retrieval habits, they were avoiding catastrophic failure.

Criminal Justice

Organisers: Ian Williamson and Brian Burton

Ian Williamson Brian Burton

7/9/2010 : 11:30 : Room Arts S21 Code:CJ8 The New Justice Framework: Trying to squash a complex system into a simple model Janos Suto Ministry of Justice The criminal justice system is a complicated system which presents a challenge to the modeller: Make your model too complicated and it will be incomprehensible and unusable; but make it too simple and it is of little use. Here I describe the process we went through when developing the New Justice Framework – an ambitious model of the whole criminal justice system from crime to punishment. 7/9/2010 : 12:00 : Room Arts S21 Code:CJ5 A waterfall for the Crown Court Brian Burton Office for Criminal Justice Reform Waterfall models have their origin in manufacturing and IT development where the design process is split into a sequence of stages. One only proceeds from one stage to the next when the first has been completed. In a previous project to improve operational efficiency in the magistrates’ court we adapted the Waterfall concept to the sequence of stages through which a defendant’s case may pass, from the point of arrest to trial. Using centrally stored data, a local criminal justice board would be able to view the distribution of alternative case disposals among defendants and the associated costs, including the costs of unnecessarily repeating work. Here, I present a similar Waterfall for the Crown Court. I shall review the new data now available for Crown Court cases and the formulation of costs for each possible disposal. New features include total costs for defendants receiving different disposals, an identification of avoidable hearing costs and a comparison of the costs of current processes with those of more efficient, ‘ideal’ scenarios. The Crown Court Waterfall will be used to diagnose areas of inefficiency both locally and nationally and to assess the potential impact of cost savings initiatives. 7/9/2010 : 13:30 : Room Arts S21 Code:CJ2 Improving Policing Processes through Participative Intervention Ian Newsome Head of Profession, Corporate Review There is a growing interest in improving the efficiency and effectiveness of policing processes through the application of a variety of OR approaches. With the heightened pressure on public service budgets there is an increasing interest in tackling cross-organisational processes, where significant untapped improvement resides and to engage staff in identifying and realising the benefits. This presentation will compare several practical participative approaches to process improvement that have been applied within the policing environment and consider the outcomes they achieved along with their relative strengths and weaknesses.

7/9/2010 : 14:00 : Room Arts S21 Code:CJ1 Patrolling games on graphs Alexander Morton London School of Economics A key operational problem for those charged with the security of vulnerable facilities (such as airports or art galleries) is the scheduling and deployment of patrols. Motivated by the problem of optimizing randomized, and thus unpredictable, patrols, we present a class of patrolling games on graphs. The facility can be thought of as a graph Q of interconnected nodes (e.g. rooms, terminals) and the Attacker can choose to attack any node of Q within a given time T. He requires m consecutive periods there, uninterrupted by the Patroller, to commit his nefarious act (and win). The Patroller can follow any path on the graph. Thus the patrolling game is a win-lose game, where the Value is the probability that the Patroller successfully intercepts an attack, given best play on both sides. We determine analytically either the Value of the game, or bounds on the Value, for various classes of graphs, and discuss how our analysis could guide decisions when the Attacker can observe Patroller behaviour. 9/9/2010 : 09:30 : Room Arts S21 Code:CJ7 Six Sigma and Lean: bandwagon or benefit? Ian Seath Improvement Skills Consulting Ltd. In these challenging financial times public sector organisations are under increasing pressure to achieve REAL efficiency savings. Gone are the days of “smoke and mirrors” and annual 2% savings targets. Criminal Justice Sector organisations such as the Police and Probation were early adopters of process improvement techniques and the requirement to carry out Best Value Reviews has reinforced the importance of “process” in effective service delivery. However, many approaches to process improvement got stuck at the implementation stage: it’s easy to re-design a process, but not so easy to implement that re-design and ensure it is adopted and sustained. Six Sigma and Lean (or Systems Thinking as some refer to it) are two of the more current process improvement approaches being adopted. This presentation will explain the differences between the two approaches and describe how they can complement each other (so-called Lean-Six Sigma). It will describe the potential benefits to be achieved and some success factors to be considered in order to avoid the bandwagon effect of adopting the “latest whizzo management tool”. The presentation will be illustrated with examples of Six Sigma and Lean applied in the Criminal Justice Sector. 9/9/2010 : 10:30 : Room Arts S21 Code:CJ3 Modelling criminal careers: can we predict the future cost associated with an individual's reoffending behaviour? Paul Radford Ministry of Justice A criminal career relates to the sequence of offences committed over time by an offender. Those offenders who frequently cycle through the Criminal Justice System place demands on limited offender management resources. The National Offender Management Service is tasked with reducing the burden on these resources by commissioning and providing correctional services and interventions that are designed to protect the public and reduce re-offending. It is not possible to provide these services and interventions to all offenders, and therefore those offenders who are most likely to incur a significant cost to the Ministry of Justice, and Society, should be prioritised. One of the ways this is currently done is by assessing an offender’s likelihood of reoffending within two years, based on their offending history and characteristics. This talk will describe how offending history and offender characteristics have been used to predict the impact of an offenders total offending over a longer

period of time. Data from the Police National Computer has been used to calculate the cost to the MoJ of an individual’s offending behaviour over a five year period, and ordinal logistic regression techniques were then used to compute the probability of an offender falling into a defined cost band. The results of this work, and limitations of the approach will be discussed and the audience will be invited to share ideas of how Operational Research techniques could be applied to the subject of Criminal Careers. 9/9/2010 : 11:30 : Room Arts S21 Code:CJ6 Developing a quantitative measure for offending and re-offending harm Ian Vincent Home Office Traditional proven offending and re-offending measures are based on counts of convictions and/or cautions. Relying on these measures to inform policy or measure performance, would imply that we believe that each conviction for shoplifting is as important as a conviction for murder. The quest for robust and compelling evidence leads us to consider alternative approaches, the extent to which they capture harm and where the results differ. This paper presents a Home Office project to develop an alternative measure; the reasons for basing this measure on average sentence length, the advantages to working across departmental boundaries, the technical challenges and how the key assumptions are impacting on the usability of the new measure. 9/9/2010 : 12:00 : Room Arts S21 Code:CJ9 An application of tabu search optimization techniques to the problem of Police staff rostering. Oliver Edleston, Lisa Bartlett Loughborough University Within Leicestershire there is a strong interest in professionalization of the Police force whilst also taking into account potential restrictions due to planned budget reductions. Front-line staffing has been identified as a key area with potential for improvement through the consideration of staff distribution and shift structure employed. A tabu search optimization approach is presented that has been created in order to provide solution to this problem. The use of diversification and intensification techniques are considered and applied to improve solution quality provided by the search. The base search is shown to yield higher quality solutions than a similarly applied steepest descent algorithm, with further improvement given through the search enhancements used. 9/9/2010 : 12:30 : Room Arts S21 Code:CJ4 A process-based cost-benefit analysis for digitising police suspect interviews Ian Seath Improvement Skills Consulting Ltd. The technology to move to digital recording of audio and video interviews is now available in the marketplace and the question being asked is whether its implementation can deliver improvements in efficiency, effectiveness and cycle-time. In this case study, we answer that question. The presentation will be based on a piece of work looking at the cost-benefit of moving from tape-based Police interviewing processes to digital processing. This involved some process analysis, activity cost and also showed up some interesting "non-Lean" waste as well as proving the benefit of going digital.

Data Mining & Forecasting

Organisers: David Martens and Kostas Nikolopoulos

David Martens Kostas Nikolopoulos

7/9/2010 : 11:30 : Room Windsor 0.04 Code:DAM1 Forecasting the Effectiveness of Policy Implementation Strategies through Structured Analogies *Nicolas Savio, **Konstantinos Nikolopoulos Manchester Business School, University of Wales, Bangor Policy implementation strategies (PIS) are schemes originating at a governmental level intended to help attain some over-arching policy objective (social, economic or environmental). Determining the nature and characteristics that a PIS will take is an important decision making process for any government as there will undoubtedly be limited funds for such a purpose. It is argued that an ex-ante¬ prediction of the effectiveness of a new PIS can serve as a much needed decision support tool and should be an integral part of any cost-benefit analysis. This research proposes and evaluates the use of Structured Analogies in the hands of policy experts for producing such forecasts. 7/9/2010 : 12:00 : Room Windsor 0.04 Code:DAM2 A Forecasting Support System for Intermittent Demand Fotios Petropoulos, Vassilios Assimakopoulos National Technical University of Athens, Greece Intermittent demand patterns are characterized by infrequent demand arrivals coupled with variable demand sizes, when demand occurs. Such patterns prevail in many industrial applications, rendering the need of a specialized Forecasting Support System (FSS) requisite. Intermittent Demand Forecasting System (IDFS) incorporates established forecasting techniques used widely in intermittent demand patterns, offering an efficient expert forecasting engine based on competitions among implemented techniques. The system allows statistical forecasts derived from implemented techniques to be combined with judgments made by the user. These judgments can be the choice of the appropriate methods’ parameters or methods combined as well as the adjustments made upon the statistical forecasts based on user’s knowledge (soft data) and expertise. Numerical and graphical interpretations of statistical and forecasting analysis with appropriate accuracy metrics grant the effectiveness of the forecasting procedure provided by the IDFS. Finally, IDFS supplies detailed reporting information on all aspects of the analysis and forecasting while also showing information about the accuracy of different extrapolation techniques.

7/9/2010 : 13:30 : Room Windsor 0.04 Code:DAM3 Forecasting the success of a new eco-friendly Policy Akrivi Litsa, Vassilios Assimakopoulos Forecasting @ Strategy Unit, National Technical University of Athens Governments often use budget so as to provide incentives for citizens to adopt new policies, especially when these are promoting eco-friendly technologies e.g. to subsidise the price of a hybrid-car. The public money spent on each policy, is considered to be value-for–money only if many citizens do adopt the proposed policy. This is also known as the 'cost-effectiveness' or the 'economic success' of a new policy. The latter should not be confused with the 'economic impact' of the new policy, as this is usually referred to the respective macro/micro socio-economic impact. This study reports on a experiment with semi-experts using Structured Analogies (SA) forecasting the success of a new policy promoting replacing old household air conditioners with energy saving units under a new environment and technology initiative implemented by a European government. The findings shows evidence that Structured Analogies (SA) is a useful forecasting tool for policy making, however all methods predicted results that were considerably off the mark, indicating the difficulty of the forecasting task under examination. 7/9/2010 : 14:00 : Room Windsor 0.04 Code:DAM4 Support forecasting by quantifying non-expert judgment through text mining on financial news Mike Nikitas, Vassilios Assimakopoulos National Technical University of Athens Forecasting financial products like stocks, bonds, funds, indices etc, heavily relies on inside information, expert opinions, statistical analysis and of course, media content. Published news is most important in terms of coverage. The greatest percentage of people buying and selling financial products, driving high volumes on markets, do not have access to inside information or experts and do not have the skills to analyze statistics. They rely on financial news from various sources, newspapers, television, radio and the internet. The sentiment received from the understanding of the media content reflects their judgment for financial decisions. Through the current research effort, we identified correlations between financial news sentiment and financial decisions. In order to achieve this, at first, we present a methodology and the respective software to distinguish how bad or how good is a published text for a company, for an industry or for a whole market. Using neural networks, and our captured news data, we trained our software to be able to identify goodness and badness of news. For the same period of time, we have captured the values of non commodity financial products. By quantifying how good or how bad are the published news and by comparing them with real financial values we identified correlations that are very useful for short term decisions. As a result of our research work, the identified correlations are utilized to model non-expert judgment, and able to produce a tangible factor to support statistical methods for short term forecasting on specific financial decisions. 7/9/2010 : 14:30 : Room Windsor 0.04 Code:DAM5 Regression Rule Extraction from Neural Networks for Software Effort Prediction Karel Dejaeger, Wouter Verbeke, David Martens, Bart Baesens Katholieke Universiteit Leuven In the field of software effort prediction, the effort needed to develop a new project is estimated based on historical data from previous projects. In the past, various algorithmic approaches to this problem have been researched. More recently, the applicability of machine learning techniques like CART and

neural networks has been investigated. Neural networks are a tool often selected for software effort prediction as they have the capability to approximate any continuous function with arbitrary accuracy. A major drawback of neural networks is the complex mapping between inputs and output which is not easily understood by a user. A method to mitigate this potential problem is the application of a rule extraction technique that derives a set of comprehensible IF-THEN rules from a trained neural network. We describe such a rule extraction algorithm and compare the applicability this technique to other machine learning techniques like linear regression and CART. It is found that the most accurate results are obtained by CART, though the large number of rules limits comprehensibility. Considering comprehensible models only, the concise set of extracted rules outperform the pruned CART rule set, making neural network rule extraction a more suitable technique for software effort prediction. 7/9/2010 : 15:30 : Room Windsor 0.04 Code:DAM6 Data mining with swarm intelligence David Martens*, Bart Baesens*, Tom Fawcett** *K.U.Leuven, **Stanford University Swarm intelligence is a relatively new subfield of artificial intelligence which studies the emergent collective intelligence of groups of simple agents. It is based on the social behavior that can be observed in nature, such as ant colonies, flocks of birds, fish schools and bee hives, where a number of individuals with limited capabilities are able to come to intelligent solutions for complex problems. In recent decades the Swarm Intelligence paradigm has received widespread attention in research, mainly as Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO). These are also the most popular swarm intelligence metaheuristics for data mining. Both classification and clustering have been addressed with these metaheuristics. In this presentation, we will discuss how such paradigms can be used for data mining by explaining the main workings, providing a literature overview and addressing some open issues. 7/9/2010 : 16:00 : Room Windsor 0.04 Code:DAM7 Comparing Classification Techniques to Forecast Customer Churn in the Telecommunication Sector Wouter Verbeke*, Karel Dejaeger**, Bart Baesens** *Department of Decision Sciences and Information Management, Faculty of Business and Economy, Katholieke Universiteit Leuven, **Department of Decision Sciences and Information Management, Katholieke Universiteit Leuven, Naamsestraat 69, B-3000 Leuven, Belgium Customer churn prediction models indicate the customers with a high propensity to attrite, and therefore allow to improve the efficiency of customer retention campaigns. A myriad of data mining techniques has been tested to predict customer churn, but the literature reports contradictory results. This study presents the results of an extensive benchmarking experiment, including various state-of-the-art classification algorithms which are applied on eleven real-life churn prediction data sets from wireless telecom operators around the world. The appropriate test statistics and performance measures are used to rigorously test the impact of three different factors on the performance of a churn prediction model, i.e. input selection, oversampling, and classification technique. It is found that input selection is crucial to achieve good predictive power, and that a limited number of attributes suffices to predict customer churn with high accuracy. Oversampling on the other hand does not improve the results significantly. Furthermore, a large group of classifiers is found to yield comparable performance, including a number of techniques that induce comprehensible models, such as logistic regression and Bayesian Networks.

8/9/2010 : 09:00 : Room Windsor 0.04 Code:DAM14 Forecasting the effectiveness of BPR in Local Government Michaela Kastanoulia, Vassilios Assimakopoulos Forecasting & Strategy Unit, National Technical University of Athens In public administration, local authorities play a significant role in the provision of public services. The administrative structures of governments allocate specific jurisdictions to local authorities. In this research we are trying to measure the performance and forecast the effectiveness of business process reengineering (BPR) in local government, in order to aid decision making for possible changes in public services procedures. 8/9/2010 : 09:30 : Room Windsor 0.04 Code:DAM15 Combining Forecasts through Linear Programming Apostolos Panagiotopoulos*, Luc Muyldermans** *Nottingham University Business School, **Nottingham University Business school We explore the use of Linear Programming (LP) as a tool to combine forecasts. We use simple LP and weighted goal programming. The former estimates the weights of several models by minimising the Mean Absolute Deviation (MAD), the Mean Absolute Percentage Error (MAPE) and the Maximum Absolute Deviation (MaxAD), whereas the latter minimises both the MAD and the MaxAD. The models combine eight individual forecasting techniques and are tested on 60 randomly selected time series from the M3 Competition. We compare the accuracy of the LP-based approaches with five other traditional combinations methods. 8/9/2010 : 10:00 : Room Windsor 0.04 Code:DAM16 Forecasting for banking sector Christina Konstantinidou, Fotios Petropoulos, Vassilios Assimakopoulos National Technical University of Athens In recent years, many researchers have examined forecasting models for banking, as large commercial banks have grown substantially and become progressively more diverse and complex. Probability of a banking crisis can be used to monitor banking sector fragility. Descriptive statistics evaluate the performance of banks' trading risk models by examining statistical accuracy of the Value-at-Risk (VaR) forecasts and informational content of market variables like equity prices, returns, and volatility of returns. This action adds important information to the identification of traditional models specialized in predicting bank failures. Moreover, the performance of neural networks has been examined for evaluating and forecasting banking crises. A substantial literature has investigated these issues and the current work provides a review analysis of models’ use for forecasting in banking sector. 8/9/2010 : 11:00 : Room Windsor 0.04 Code:DAM11 Predicting Outliers based on Bayesian Interestingness Measures Adnan Masood Nova Southeastern University Outlier detection and analysis is an important multidisciplinary area of research to discover exceptional behavior in data. Several approaches has been taken to detect and classify anomalies however majority of these techniques end up being block box inference engines. In this paper, we propose implementing Bayesian inference to classify outliers and using interesting measures to predict the novelty and usefulness of these rare class events.

8/9/2010 : 11:30 : Room Windsor 0.04 Code:DAM12 Benchmarking State-of-the-Art Regression Algorithms for Loss Given Default Modelling Gert Loterman*, David Martens**, Bart Baesens** *Ghent University, **Catholic University Leuven The recent introduction of the Basel II framework has had a huge impact on financial institutions, allowing them to build credit risk models for three key risk parameters: PD (Probability of Default), LGD (Loss Given Default) and EAD (Exposure at Default). Current credit risk research is largely focused on the estimation and validation of the PD parameter. However, changes in LGD directly affect the capital of a financial institution in a linear way, unlike PD, which therefore has less of an effect on minimal capital requirements. The use of models that estimate LGD as accurately as possible is thus of crucial importance as these can translate into significant future savings. In this first large scale LGD benchmarking study, various state-of-the-art regression techniques to model and predict LGD are studied. 8/9/2010 : 12:00 : Room Windsor 0.04 Code:DAM13 Decision support system implementing uncertainty in dynamics performance indicators for suppliers Rayko Toshev*, Josu Takala**, Teppo Forrs*, Ivan Metanov*** *MSc, **Professor, ***Degree student Our case study in Finnish housing market targets the application of private renewable energy sources by Sense and Respond methodology and Analytical hierarchical process analysis. The small scale and high price of the existing systems on the market, as well as the archaic power grid, constitutes a major obstacle for mass deployment of renewable energy solutions for individual house owners. There is a great variety of infant technologies in the sector and possibilities for combination of different sources of power, which additionally complicates the investment choice. We propose knowledge-driven Decision Support System that provides specialized problem-solving expertise stored as facts, rules, procedures, or similar structures. The aim of this study is to facilitate house owners and guide policy makers in the effort to minimize risk and uncertainty in deploying effective renewable energy sources. 9/9/2010 : 09:30 : Room Windsor 0.04 Code:DAM8 State of the Art in Web Data Mining Bart Baesens K.U.Leuven/University of Southampton As the Web has become more important for businesses, the need has emerged for sound measurement of the effectiveness of this channel, along with analytical tools to support continuous improvement of the customer experience. Online businesses gather an unprecedented amount of raw data about potential customers, but companies seek even more actionable insights, e.g. by integrating their Web analytics data with data from offline sources, and applying advanced data mining techniques and predictive analytics to maintain deeper client relationships and enable one-to-one marketing. This talk will provide an overview of the state of the art in Web analytics, as well as of advanced data mining techniques and applications that are suitable to the context of the Web.

9/9/2010 : 10:00 : Room Windsor 0.04 Code:DAM9 Process Mining in Event Logs: Metrics and Applications Jochen De Weerdt K.U.Leuven The abundant availability of data is typical for information-intensive organizations. Usually, discerning knowledge from vast amounts of data is a challenge. Similarly, discovering business process models from information system event logs is definitely non-trivial. Within the analysis of event logs, process discovery, which can be defined as the automated construction of structured process models from such event logs, is an important learning task. In this paper, we present a thorough discussion of a number of evaluation metrics for mined models. Furthermore, we will illustrate the applicability and validity of process mining techniques for some real-life cases. Finally, we will provide an outlook on future research. 9/9/2010 : 10:30 : Room Windsor 0.04 Code:DAM10 A heuristic rule evaluation function for AntMiner+ Bart Minnaert*, David Martens**, Bart Baesens*** *Ghent University, University College Ghent, **K.U.Leuven, University College Ghent, ***K.U.Leuven, University of Southampton AntMiner+ is a rule mining classification algorithm that makes use of the ant colony optimization metaheuristic. In the new open source implementation of this algorithm, we have selected an optimized heuristic rule evaluation function for AntMiner+. In AntMiner+ and in other covering algorithms, we have to select the best rule to increase overall performance of the rule set. A major problem lies in specifying what a good rule is. The performance of a single rule is known while it is being learned, but the impact on overall performance of the rule set is not clear as it depends on other rules that have yet to be learned. Several heuristic rule evaluation functions to solve this problem have been proposed in literature. These functions evaluate a single rule and usually balance consistency and coverage. We have selected several parameterized heuristics and optimized these for AntMiner+. We will discuss the results for AntMiner+ and compare these with the results for other covering algorithms found in literature. We will also give details on some pitfalls we have discovered while running our experiments and how to avoid these when optimizing heuristic evaluation functions for other algorithms.

Efficiency & Productivity Analysis

Organisers: Meryen Fethi and Fotios Pasiouras

Meryen Fethi Fotios Pasiouras

9/9/2010 : 11:30 : Room Arts G24 Code:EPA1 A Multi-Dimensional Analysis of R&D Performance in the Pharmaceutical Sector and its Association with Acquisition History Rupert Booth Warwick Business School The efficiency of the pharmaceutical R&D process was measured, using the Resource Based View (RBV) as the basis for the choice of measures. A merger typology was populated with the acquisitions of the Top 50 companies in the sector over 12 years. Six contributions to knowledge arose: (i) a set RBV-based principles for the design of Multi-Dimensional Measurement Framework, from outside the firm; (ii) a DEA model of the pharmaceutical R&D process; (iii) demonstration of decreasing returns to scale; (iv) statistical testing of the association between acquisition history and R&D efficiency for acquisitions in aggregate; (v) examination of diversification effects by testing for cross-border and cross-sector acquisitions only; (vi) repeating the entire analysis using Return on Assets, to compare with the results for efficiency. The last exercise provided an explanation for the merger paradox, namely why managers continue to undertake acquisitions despite their disappointing outcome. 9/9/2010 : 12:00 : Room Arts G24 Code:EPA2 Facet Based Measurement of DEA efficiency Hirofumi Amatatsu, Tohru Ueda Seikei University, Tokyo, Japan This paper provides a DEA model which uses information from all facets of production possibility sets. Using the proposed DEA model, the efficiency of Decision Making Units (DMUs) is evaluated between the DMU and points which are on the nearest, furthest or middle distance on efficient frontiers. Therefore plural reference DMUs are obtained. Using those various efficiency evaluation and reference DMUs, we can obtain the fair and persuasive evaluation of the DMUs, analyze the organizations with different business models, make the step-by-step planning to reach the reference DMUs and so on. The proposed DEA model requires the information from all facets. It is said that the information from all facets cannot be obtained within reasonable computing time. However it is practically possible using theories proposed in this paper, and an experimental rule described by Cooper et.al (2007). The algorithms are applied to the top 68 worldwide chemical companies.

Finance

Organiser: Nigel Meade

8/9/2010 : 11:00 : Room Arts G24 Code:FIN1 A critique of investment risk measures Christopher Tofallis University of Hertfordshire Business School Standard investment portfolio theory is based on risk measures such as variance and beta which are quite removed from the everyday understanding of risk held by the public. We take a close look at such measures and point out their weaknesses and disadvantages, as well as misconceptions surrounding them. We then consider other risk measures which have been proposed as replacements. 8/9/2010 : 11:30 : Room Arts G24 Code:FIN2 Valuating wind power investments under different renewable energy support schemes Trine Kristoffersen*, Nigel Meade** *Risoe National Laboratory for Sustainable Energy, Technical University of Denmark, **Imperial College London The present paper adopts a real options approach to value investment timing and capacity choice for wind power projects eligible for renewable energy support. The aim is to examine investment incentives under different support schemes, including the most extensively employed support schemes,feed-in tariffs and renewable portfolio standards accompanied by renewable energy certificates. We consider both multiple sources of uncertainty under each support scheme and uncertainty with respect to change of support schemes. Under suitable assumptions, analytical solutions are obtained for both the value of the project and the option. When analytical solutions are not available we value the options numerically. Preliminary results show that feed-in tariffs encourage earlier investment whereas renewable energy certificates creates incentives for larger projects. 8/9/2010 : 12:00 : Room Arts G24 Code:FIN3 Exploring the interior of the efficient frontier - using density forecasting to find consistent portfolios Nigel Meade Imperial College Business School In quantitative portfolio selection, the Markowitz efficient frontier identifies a set of portfolios in risk – return space from which a rational investor may choose according to his degree of risk aversion. Underlying this framework is the assumption that the returns on the underlying assets follow a time invariant multivariate normal density, fully described by a vector of expected returns and a covariance matrix. There are several flaws in this assumption, for example: in practice, these parameters are estimated from available data; the data generating process is not time invariant; the density function may have fat tails. Here we use density forecasting to identify the circumstances under which the co-ordinates of a portfolio in risk - return space accurately reflect its subsequent out-of-sample behaviour. We call a portfolio ‘consistent’ when the Berkowitz statistic (a measure of density forecasting accuracy) indicates that the out-of-sample return density is consistent with the in-sample parameters. Even with multivariate normal asset returns, the efficient frontier does not provide accurate density forecasts for

short estimation periods, the consistency region is composed of dominated portfolios with higher standard deviations than those on the frontier and lower achievable mean returns. As the estimation region is increased, the consistency region increases and gradually moves towards the frontier, and then moves up the efficient frontier. However, when used with real data,Dow Jones Industrial index, for the same size estimation region, the consistency region may fluctuate between non-existence and most of the frontier.

Health

Organisers: Sally Brailsford and Vincent Knight

7/9/2010 : 13:30 : Room Windsor 0.05 Code:HEA1 Public health modelling: lessons learned from a contraception case study Hazel Squires In 2005 NICE began assessing the effectiveness and cost-effectiveness of public health interventions. This paper describes a case study assessing the effectiveness and cost-effectiveness of interventions to encourage young people to use contraceptives and contraceptive services. Common problems in public health modelling are identified based upon this and other work undertaken at the author’s institution. These include problem structuring, extrapolation of effectiveness evidence and methods for handling uncertainty. Potential solutions and areas for further research are suggested. 7/9/2010 : 14:00 : Room Windsor 0.05 Code:HEA2 Operational research, management science and global health Geoff Royston Independent (formerly Dept of Health) While the need for better diagnostic tools, medicines and treatments for health care is clear, the need to improve the way in which existing interventions are delivered and to design future interventions with delivery challenges more in mind - what might be described as Òdelivery friendlyÓ design - seems less widely recognised. Nowhere can this be more important than in the parts of the world where health care resources are particularly limited and there is a pressing need both to increase resources and to make best use of what resources there are. It has for instance been estimated that two-thirds of the yearly global total of some nine million child deaths could be prevented if well-known interventions were fully implemented. All too often in health care we have insufficient understanding of what assists or impedes delivery, of what resources will be required to attain a given level of implementation, or of what attaining a given level is likely to achieve. This presents a global research challenge, not least for management science. This paper will consider the nature of that challenge, survey contributions already being made by management science and operational research, and suggest opportunities to improve this in the future. 7/9/2010 : 14:30 : Room Windsor 0.05 Code:HEA3 Modelling the future demand for long-term care Mitul Desai University of Southampton The “ageing population” presents many significant challenges for health and social care services at both a national and local level, one of which is to meet the demand for long-term care. The population of people aged over sixty five will continue to grow for some time as the baby boom generation ages. The aim is then to use a Markov spreadsheet model to model the demand for long-term care in the county of Hampshire amongst those aged sixty-five years and over.

A key part of the modernisation of Hampshire County Council has been the establishment of a new contact centre. The research will address such questions as: • How can Discrete Event Simulation be used to assist the local authority in the development of the contact centre? • How could a detailed tactical model for the contact centre benefit from the additional use of a long-term care model for population change? This project takes a cross-disciplinary approach combining Operational Research modelling with Gerontology, Demography and Social Policy. The research is funded jointly by the Economic and Social Research Council and Engineering and Physical Sciences Research Council. 7/9/2010 : 15:30 : Room Windsor 0.05 Code:HEA6 Discrete conditional phase-type models utilising classification trees: application to modelling maternity services Paul Harper This paper introduces a Discrete Conditional Phase-type (DC-Ph) Markov process for modelling health service capacities by better predicting service times, as captured by Coxian Phase-type distributions, interfaced with results from a classification tree algorithm. DC-Ph models consist of a process component (survival distribution) preceded by a set of related conditional discrete variables, here captured by the classification tree. To illustrate the approach, a case-study in maternity services is given. Pregnancy, although being one of the most natural processes in our evolution, still remains subject to numerous complications and potential high risk. Complications at birth, such as the need for a caesarean section or the use of forceps, are not uncommon. Working with a UK hospital, a DC-Ph model has been constructed using classification trees based on predicting the probability of a ‘non-spontaneous (complicated) delivery’, defined by clinicians as a delivery other than that of a natural birth; for example, an emergency caesarean section, breech presentation, the use of forceps or a shoulder dystocia. Data on 6,012 non-elective births are used in the study to find risk groupings ranging from 7% to 68% of a complicated birth. Based on the classification tree predictions, the duration of childbirth on the labour ward is then modelled as either a two or three-phase Coxian distribution. The DC-Ph model is then used to calculate the numbers of patients on the labour ward in each phase of care, and combined with a simulation model to calculate associated bed needs. 7/9/2010 : 16:00 : Room Windsor 0.05 Code:HEA5 Rapid modelling of patient flow in a healthcare setting: Integrating simulation with Lean Claire Worthington, Stewart Robinson Warwick Business School This paper provides an evaluation of an experiment in using discrete event simulation modelling at a Rapid Improvement Event in a hospital trust. It presents empirical findings on the challenges of building a model rapidly, with the practitioners (rather than for them) and within a time constrained event. It also considers the level of learning and understanding acquired by participants, the level of interaction of participants with the model, and the level of experimentation promoted and facilitated by the model. Our learning about rapid modelling and modifications made to our approach as a result of the experiment are described.

8/9/2010 : 09:00 : Room Windsor 0.05 Code:HEA4 Improving the public distribution of essential medicines in sub-Saharan Africa: the case of Zambia Jeremie Gallien London Business School Essential medical drugs and supplies are critically needed in Zambia. However, the current public distribution system results in poor availability of these products to patients and constitutes a political liability. Through an analysis of local challenges, current distribution performance and latest private sector trends, we develop an alternative system design involving mobile phones and an optimization model. To evaluate this proposal, we use a simulation model built with extensive field data collected in collaboration with the Ministry of Health, the World Bank, Crown Agents and JSI. Simulation results suggest that our proposal would substantial improve drug availability to patients, and we report steps taken towards its implementation. 8/9/2010 : 09:30 : Room Windsor 0.05 Code:HEA7 Modelling hospital length of stay to inform on potential efficiencies within general medicine in secondary care Hayley Bennett, Phil McEwan Cardiff Research Consortium During a period of intense financial pressure secondary care organisations are considering numerous initiatives to reduce costs and improve efficiency. In one large UK teaching hospital, reducing general medicine beds from 211 to 173 is under active consideration. Set against a background of current bed utilisation typically above capacity and emergency arrival rates unlikely to change, the objective of this study was to inform on the role that reducing hospital length of stay (LOS) could play in assessing the viability of reducing bed numbers. Routine activity data from Cardiff and Vale University Health Board were analysed over the period of July 2008 to March 2010 and a discrete event simulation developed in Simul8 to model current capacity patterns. This study describes how hospital management perspectives on reducing LOS were demonstrated to be impractical due to extreme heterogeneity with respect to LOS; where crude averages mask substantial numbers of patients with very short LOS (<3 days) and those with a long LOS > 20 days. In addition to exploring patient sub groups where LOS reduction could be achieved the study also characterises the dynamic role that time plays in realising any capacity benefits associated with reducing LOS. 8/9/2010 : 10:00 : Room Windsor 0.05 Code:HEA8 Simulating the requirement for vascular access in patients with end stage renal disease (ESRD) Phil McEwan, Hayley Bennett Cardiff Research Consortium The requirement for renal replacement therapy (RRT) in patients with ESRD poses a number of planning and resource challenges. Haemodialysis (HD) is the most prevalent mode of chronic RRT requiring vascular access surgery a number of months prior to its commencement. Failure to perform timely elective access often results in patients starting dialysis as acute emergency admission requiring temporary access thereby exposing patients to sepsis, under-dialysis and unnecessary hospital stay; leading to further reductions in elective capacity. This study uses data from a pre-dialysis clinic at the Nephrology and Transplant Directorate at the Cardiff and Vale University Health Board combined with routine hospital data to conduct a simulation model designed to evaluate capacity constraints on the provision of HD and an alternative dialysis modality, peritoneal dialysis (PD). The model is designed to explore optimal access configuration taking into consideration patient choice, the implications of surgical failure rates, emergency catheterisations and waiting times. Potential cost savings are

demonstrated through the reduction in complications and emergency admission associated with better planned access and also through a potential optimal mix of dialysis modality. 8/9/2010 : 11:00 : Room Windsor 0.05 Code:HEA9 Forecasting Welsh Ambulance Demand Using Singular Spectrum Analysis Julie Williams, Jonathan Gillard, Paul Harper, Vincent Knight Cardiff University Previous studies have examined ways to improve the effectiveness of the emergency medical service (EMS), with particular developments in the fields of ambulance deployment and personnel scheduling. Whilst the models created differ in complexity, they all require accurate predictions of demand: the focus of this research is how to effectively generate such forecasts. Traditional forecasting techniques such as multiple linear regression are commonly employed for this purpose, whilst time-series approaches may be utilised to overcome difficulties relating to multicollinearity and the selection of valuable covariates. We consider a novel time-series approach to predicting demand exerted upon the Welsh Ambulance Service Trust (WAST) using Singular Spectrum Analysis (SSA) and compare the results to those obtained by traditional forecasting techniques. The results indicate that forecasts generated by SSA compare favourably to those generated by the conventional methods. Ultimately we aim to investigate relationships between demand and weather conditions to improve predictions, and use forecasts generated via SSA for input to a queuing model to determine how best to respond to demand. Further applications include developing a scheduling tool to generate rosters for personnel and response vehicles, to promote proactive management of the service. 8/9/2010 : 11:30 : Room Windsor 0.05 Code:HEA10 Patient Choice: a Discrete Event Simulation Approach Vincent Knight, Janet Williams, Iain Reynolds Cardiff School of Mathematics The NHS has offered free choice of healthcare service to all patients in England since 2008. Modelling the behaviour of patients in a system with free choice is very important. The work presented here showcases a discrete event approach aiming to simulate the decisions made by patients presented with a choice of health care facilities. The simulation model allows for the investigation of multiple what if scenarios corresponding to different factors influencing patient choice. 8/9/2010 : 12:00 : Room Windsor 0.05 Code:HEA11 Bed Management in a Critical Care Unit Jeff. Griffiths*, Vincent Knight**, Izabela Komenda** *OR Group, **OR Group, School of Mathematics, Cardiff University One of the main problems in the management of critical care facilities relates to the number of beds, and associated nursing care, that needs to be provided. Hospital managers often view this matter as attempting to ensure that provision is adequate to cope with some form of averaged demand. However, an additional important aspect concerns the degree of variability apparent in the system. For example, if a high proportion of the available beds are occupied on one day, what should be the admission procedure for the following day? This paper presents data illustrating some of the relevant issues, and describes a simulation model constructed to investigate various ways of reducing the variability in bed occupancy.

9/9/2010 : 09:30 : Room Windsor 0.05 Code:HEA12 Cost Efficiency and Scale Economies in General Dental Practices in the U.S.: A Non-parametric and Parametric Analysis Lei Chen, Subhash Ray University of Connecticut This paper uses both the non-parametric method of Data Envelopment Analysis (DEA) and the econometric method of Stochastic Frontier Analysis (SFA) to study the production technology and cost efficiency of the U.S. dental care industry using practice level data. The American Dental Association (ADA) 2006 survey data for a number of general dental practices in one state in the U.S. are used for the empirical analysis. The result shows that the average cost efficiency score is between 0.79 and 0.87, and the cost inefficiency comes mainly from the allocative inefficiency. The minimum average cost of production is 50.6 cents for each dollar of gross billing generated. The optimal output level for a dental practice to fully exploit the economies of scale is at $1.68 million. Both DEA and SFA provide generally consistent results. 9/9/2010 : 10:00 : Room Windsor 0.05 Code:HEA13 Evaluating the use of modelling in the NHS: the story of Scenario Generator Sally Brailsford University of Southampton Scenario Generator is a specialised software tool for patient pathway planning, based on the widely-used Simul8 software. In a joint initiative between Simul8 and the NHS Institute for Innovation and Improvement, Scenario Generator was provided free of charge to any Primary Care Trust wishing to use it. The UK Network for Modelling and Simulation in Health (MASHnet) and the University of Southampton were recently commissioned to evaluate this initiative and more broadly, investigate the use and understanding of modelling in general within the NHS. In this talk we present some of our key findings. 9/9/2010 : 10:30 : Room Windsor 0.05 Code:HEA14 Thinking about linking: Considering combining DES and SD in healthcare Jennifer Morgan Management Science, University of Strathclyde This paper discusses modelling work undertaken within a cancer centre in the west of Scotland. It describes an ongoing project to build models in order to develop stakeholder understanding of the system and consider the impact of changes through a structured combination of Discrete Event Simulation (DES) and System Dynamics (SD). The processes within the centre are multistage and complex in nature, with a broad range of factors influencing them, and the system has many external pressures and hidden points of feedback. Aspects of the system have been modelled for various purposes in the past using DES and SD independently. In this work the system is explored with the view to provide insight using DES and SD together in a structured manner. Key questions being raised by stakeholders within the unit are presented and consideration is given as to how the two approaches may be combined within the unit. The process undertaken with the Beatson oncology unit to date is discussed and the current stage of the models presented. 9/9/2010 : 11:30 : Room Windsor 0.05 Code:HEA15 Modelling and evaluation of healthcare quality in service redesign Gillian Mould Healthcare services should be: safe; effective; timely; efficient and patient centred. These six key characteristics of healthcare quality were first identified by the Institute of medicine in 2001. They have now been widely adopted as improvement criteria when redesigning healthcare systems. This paper

presents a methodology for redesign and shows how models can capture each dimension of quality. Redesign options can be evaluated using a tool which is essentially a combination of economic evaluation and multi-criteria decision analysis. This combination provides a basis for a structured comparison of the cost and quality of service developments. 9/9/2010 : 12:00 : Room Windsor 0.05 Code:HEA16 Estimating the volume of calls and the impact of a three digit phone number for urgent health care Claire Ginn Department of Health In 2009 Ofcom designated 111 as a number for urgent healthcare. 2010 sees 4 pilot sites go live testing the number as a front end to their urgent care system. To get this far we have had to estimate how many people will call and why, what the benefits might be and what the main risks are. The work presented describes our approach and the difficulties we had, also how in line we were with early findings 9/9/2010 : 12:30 : Room Windsor 0.05 Code:HEA17 Patient Flow: Random Effects Modelling Approach of Patient Pathways Shola Adeyemi, Thierry Chaussalet University of Westminster We present a random effects framework for modelling individual patient’s experience in the care process by capturing patient pathways through health care system. Some of the assumptions and shortcomings of previous modelling framework are relaxed. We demonstrate the approach as a useful technique for extracting useful information about health care systems by applying it to some practical problems. Another useful and important notion that is often neglected is the frailty of patients but these are modelled in this work as random effects. We present models for both operational and clinical patient flows, and showed that even for operational flow intuitively, clinical progression of disease are also captured where the former being physical and the latter latent.

Information Systems & Knowledge Management

Organiser: Edward Bernroider

7/9/2010 : 11:30 : Room Windsor 1.02 Code:ISKM4 (Re)-conceptualising E-government: Studying Patterns of Practice Jose-Rodrigo Cordoba-Pachon, John Ahwere-Bafo*, Lizzie Coles-Kemp** *School of Management, Royal Holloway, University of London, **Information Security Group, Royal Holloway, University of London Current research on e-government is reaching a potential stage of saturation in relation to how to conceive the next stage of development. Studies of adoption and implementation emphasise frameworks, models and issues related to effective integration of e-government systems with administrative processes, as well as elements related to user satisfaction or acceptance. Despite a wealth of information from these studies (in different areas of e-government and geographical regions), a strong assumption held is that e-government is ‘progressing’ towards better citizen engagement and participation. There is no clarity either as to the usefulness of theories in moving beyond ‘explaining’ or challenging e-government adoption. This paper proposes a conceptualisation of e-government development based on three different patterns of practice which embed assumptions as to what is expected from e-government; how to implement it or how to make use of it. We revisit two practical experiences of e-government with a view to highlight the existence of opportunities and challenges to make e-government more inclusive. We aim to inform future practice in e-government planning and formulation. 7/9/2010 : 13:30 : Room Windsor 1.02 Code:ISKM5 A framework to assess current Discourses in Information Systems: an initial survey of a sample of IS Journals (1999-2009) Alberto Paucar-Caceres Manchester Metropolitan University Business School We proposed a framework to reflect on the development of four management sciences (MS) paradigms arguing that the field of information systems (IS) has followed a similar path. The framework contains four IS paradigms: (1) Positivist/Normative; (2) soft/interpretive; (3) critical/pluralistic; and (4) constructivist/2nd order Cybernetics. The paper characterizes these approaches to IS by using four key terms: System; Organisation; Management and Information, exploring the way these concepts are perceived through the lenses of the four paradigms. The paper reports on the findings of current IS trends, from an initial survey of six top IS journals identifying articles adhering to the interpretive, critical and constructivist paradigms published between 1999 and 2009. Results seem to indicate that that IS is moving towards a practice in which interpretive, critical and constructivist discourses are used. Conclusions based on the proposed framework and publication trends, together with some points for further research, are offered.

7/9/2010 : 14:00 : Room Windsor 1.02 Code:ISKM6 Marketing OR using new media / technology David Gripton*, Frances O'Brien*, Graham Sharp** *Warwick Business School, **The OR Society Social networking sites, along with other new media, present numerous opportunities to promote the field of O.R. and encourage engagement by members in the activities of the OR Society. The Society has recently developed a Twitter presence and LinkedIn group but it is not present on Facebook or other social networking media. However, a number of its members are users of Facebook and belong to other networks such as LinkedIn. It is also known that O.R. material can be found on blogs, podcasts, YouTube etc though the extent and nature of what is available is not fully known. This paper presents a review of the range of new media available, identifying potential target audiences along with what each medium offers. The paper will also identify what O.R. materials / presence are currently available. Finally the paper identifies a number of opportunities to further develop material to promote both the O.R. field and the work of the OR Society. 7/9/2010 : 14:30 : Room Windsor 1.02 Code:ISKM8 KEYNOTE - IS as an Evolving Discipline Jose-Rodrigo Cordoba-Pachon, Alan Pilkington, Edward Bernroider Royal Holloway, University of London To many, information systems has become an autonomous discipline that offers a number of concepts, methods and techniques to deal with problems related to the implementation of information systems in organisations. Despite the diversity of these and their use in practice, there is still a need to clarify where we are in terms of becoming a discipline, and in particular what we can claim IS academics and/or practitioners can offer to others. This paper aims to trace the unfolding of information systems as a body of knowledge with a view that it could exhibit some common patterns. We propose grounding the understanding of how IS unfolds on the work of Abbott (2001) on disciplines, in particular different stages of development (differentiation, conflict and absorption). We conduct a co-citation analysis of two main IS journals (EJIS and MISQ) in the period of 1995 to 2008. Our insights indicate that there are still some dominant ideas on approaches to investigate IS phenomena in organisations. However, there could well be varieties within IS that we need to recognise and take forward to ensure that this field continues moving forward. 7/9/2010 : 15:30 : Room Windsor 1.02 Code:ISKM1 Information services for supporting quality and safety management Petros Kostagiolas*, George Bohoris** *Lecturer - Ionian University, **Professor, Department of Business Administration, University of Piraeus Both the theoretical and practical frameworks for safety, quality and reliability have been, to a great extend, established prior to the current information revolution. Safety has both been and is increasingly important in all aspects of day to day life, including the safe utilization of the information available. The developments in information and communication technologies offer new opportunities for quality and safety management systems implementation. This paper, taking these issues into account, addresses the issue: &#8220;What is likely to be the contribution of information development in the implementation of quality and safety standards, frameworks, good practices, etc.?&#8221; The analysis includes widely accepted approaches such as the ISO 9000, ISO 14000 and EFQM¢s European Business Excellence Model (EBEM).

7/9/2010 : 16:00 : Room Windsor 1.02 Code:ISKM2 Exploring Validity, Risk and Effectiveness of IT General Controls and Processes Edward Bernroider Royal Holloway, University of London One of the most complex and problematic issues in Information Systems and Accounting is the design of effective control systems to prevent failures of business processes and fraud in enterprises. Recent examples of failures include banks where direct debit payments default or fail, incorrect cheque and reference numbers are processed, or Personal Identification Numbers (PINs) are deactivated. These problems do not only affect individuals and single enterprises. In today’s globalised and interconnected world, poorly managed control systems especially in key sectors such as financial services can potentially disrupt worldwide economies as the current financial crises demonstrates. Despite renewed attention to control systems due to new regulatory requirements (e.g. SOX, Basel2), reported failures suggest that essential problems remain. This paper explores areas of IT control following a risk-based internal control imperative, and identifies key accounting and IS elements needed to identify systems and scope of control. For internal audit prioritization and resource allocation the given case shows an application of the Analytical Hierarchy Process to develop risk based importance weightings for areas of IT control. This is followed by insights into deficiency levels per control area. Results contribute to understanding which IT processes and activities may need more attention to tackle ongoing control requirements not only for legal compliance in large and publicly held enterprises. This paper presents field-based evidence that IT change management and user account control are most problematic, and that IT self-service, which is seen as essential for IT innovation in contemporary IS literature, circumvents the IT control system due to sticky development processes. 8/9/2010 : 09:00 : Room Windsor 1.02 Code:ISKM7 Developing effective information systems through viable systems modelling Gary Preece Aston Business School The viable system model (VSM) is an established modelling technique that provides detailed design and diagnostic capabilities for organisational activity. This presentation will provide an introduction to the VSM and show how the author has applied it to examine the role that information and communication channels play in organisations. In doing so, findings from the author’s research will be presented in the form of a framework that information systems researchers and practitioners can use to analyse the creation, flow and utilisation of information in organisations. This framework provides a deep understanding and explanation of organisational information that can be used to design more effective information systems. 8/9/2010 : 09:30 : Room Windsor 1.02 Code:ISKM3 Exploring the influences of absorptive capacity: a pilot study of learning in an educational organization in the Caribbean Merle Auguste, Ashok Jashapara, Edward Bernroider Royal Holloway, University of London This pilot study involves an investigation into how organizations learn. It explores this learning through the theoretical construct of Absorptive Capacity (AC) that has been considered a learning capability. This construct looks at learning through three concepts: exploratory, transformative and exploitative learning. So far, there has been not been much research to determine the nature of AC in social sector organizations. This qualitative study seeks to discover whether the relationships between the constructs exist in social organizations and how they work. The processes that comprise AC, and how they contribute to organizational learning, form another focus of the study. Data was

collected from the organization using semi-structured questions via telephone interviews. This presentation will outline the research questions that guided the investigation. The research plan, implementation and lessons learned are also detailed. This pilot study has demonstrated the presence of AC in a social organizational environment in the Caribbean. The operational indicators were exploratory, transformative and exploitative learning.

Investing in an Uncertain Future

Organiser: Colin Eden, Peter McKiernan and Nicola Morrill

Peter McKiernan

7/9/2010 : 11:30 : Room Windsor 1.03 Code:IUF2 Institute of Advanced Studies Programme Overview: Investing in an Uncertain Future Colin Eden*, Peter McKiernan** *Strathclyde Business School, **St Andrews Presenting a major research project on the methodologies that might be appropriate for deciding about investments in an uncertain future. 7/9/2010 : 12:00 : Room Windsor 1.03 Code:IUF1 A model for evaluating the occurrence and disappearance of real options Michi Nishihara Graduate School of Economics, Osaka University This paper investigates the decision-making of a firm that has an option to invest in a single project among multiple alternatives. This type of option is called a max-option, and the nature of a max-option has been investigated in several papers such as Geltner, Riddiough, and Stojanovic (1996) and Broadie and Detemple (1997). We extend the previous analysis to a model that allows the random occurrence and disappearance of alternative projects to invest in. The occurrence and disappearance of opportunities to invest in will be caused by changes in regulation, the exit and entry of rival firms, technological innovation, changes in managerial policy, catastrophes, etc. For example, the model applies to land development with an alternative land use choice under uncertainty about changes in zoning and development regulations. We show the properties of the exercise region and the value function for the max-option. By this, we reveal how the possibility of the occurrence and disappearance influences the optimal exercise policy and the option value. 7/9/2010 : 13:30 : Room Windsor 1.03 Code:IUF3 Investing in an Uncertain Future: Scenario Use at Dstl Nicola Morrill NMORRILL@mail.dstl.gov.uk Scenarios are an integral part of considering an uncertain future. DSTL has considerable experience of their use when considering investing in an uncertain future. This presentation explores the use made within DSTL. 7/9/2010 : 14:00 : Room Windsor 1.03 Code:IUF4 Investing in an Uncertain Future: Problem Structuring Developments Colin Eden Strathclyde Business School In the Investing in an Uncertain Future project traditional problem structuring using causal mapping was developed to encompass particular issues in addressing uncertainties across alternative futures.

This presentation describes these developments and their contribution to multimethod approaches to exploring investing in an uncertain future. 7/9/2010 : 14:30 : Room Windsor 1.03 Code:IUF6 Assessing risk in an unstable world: countries at risk of instability Simon Thacker Cabinet Office Prevention is much more humane and far less costly than crisis response. One of the challenges of putting this statement into action has been creating the analytical capability to provide early warning of a crisis to enable policy makers to take action. This presentation aims to demonstrate the methodology that the British government uses to assess instability and what challenges early warning faces in getting the attention of the policy community. 7/9/2010 : 15:30 : Room Windsor 1.03 Code:IUF5 Use of strategic foresight techniques in Government Harry Woodroof Government Office for Science, Foresight Horizon Scanning Centre The need for Government, and other organisations, to conduct strategic foresight in order to better understand the inherent uncertainties of the future, and better manage the risks and opportunities that they present, will be explained. A range of futures tools and techniques will be described, and their use in the analysis, formulation and testing stages of the strategy and policy process explained drawing on examples from the work of the Foresight projects and its Horizon Scanning Centre in the UK's Government Office for Science

Logistics and Supply Chains

Organiser: Patrick Beullens and David Lowe

Patrick Beullens

8/9/2010 : 10:00 : Room Windsor 1.02 Code:LOG5 Role of demand information in collaborative planning and forecasting: A case of a soft drink company in the UK Usha Ramanathan, Luc Muyldermans Lecturer In recent years, promotions have become a common practice in many retail outlets. Such promotions are planned collaboratively by manufacturers and retailers, who jointly agree on the products on promotion, the types of promotions, the price discounts and the timing of promotions. But, the sales can also be influenced by other factors such as temperature, holidays and festivals, which are sometimes overlooked. In this research, we identify a set of demand factors influencing the sales of a leading soft drink company in the UK. We relate the identified demand factors with the company’s actual sales to gain more insight into the underlying demand structure. We use Structural Equation Modelling for this purpose. The results confirm the role of the promotional factors in the sales uplift for all products. However, the other demand factors are found influential only for some products. Our results suggest different demand structures for different product families, and our findings confirm the importance of collecting and exchanging the proper supply chain information. Our approach may also assist managers to better plan, forecast and promote different products in collaboration with other supply chain partners. 9/9/2010 : 09:30 : Room Windsor 1.02 Code:LOG1 From Manchester to le monde: the life and times of the savings method for vehicle routeing problems Graham Rand Forty five years ago, an academic and practitioner from the north of England published a method of tackling the vehicle routeing problem (VRP) in an American journal. Little could they have realised how the method they devised would still be a significant part of the research agenda nearly half a century later. Adaptations of their method are significant components in the analysis of the many different extensions to the problem that have been investigated. This paper emphasizes the historical background to the development of the savings method and subsequent proposed variations to the basic savings formula and other improvements. It indicates the role the savings method has played in the investigation of VRPs with additional constraints. Some interesting examples of practical applications of the savings method are reported. Finally, comments are made on the use of the savings method in commercial routing packages.

9/9/2010 : 10:00 : Room Windsor 1.02 Code:LOG2 A comparative study of ant colony system improvements for a bilevel production-distribution problem Herminia I. Calvete, Carmen Gale, Maria-Jose Oliveros Universidad de Zaragoza This research addresses a hierarchical production-distribution problem in which two non-cooperative decision makers control the production and the distribution processes, respectively. The distribution company, which is the leader, controls the allocation of retailers to each depot and the routes which serve them. In order to supply items to retailers, the distribution company orders from the manufacturing company the items which have to be available at the depots. The manufacturing company reacts to these orders deciding which manufacturing plants will produce them. An ant colony optimization based approach is applied to solve the bilevel program proposed to model the system. In this work the performance of several variants of the algorithm is assessed. These variants are obtained by combining the ant colony optimization approach with local search procedures. A computational experiment is carried out to compare their performance in terms of both computational time involved and leader objective function value. 9/9/2010 : 10:30 : Room Windsor 1.02 Code:LOG3 Spare part planning at a German car component manufacturer: a case study David Bucher, Joern Meissner Lancaster University Spare part planning constitutes a challenge for inventory management due to intermittent demand patterns which are difficult to forecast. Most safety stock techniques require the approximation of the whole demand distribution using statistical distributions. This study compares the performance of several statistical distributions for a data set from a German car component manufacturer. The results show that the choice of statistical distribution leads to considerable differences of the overall inventory performance. 9/9/2010 : 11:30 : Room Windsor 1.02 Code:LOG4 Simple policies for managing inventory in a product recovery model Sarah Marshall University of Edinburgh Business School Product recovery models can be used to model production systems in which products are returned to their producer, recovered, and then used along with newly produced goods to satisfy consumer demand. From an operational point of view, additional complications are caused by the inclusion of returns into a production system. For instance, the uncertainties regarding the quality, quantity and timing of returns can affect the performance of a system. Markov decision processes are used to study this problem. In this model returns can be either high quality or low quality: high quality returns can be recovered to be as good as new; low quality returns can be disassembled and used as components in the production process. Each period the firm must choose how much to produce or recover, and how many components to buy. Production and recovery cannot both occur in the same period, due to a shared resource. The structure of the optimal policy is complex due to the nature of the problem and so is impractical from an implementation point of view. A simple characterisation based on the optimal policy is proposed and its performance compared to that of the optimal policy under a variety of cost scenarios. Some managerial implications associated with this problem are discussed.

9/9/2010 : 12:00 : Room Windsor 1.02 Code:LOG6 Cost effective inventory management through improved ABC optimisation Patrick Beullens, Ruud Teunter*, Felix Dux** *University of Groningen, **Polaris Consulting Ltd, UK The Ministry of Defence in the UK (MOD) has to maintain large inventories of consumable items. Inventories are controlled periodically using order level, order quantity inventory policies. Many items have intermittent, lumpy demand patterns. We describe the contribution of operations management/research to this project. A new mathematical model for spare parts in combination with a special type of ABC classification is shown to result in holding cost savings in the order of 50% on an annual basis, while offering high overall service levels above 90%.

Making an Impact - Maximising the Benefits of OR

Organisers: Mark Roper, John Ranyard and Ruth Kaufman

8/9/2010 : 09:00 : Room Windsor Auditorium Welcome and introduction to the day Mark Roper, John Ranyard and Ruth Kaufman Mark, John and Ruth will set the scene for this special one-day stream. Whilst aimed primarily at practitioners, it is, of course, open to all conference delegates. 8/9/2010 : 09:15 : Room Windsor Auditorium Code:ORPC12 Making a difference – impacting key decisions Mark Roper British Airways This session will address the issues involved in bringing OR to bear on key decisions in major organisations, with the focus on specific examples of decisions influenced and tips and techniques for securing the attention of top executives over a sustained period. There will be four speakers, followed by a panel session with Q&A:

Lester Berry, Senior Manager Predictive Modelling, Lloyds Bank

Matt Fryer, VP Global Analytics, Hotels.com, Expedia

Mark Roper, Head of Performance & Continuous Improvement, British Airways

Rebecca Endean, Director of Analytical Services, Ministry of Justice 8/9/2010 : 11:15 : Room Windsor Auditorium (+ break-out rooms) Code:ORPC9 Science of Better - the practical challenges Ruth Kaufman Strategic Analysis Consultant A participative session tackling issues of importance to delegates via facilitated workshops with between 6 and 15 participants each. Each workshop will be asked to produce actionable insights available to all delegates after the event. The workshop list will be finalized at 09:00, on the basis of delegates’ expressions of interest up to that point. Potential topics include:

Influencing difficult customers Cleaning dirty data Excel macro tricks Balancing investment in personal professional development with delivering the day job Selling OR

Choosing the right technique Quality control vs free thinking Model validation Analytical support to help with cost-cutting - sharing practical experience

If you plan to attend this session, please indicate your workshop preference by completing and returning the form which is included in your delegate pack as soon as possible. This session will end by 1245 and the stream will then break for lunch and the President’s Medal presentations (Conference plenary), resuming at 1500. 8/9/2010 : 15:00 : Room Windsor Auditorium Code:ORPC10 Speed networking Mark Roper British Airways A chance to build your contacts though (semi)-structured networking, short interactions, quick contact, swapping business cards, etc. Coffee/tea will be available from 1515. 8/9/2010 : 16:00 : Room Windsor Auditorium Code:ORPC11 University Showcase John Ranyard consultant An overview of academic developments relevant to the practitioner community. There will be four speakers from the academic community, each describing an major current research initiative, followed by a panel session with Q&A:

The LANCS Initiative: Scheduling Research and Applications in Transport, Edmund Burke, Professor of Computer Science, Nottingham University.

Performance measurement and performance management: some recent developments. Peter Smith, Professor of Health Policy, Imperial College

Supporting Corporate Strategy: Current Methods and Research. Frances O’Brien, Associate Professor, Warwick University Business School

Facilitated Modelling for Problem Structuring and Option Evaluation. Dr Alberto Franco, Warwick University Business School and Dr Gilberto Montibeller, London School of Economics

8/9/2010 : 17:30 : Room Windsor Auditorium and Foyer Closing remarks and informal drinks Mark Roper British Airways Closing remarks from Mark Roper, followed by informal drinks (sponsored by Prospect Recruitment). A chance for further networking until 1830.

Making an Impact - Maximising the benefits of OR

Making an Impact – OR and Consultancy Case Studies

Organisers: John Ranyard and Ruth Kaufman

7/9/2010 : 13:30 : Room Windsor Auditorium Code:CAS2 Ifors Survey Of OR Practice: Some Preliminary UK Results John Ranyard Lancaster University IFORS have commissioned a survey of OR practice in member countries, so as to gain a better understanding of the usage of quantitative tools, techniques and approaches and their impact on decision-making in organisations, as well as the background of the OR analysts involved. It is expected that the results will enable IFORS to improve their support to and promotion of OR in member countries. Thanks to support from HORF, the UK response has been particularly good and some early results will be presented, covering the location of OR services, techniques, methodologies and software used, barriers to the use of OR and personal education and training received. 7/9/2010 : 14:00 : Room Windsor Auditorium Code:CAS1 Maintenance Equipment Configuration for Nuclear Decommissioning Sara Matta Sellafield Ltd The Sellafield OR Group acts as an internal consultancy for Sellafield Ltd. The team design, build and use OR tools and techniques for new and existing facilities at Sellafield. This practical study is for a future maintenance facility currently in the design phase. The successful execution of this project is critical to retrievals from legacy Intermediate Level Waste stores. The purpose of this maintenance plant is to store, load, unload, decontaminate and maintain key items of equipment that support waste retrieval processes. The specific question posed for this study was, “how many Flask Loading and Maintenance Machines will the plant require?” The Flask Loading and Maintenance Machine is the largest piece of plant or equipment in the maintenance facility. The approach taken was to design and build 3 high level Discrete Event Simulation Models Model Contents Model 1: 1 x Flask Loading and Maintenance Machine performs all tasks Model 2: 1 x Machine performs Flask Loading and 1 x Machine performs Flask maintenance Model 3: 2 x Flask Loading and Maintenance Machine perform all tasks This work has revealed results that came as a surprise to the project. The intelligent management of equipment Flasks and using 1 x Flask Loading and Maintenance Machine was more beneficial (improved work flow) than having an extra (expensive) Flask Loading and Maintenance Machine. To put this into context a Flask Loading and Maintenance Machine costs in the region of £16 million the cost of the OR work was approximately £40K.

7/9/2010 : 14:30 : Room Windsor Auditorium Code:CAS3 Managing the risks of using contractors on military operations Felix Dux Polaris Consulting Limited The military forces of the UK and other countries rely increasingly on civilian contractors to support logistic operations. The associated risks and costs represent a significant new management challenge when planning and running operations. The challenge is essentially one of managing and interpreting information about who the contractors are, the tasks they are supporting, the risks to their continued support and the downstream consequences if they were to withdraw. We developed an approach to this problem for the UK MOD, which has already been shown to be robust and effective in practice. The approach uses a software tool which was expressly designed to meet the needs of operational staff with limited time and resources, and has a strong graphical element. Although the solution presented here was for a military application, the basic principles are applicable to any enterprise characterised by a complex supply or development chain.

Metaheuristics

Organiser: Ender Ozcan and Andrew Parkes

Ender Ozcan Andrew Parkes

7/9/2010 : 11:30 : Room Arts Lecture Theatre 3 Code:MET3 Metaheuristics for Simulation Optimisation Juergen Branke Warwick Business School The systems created by engineers, computer scientists and others become larger and larger, consisting of more and more highly interconnected and heterogeneous components. In short, they become more and more complex. As a result, the quality of such systems can no longer be determined analytically, but stochastic simulation models are required to assess the quality of a system. This poses new challenges to design and optimisation. First of all, it restricts the choice of tools to black box optimisers, as additional information such as gradients is not available from a simulation model. Second, running a simulation model is usually computationally expensive, and severely limits the number of solutions that can be evaluated during optimisation. Finally, when a solution is evaluated, a stochastic simulation only returns a stochastic value, while traditional optimisation usually assumes a deterministic evaluation. Metaheuristics are perhaps the most promising approach to the design and optimisation of complex systems. This talk discusses various ways to adapt metaheuristics to address the particular challenges of simulation-based optimisation. 7/9/2010 : 13:30 : Room Arts Lecture Theatre 3 Code:MET1 An Investigation into Trapezoid Packing Rhyd Lewis*, Xiang Song*, Kath Dowsland**, Jonathan Thompson* *Cardiff University, **Gower Optimal Algorithms In this study we investigate a stock-cutting problem with practical implications in the roofing industry in which large numbers of trusses of different sizes are to be cut from boards of a fixed length such the number of boards used is minimised. This problem is actually similar to the one dimensional bin packing problem, though it is also complicated by the fact that the trusses are trapezoidal in shape and that their ends may involve different angles to be cut in either the "/" or "\" direction. This means that in addition to having to decide which trusses are to be cut from which board, the quality of a solution is also affected by the ordering and orientations of the trusses on each board. In this talk we show that the problem of arranging trusses onto a single board such that inter-truss wastage is minimised is a trivial task in only a small number of special cases, while in the general case it is NP-hard, adding to the existing complexity of the underlying bin packing problem. We also review a number of simple methods for generating upper and lower bounds, based on reducing an instance to an associated bin packing problem. Finally, we outline a heuristic-based approximation algorithm which we have tested on a large suite of problems, featuring instances with up to 500 trusses. In the majority of cases, this

method has shown to produce high quality solutions according to these bounds in less than one minute of CPU time. 7/9/2010 : 14:00 : Room Arts Lecture Theatre 3 Code:MET4 Variable Neighborhood Search for the Workload Balancing Problem in Service Enterprises Thanh-Ha Nguyen Lancaster University Management School In this paper, we consider a service firm that faces seasonal demand and whose capacity also varies cyclically with time. A uniform lead time, which is the time span the customer has to wait before receiving the completed service, is quoted to all customers. We present a mathematical model for the quadratic optimization problem of scheduling jobs to meet the promised due dates with objective of workload balancing across time. Since in practice, solving such a problem to optimality can be very difficult, we propose two new local search algorithms which are embedded within a Variable Neighborhood Search Framework. Extensive computational tests show that the new heuristics are able to provide high quality solutions efficiently. 7/9/2010 : 14:30 : Room Arts Lecture Theatre 3 Code:MET5 An Investigation of Vector Job Scheduling with Ant Colony Optimization Nareyus Immanual Lawrance Amaldass, Cormac A Lucas Brunel University We examine the problem of sequencing a set of jobs having multiple components to be processed. Each job has to be worked on independently on a specific machine. We consider these jobs to form a vector of tasks. Once all these components are complete, there is another single machine which completes the job by assembling all the components together. Our objective is to schedule jobs on the particular machines in order to minimize the completion time of each job so that the assembling is completed as soon as possible. The problem considered is NP complete. We implement a biological meta heuristic algorithm, Ant Colony Optimization (ACO) for scheduling such vector jobs in order to minimize their total completion time. We also formulate the above problem as an integer programming model and compare the solutions obtained with our ACO results. Our experiments show that on average ant colony optimization provides improved solutions to the integer programming approach achieved well within the computational time taken by the integer programming solver. 8/9/2010 : 09:00 : Room Arts S21 Code:MET2 A fair comparison between two geometrical tools: phi function and Nofit polygon Xiang Song School of Mathematics, Cardiff University Phi function and Nofit polygon (NFP) are two important tools for determining whether two irregular shapes overlap one another. In the past both of these tools have been used to solve irregular packing problems; however, there has been no direct comparison between their computational efficiency. Also, the idea of using a phi function for solving irregular packing problems is still in its infancy. In this research we have designed a local search technique for solving some benchmark irregular packing problems using both phi function and NFP and have compared the two. This talk will analyse the experimental results and will discuss some technical issues regarding how phi function could be used for solving more complicated irregular packing problems, including shapes with arcs, regions with holes, continuous rotations of objects, and 3D packing.

Multi-Criteria Decision Aid

Organisers: Alessio Ishizaka and Philippe Nemery

Alessio Ishizaka Philippe Nemery

7/9/2010 : 11:30 : Room Arts Lecture Theatre 1 Code:MCDA20 KEYNOTE - Sustainable decisions with multi-criteria decision aid Bertrand Mareschal Universite Libre de Bruxelles The different approaches of multi-criteria are compared and the notion of sustainable decisions is introduced in contrast with optimization. The PROMETHEE and FLOWSORT methods are used as examples. 7/9/2010 : 13:30 : Room Arts Lecture Theatre 1 Code:MCDA16 Scheduling of a production line using the AHP method: Optimization of the multicriteria weighting by genetic algorithm Karen Ohayon*, Afef Denguir*, Fouzia Ounnar**, Patrick Pujo* *Laboratoire des Sciences de l'Information et des Systèmes (LSIS), **Laboratoire des Sciences de l'Information et des Systèmes (LSIS) New workshop scheduling techniques are required to satisfy industrial production conditions which become more and more tight. The multicriteria decision aid method AHP (Analytic Hierarchy Process) will be applied in the scheduling of a cardio vascular prosthesis production line. We propose to implement AHP by two main phases. To rank alternatives (solutions), an expert needs to identify the relative importance parameterization of criteria and their associated indicators during the configuration phase. This configuration phase led to a pair wise comparison between the different criteria and indicators to highlight their importance in the decision making process. This 'static' phase of the algorithm must be validated by a mathematical verification of consistency. The exploitation 'dynamic' phase consists to classify alternatives compared to the overall objective. Thus, AHP uses a set of parameters that is estimated by an expert with some margin error. The resulting scheduling will therefore not necessarily be optimal. Using a metaheuristic such as a genetic algorithm can reduce the subjectivity of AHP’s result by parameterization improvement process. This process is realized by exploring other solution. The objective is to improve the outcome of the decision support and the scheduling. In this context, first, we will present a metaheuristics literature review followed by a describing of the chosen metaheuristic to optimize AHP. Second, we will present a case study to propose a scheduling for a production line using AHP method. Finally, we will apply the chosen metaheuristic to optimize the configuration phase of AHP and compare between both results.

7/9/2010 : 14:00 : Room Arts Lecture Theatre 1 Code:MCDA4 Modeling of complementary interactions – conception of an innovative approach in multi-attribute utility theory Johannes Siebert Department of Economics; University of Bayreuth, Germany Traditional decision theories such as the multi-attribute utility theory (MAUT) require the independence of preferences. In practice, however, preferences of different attributes are often correlated, e. g. by synergy effects. Therefore it is desirable to develop a decision theory that allows for such interdependencies. This paper introduces a new model called aggregate utility coefficient model (AUCM) that extends the traditional MAUT such that dependent preferences can be accounted for. In such case, decision makers articulate their preferences relatively to an average of an alternative by means of interaction coefficients. The dimensional-specific preferences are multiplied to yield utility level on which the final decision is based. The terms obtained by a second or higher order Taylor expansion of the product at the average preference level are economically interpreted. Terms depending on one attribute are only virtually identical with the utility function of one attribute in the traditional MAUT. Terms depending on more than one attribute are used for modeling interdependencies. A straightforward algorithm allows computing the utility level according to the expressed preferences and their interdependencies. Despite the more detailed information and the ability of interpretation, the AUCM shows similar complexity to the user as traditional MAUT. Through an extensive computer based study, comprehensibility and handling of the new model could be proved. Therefore, AUCM appears as a useful extension of MAUT. 7/9/2010 : 14:30 : Room Arts Lecture Theatre 1 Code:MCDA5 Aggregation of Individual Preference Structures with a great number of decision-makers in the Analytic Hierarchy Process Maria Teresa Escobar*, Juan Aguarón**, Alfredo Altuzarra**, José María Moreno-Jiménez**, Alberto Turón** *Universidad de Zaragoza (Spain), **Universidad de Zaragoza The Aggregation of Individual Preference Structures (AIPS) is an aggregation procedure proposed for group decision making in the Analytic Hierarchy Process which incorporates some ideas similar to Borda count methods. It allows us to capture the richness of uncertainty; the vision of each decision maker; the interdependencies between the alternatives and the intensities of preferences. The procedure has been proposed for situations with a small number of alternatives and decision makers. This paper considers the situations where the number of decision-makers in not small. In these situations we suggest to apply the methodology (AIPS) with a reduced number of elements obtained by making clusters, and then selecting a representative from each group or cluster. In order to see how this procedure works in practice, we apply it to the data obtained from an e-voting experiment developed in the City Council of Cadrete (Zaragoza, Spain). 7/9/2010 : 15:30 : Room Arts Lecture Theatre 1 Code:MCDA17 Estimating Preferences from Pairwise Comparison using Multi-Objective Optimization Sajid Siraj*, Ludmil Mikhailov**, John Keane* *The University of Manchester, **Manchester Business School Human errors, biases and uncertainties often pollute decisions while selecting the best alternative from the available options. The preference structure in two widely used decision-making techniques (i.e. AHP and PROMETHEE) is based on pairwise comparison. If the comparisons are ordinally consistent (transitive), most prioritisation methods derive priorities having the same ranking as provided in the

original pairwise judgments, only with different intensities. However, different rankings are produced when the comparisons are ordinarily inconsistent (intransitive). Most of these methods are based on single-objective optimization, minimizing deviation from the original comparisons. No method exists that minimizes deviations from both direct and indirect judgments while estimating the priority vector. This paper proposes a new approach to simultaneously minimize deviations from direct and indirect judgments. It is also analysed how intransitivity affects the estimated priority vectors. The results, calculated from thousands of random pairwise comparison matrices using Monte-Carlo simulation, confirm a relationship between the cyclic judgments and the average minimum number of violations. This leads us to propose minimizing the number of violations along with the other two objectives. A prototype application has been developed to generate all non-dominated solutions using the PESA-II algorithm. The solutions are then offered to the user to interactively select the most desirable one. The new approach has been applied to several examples taken from the decision-making literature, and the generated priority vectors are then compared with existing methods. The new approach is shown to offer multiple solutions giving the user more flexibility than all other tested methods. 7/9/2010 : 15:30 : Room Arts Lecture Theatre 3 Code:MCDA19 Decision support system implementing uncertainty in dynamic performance indicators for suppliers Rayko Toshev*, Teppo Forss, Josu Takala*, Ivan Metanov** *University of Vaasa, **Hanken A knowledge-driven Decision Support System provides specialized problem-solving expertise stored as facts, rules, procedures, or in similar structures. DSS systems are not entirely different from other systems and require a structured approach. We will utilize model of a business as a hierarchy consisting of four modelling layers: 1. Strategy layer— Analytical Hierarchy Process AHP model specifies what the business plans to achieve (‘‘strategy execution model,’’ to distinguish it from strategy formulation). 2. Operations layer—The operations model describes what the business is doing to achieve, (different alternatives energy sources and technologies are evaluated with respect to the AHP strategic objectives) and how it measures its progress toward them (Key performance indicators KPI analysis) Run-time monitoring of the process makes KPI visible to operation managers. 3. Execution layer—It models the monitoring and management aspects of the process through simulation with historic data and Monte Carlo randomization for uncertainty and competitive and knowledge management indices calculation. 4. Implementation layer—implementation model defines the actual information for realization of the execution. It consists of data acquisition tools and benchmarking interface that describes the operations and services offered by the energy companies and the data needed to execute them. Data is gathered through interviews and questionnaires, with additional information about demand forecasts, manufacturing cycle times, costs, inventory, contractual buffers, customer service targets and product prices. 7/9/2010 : 16:00 : Room Arts Lecture Theatre 1 Code:MCDA26 Multiple Criteria Evaluation of AHP-Software Wolfgang Ossadnik, Ralf Kaspar University of Osnabrueck Operations Research (OR) provides a variety of methods for supporting multi criteria problems. By the assistance of OR it was possible for various scientific disciplines, including Management Accounting, to achieve a quantitative base with formalized models and useful solution processes. Due to the increasing complexity of decision environments, suitable multi criteria methods are becoming more and more important for Management Accounting’s decision support function. Among others, the Analytic Hierarchy Process (AHP) has become a well-known and established OR-method for solving complex decision settings. Its design and discussion is accompanied by the ongoing development of suitable

software solutions. Especially for practical issues, software support can reduce barriers of MCDM-application and enhance the acceptance by managers. Based on the increasing relevance of AHP and the major changes in the field of AHP-Software solutions, we made a replication of our former study (EJOR 1998). At that time we evaluated the quality of three software solutions using the AHP to solve decision problems. We applied the results of the evaluation to generate pairwise comparisons, which are integrated into an AHP-based decision model. Now we use the same method evaluating five of the new current leading software products. The relevant criteria of this model are again derived from the international standard norm for software evaluation. In conclusion we present our results and point out the necessity for further research on the development of appropriate software for multi criteria decision problems. 7/9/2010 : 16:00 : Room Arts Lecture Theatre 3 Code:MCDA21 Goal programming: an application to design a land monitoring system in the SMAT Project. Ersilia Liguigli Politecnico di Torino The design of a new technology (that includes Unmanned Aerial Vehicle platforms and communication and control stations), to be used as an integrated land monitoring system, implies a complex process that is developed in the SMAT project. In engineering design several theories and various tools are proposed to aid engineering designers in problem definition (clear and unambiguous functional specification of the product requirements, in order to satisfy the client’s needs) and generation of design alternatives. When the “product” is complex, from both the technical and organizational points of view, the use of tools could orient problem definition, alternative generation and evaluation. A mathematical model can support the structuring of the different points of view in product requirements and avoids, or at least controls, ambiguous functional specifications by a validation activity that aims at verifying the overall consistency of the model. The flexibility of the models and the multiplicity of the available methods make dealing with different decisional situations possible. In particular, goal programming variants will be proposed to orient the conceptual design of alternative functional and physical architectures of the system and to cope complex design problems, when the system becomes a system of systems that should realize an advanced land monitoring service. 8/9/2010 : 09:00 : Room Arts Lecture Theatre 1 Code:MCDA18 Introduction of incomparibilities in AHP Alessio Ishizaka University of Portsmouth This paper presents the Group Analytic Hierarchy Process Ordering (GAHPO) method: a new multi-criteria decision aid (MCDA) method for ordering alternatives in a group decision. The backbone of the method is the Analytic Hierarchy Process (AHP) which is separated into two hierarchies for a cost and a benefit analysis. From these two analyses, a partial ordinal ranking can be deduced, where three relations between alternatives exist: the preference, indifference, and incomparability. A complete cardinal ranking can also be deduced by dividing the score of the benefit analysis by the score of the cost analysis. Another particularity of GAHPO is the incorporation of ‘fairness’ when assigning weights to the decision makers. GAHPO has been developed to solve a real case: a selection of new production facilities with multiple stakeholders. By applying this method, we found four main advantages: significant reduction of time and effort in the decision process; easiness for the decision makers to arrive at a consensus; enhancement of the decision quality and documentation with justification of the decision made. In using the proposed method both efficiency and equity are achieved in the decision making process.

8/9/2010 : 09:00 : Room Arts Lecture Theatre 3 Code:MCDA11 Application of a Multi-Criteria Decision Model for the Selection of the Best Sales Force Automatization Technology Alternative for a Colombian Enterprise Ileana Cortina, Nancy Granados, Mario Castillo Universidad de los Andes A Colombian enterprise needs to select a technology for sales force automatization in order to optimize the work of the commercial area which involves orders, portfolio recovery, information for customers regarding features and availability of products, and customer orders that have not been delivered yet, among others. This paper presents a multi-criteria decision model, using qualitative and quantitative variables for the selection of the best sales force automatization technology alternative for this company. 8/9/2010 : 09:30 : Room Arts Lecture Theatre 1 Code:MCDA22 AHP/ANP input data driven parallel application of MADA methods Grzegorz Ginda, Miroslaw Dytczak Opole University of Technology There are numerous different multi-attribute decision analysis (MADA) methods available which makes finding the most suitable single method for a decision making problem a hard task. This problem can avoided using special approaches e.g. parallel application of several methods. An approach which employs parallel application of four MADA methods (AHP/ANP, extended DEMATEL, zero unitarization method and Wroc³aw numerical taxonomy) is discussed in the paper. The methods differ in capability of including influence of intangible factors and feedback between attributes, kinds of delivered results, application of different evaluation concepts, required input data forms, ability to weight importance of considered criteria. Critical issue of parallel application of different methods deals with requirements for input data. A common input data set for all applied methods is identified to reduce the data amount requirements. AHP/ANP judgement matrices are applied with this regard. Their advantages include: similarity to direct influence matrices in DEMATEL, ability to ensure data consistency, capability of including influence of intangible aspects in an objective manner and derivation of weights with regard to applied criteria. It also proved that application of AHP/ANP judgement matrices for decision problems which do not include feedback between attributes shows potential of 60% reduction in amount of required input data. The approach is easy to implement using a common spreadsheet application which also facilitates interactive decision analysis and presentation of results. Delivered results are justified thanks to application of different forms of outcomes and immediate availability of outcomes obtained using different methods. 8/9/2010 : 09:30 : Room Arts Lecture Theatre 3 Code:MCDA10 Analysis of Alternatives of Electricity Supply for a Colombian Petroleum Refinery. A Decision Analysis Application Mario Castillo*, Sergio Cabrales*, Luis Novoa*, Ezequiel Acosta**, Jorge Velasco** *Universidad de los Andes, **ECOPETROL S.A The Colombian Petroleum Company ECOPETROL faces an energy supply shortage in the incoming years for a particular Refinery. The company must select the best alternative for energy generation between Gas, Coke and combinations, considering risks and benefits. In this work we designed a decision analysis methodology for the evaluation of the alternatives, which considers quantitative and qualitative decision criteria, and applies a simulation - risk analysis model, and a multi-criteria model (AHP).

8/9/2010 : 10:00 : Room Arts Lecture Theatre 1 Code:MCDA12 The use of MCDA in strategy and change management William Mayon-White*, Ayleen Wisudha** *Institute of Social Psychology, London School of Economics, **Business Psychology Centre, University of Westminster This paper presents an account of a simplified MCDA tool embedded in a systems-based change management strategy. Examples of its use with client groups in solving organisational problems are presented to illustrate the robustness of this approach. Supplementary information from the implementation of the methodology with small teams of postgraduate students is also presented to demonstrate the versatility of this process. MCDA processes ensure that a range of perspectives are introduced at an early stage in the diagnostic phase of problem structuring. The structured methodology of MCDA generates an audit trail that can be re-visited at any time to answer questions from senior stakeholders about MCDA elements, i.e. options, criteria and weighting. In this way, MCDA provides a platform for effective communication and a navigation route for teams/group to focus upon. It also aids in the construction of a common framework of understanding for the stakeholders to engage with when coming to terms with conflicting demands and objectives. All the above will be illustrated using material from case studies generated by the authors. The authors are now applying the process to health choices and to decision making in health care delivery. 8/9/2010 : 10:00 : Room Arts Lecture Theatre 3 Code:MCDA9 Using ELECTRE and MACBETH MCDA methods in an industrial performance improvement context Vincent Clivillé, Lamia Berrah, Gilles Mauris LISTIC Polytech Annecy Chambery In a multicriteria performance context, industrial decision-makers require information to know, on the one hand, the satisfaction degree of the fixed objectives, and on the other hand, the impact of the launched action plans. This study proposes some reflexions concerning the relevance of MDCA methods for expressing the performance and linking the obtained results with the actions for improvement. More precisely, we evaluate the ELECTRE and the MACBETH methodologies in the way they deal with experts’ knowledge which is essential to determine objectives’ satisfaction. Practical considerations are highlighted by the application of these methods on an industrial case, which concerns a French manufacturer of kitchen and bathroom furniture. 8/9/2010 : 11:00 : Room Arts Lecture Theatre 1 Code:MCDA15 Multicriteria analysis of policy options scenarios to reduce the aviation climate impact - an application of the PROMETHEE based D-SIGHT software Cathy Macharis*, Yves De Smet**, Quantin Hayez***, Annalia Bernardini**** *Professor Faculty of Economic, Social and Political Sciences and Solvay Business School Department MOSI - Transport and Logistics, **Professor, CoDE-SMG, Engineering Faculty, Université Libre de Bruxelles, ***Researcher, CoDE-SMG, Engineering Faculty, Université Libre de Bruxelles, ****Research Associate Vrije Universiteit Brussel, Faculty of Economic, Social and Political Sciences and Solvay Business School, Department MOSI - Transport and Logistics The multi-actor multi-criteria analysis (MAMCA) is a multi-criteria analysis in which the different stakeholders are explicitely taken into account (Macharis, 2004). Their aims and objectives serve as criteria in the decision model. The whole methodology consists of 7 steps. In the 5th step the traditional multi-criteria analysis is being executed. For this, a group decision support system model (GDSS) and its associated software should be used. In this contribution we show how the PROMETHEE-

GDSS method can be used for this purpose. The newly developed PROMETHEE based software, D-Sight, will illustrate the possibilities of involving stakeholders in the analysis. More precisely, we will show how it helps to structure the decision problems and to identify synergies and conflicts between the stakeholders. Special attention will be paid to the visual and sensitivity analysis tools. 8/9/2010 : 11:00 : Room Arts Lecture Theatre 3 Code:MCDA3 Wastewater treatment system selection using the analytical hierarchy process Astrid Perez*, Astrid Oddershede**, Maria Pia Mena*** *Civil Engineer Department, Universidad de Chile, Chile, **Industrial Eng. Department, Universidad de Santiago de Chile, Chile, ***Civil Eng. Department, Universidad de Chile, Chile This paper presents a framework to assist the decision making process for selecting a domestic wastewater treatment system, achieving particular objectives. A case study is explored involving a small city in Chile which was devastated by a volcano eruption. The government decided to relocate the town in Santa Barbara, a small bay 10 km north from the former place. In this study, the development of a framework for evaluating alternative technologies and design criteria, such as environmental aspects, energy requirements, accessibility conditions, etc, has been accomplished. Obtaining a weighting and criteria ranking is critical in the analysis. This has been addressed by including judgment from a group of experts, and has been performed according to principles of the Analytical Hierarchy Process. From the results it can be concluded that due to the isolated characteristics of Santa Barbara, a simple wastewater treatment system is required. One that is easy to operate, with low maintenance and operation costs, and low sludge generation. The marine outfalls are an attractive alternative solution, as they provide an efficient, safe and relatively inexpensive disposal of wastewater. In addition, the Analytical Hierarchical Process reflected a useful tool for structuring and managing the decision problem, identifying the issues that affect directly in the selection of alternatives. The present study provides a basis for those who must set priorities and make decisions in the selection of alternatives for wastewater treatment of any locality. 8/9/2010 : 11:30 : Room Arts Lecture Theatre 1 Code:MCDA13 A Taxonomy of Ratio Scales William Wedley, Choo Eng Simon Fraser University Stevens classified scale types as nominal, ordinal, interval and ratio, but did not make finer distinctions within those scale types. Ratio scales, in particular, can be expressed in many different ways. A similarity transform (multiplication by a positive constant) changes the values but not the ratios. This paper looks at different expressions of ratio scales and comments on their use in Multiple Criteria Decision Making. It investigates ratio scale use in the Analytic Hierarchy/Network processes and suggests mechanisms to achieve commensurate aggregation. 8/9/2010 : 11:30 : Room Arts Lecture Theatre 3 Code:MCDA23 One modification of TOPSIS method for alternative election of project realisation Zivojin Prascevic*, Natasa Prascevic** *Professor of Civil Engineering, **Assistant professor of Operational research and Informatics One modification of TOPSIS method for an alternative selection of some project realisation is proposed in this paper. Let exists n alternatives Ai (i=1,2,...,n) of the project realization and m decision criteria/attributes Cj (j=1,2,...,m). Elements of the decision matrix D, which corresponds to these alternatives and criteria are denoted as dij and components of the crieria weight vector W as wj. After normalisation of the elements of the matrix D new values aij are obtained. In this modification of

TOPSIS method these elements are considered as probabilistic and fuzzy values with the triangular probability density functions and triangular membership functions. Using Zadeh's theory of of probability of fuzzy events, the expected values and variances of products of these elements are determined and then corresponding ideal positive and negative solutions and distances of each alternative from these solution. Expected relative closeness, variances and coefficients of variation are calculated after that for every alternative. The alternatives are ranked according to their expected relative closeness and coefficients of variation. The alternative with minimal expected closeness and maximal coefficient of variation is chosen as the most acceptable. Authors have developed corresponding computer program according proposed theoretical procedure. This procedure has been used successfully for realisation two projects in Serbia. One application concerns to choice of the more acceptable alternative for crossing the gas pipeline under river Danube, and another for the choice of the mineral water pipeline route. 8/9/2010 : 12:00 : Room Arts Lecture Theatre 1 Code:MCDA25 Location Selection for the Construction of a Casino in the Region of Greater London Karim Lidouh*, Alessio Ishizaka**, Philippe Nemery** *Université Libre de Bruxelles, **University of Portsmouth Site selection is a strategic problem that is often encountered in management or marketing studies. Decisions have long term consequences and should be backed by rigorous analysis and techniques. In practice nevertheless, because of the tedious and expensive process of gathering and analyzing all the required data, most decisions rely on intuition based on past experience. In this work, we present a market study with the aim of choosing a suitable borough in the region of Greater London for the construction of a large casino. Currently 17 of the 26 large casinos in London are located in the borough of Westminster which is known to generate the highest revenue in tourist spending. However, in 2006 when proposals were submitted to the Casino Advisory Panel (CAP) by several boroughs for getting a casino license, the borough of Newham was recommended as a suitable area instead of Westminster. We will be studying this decision while taking two viewpoints into consideration: the one of a political actor interested in the well-being of the borough and the one of a casino operator interested in the success the establishment to be constructed. The choice of criteria for the segmentation-targeting step is detailed as well as the weights elicitation. The alternatives are evaluated using the weighted sum and the PROMETHEE method. Finally the results are compared to the proposals submitted to the CAP to validate our approach. 8/9/2010 : 12:00 : Room Arts Lecture Theatre 3 Code:MCDA24 Multicriteria Decision-Aid Analysis and Public Management. Which method for an ongoing evaluation ? Maud Huaulme University of Rennes 1, CREM-CNRS Two different ways are known to periodically present many indicators to the authorities responsible for the implementation: syntheses or aggregations. The main purpose of this paper is not to discuss about the best way to present many indicators to decision-makers (this point have been already developed in Baslé, Huaulmé, 2009). This paper will focus on aggregations. Different methods can be applied for the public interventions monitoring and not only those developed by the OCDE (Constructing Composite Indicators, methodology and user guide, Handbook, 2008) but also methods developed in Science Economic Research and in Operational Research. Indeed, assuming that each annual outcome profile can be considered as an option, it is possible to use such decision aid tools in monitoring (Baslé, Huaulmé, 2009). However, the amount of these tools in the scientific literature is uncountable. A part of them has procedures based on microeconomic fundamental notions such as preference notion.

Considering only tools based on microeconomic fundamental notions, it is still difficult to make a choice between them and this paper want to be a decision-aid for every evaluator who would decide to use decision-aid analysis to create a composite indicator for the implementation public policy monitoring. 9/9/2010 : 09:30 : Room Arts Lecture Theatre 1 Code:MCDA8 Ranking Alternatives on the Basis of the Intensity of Dominance and Fuzzy Logic within MAUT Antonio Jiménez, Alfonso Mateos, Pilar Sabio Universidad Politécnica de Madrid (UPM) We introduce dominance measuring methods to derive a ranking of alternatives to deal with incomplete information in multi-criteria decision-making problems on the basis of Multi-Attribute Utility Theory (MAUT). We consider the situation where the alternative performances are represented by uniformly distributed intervals, and there exists imprecision concerning the decision-makers’ preferences, by means of classes of individual utility functions and imprecise weights represented by weight intervals or fuzzy weights, respectively. An additive multi-attribute utility model is used to evaluate the alternatives under consideration, which is considered a valid approach in most practical cases. The approaches we propose are based on the dominance values between pairs of alternatives that can be computed by linear programming, which are then transformed into dominance intensities from which a dominance intensity measure is derived. The methods proposed are compared with other existing dominance measuring methods and other methodologies by Monte Carlo simulation techniques. The performance is analyzed in terms of two measures of efficacy: hit ratio, the proportion of all cases in which the method selects the same best alternative as in the TRUE ranking, and the Rank-order correlation, which represents how similar the overall rank structures of alternatives are in the TRUE ranking and in the ranking derived from the method. The approaches are illustrated with an example consisting on the selection of intervention strategies to restore an aquatic ecosystem contaminated by radionuclides. 9/9/2010 : 10:00 : Room Arts Lecture Theatre 1 Code:MCDA7 A method for providing sufficient strict individual rankings’ consistency level while group decision-making with feedback Vitaliy Tsyganok Institute for Information Recording, Kiev,Ukraine A way of determining sufficient consistency level of strict individual rankings is suggested. It is assumed that absence of cycles in the final preference relationship built according to Condorcet method based on individual ordinal pair comparison matrices can be considered an adequate sufficient consistency indicator. A method is developed for achieving sufficient estimate consistency, targeted at minimizing the number of times the experts in the group are addressed. 9/9/2010 : 10:30 : Room Arts Lecture Theatre 1 Code:MCDA6 Personnel-related decision making using ordinal expert estimates Sergey Kadenko Institute for Information Recording, Kiev, Ukraine A method for selecting candidates applying for a vacancy in an organization is suggested. A manager (decision-maker) is supposed to build a hierarchy of criteria, influencing candidates’ (and working employees’) skills level. In case it is problematic for him\her to define the importance (weight) of each of these criteria and cardinally estimate employees’ and applicants’ skills (or build respective pair comparison matrices), (s)he can at least try to build their rankings and calculate criterion weights based on them. A manager (decision-maker) can rank working employees according to their global skills’

level, and according to all criteria which influence it. Based on these rankings single criterion weights can be calculated using the method developed by the author. Candidates can be ranked according to their global skills’ level through aggregation (weighted summing) of their single-criterion ranks, which, in turn, can be obtained through interviews, questionnaires etc. 9/9/2010 : 11:30 : Room Arts Lecture Theatre 1 Code:MCDA2 From Initial Risk Assessments to System Risk Evaluation and Management Elena Beauchamp-Akatova*, Richard Curran** *Delft University of Technology, Faculty of Aerospace Engineering, Air Transport & Operations, The Netherlands, **Delft University of Technology, Faculty of Aerospace Engineering, Chair of Air Transport & Operations, The Netherlands An airline company can be seen as a complex organisation, where different functional groups are affiliated to multiple organisations with different types of operational processes, visions and procedures for risk assessment. When decisions are made on strategies for innovation, triggered either by a desire for competitive advantage from new technology, or by safety incidents, it seems that security, environmental or commercial threats are all considered separately and not included in the evaluation of safety implications. In order the better to foresee any systems safety implications in a changing environment with emerging new technologies, this variety of views from different groups of stakeholders, from Flight Operations to Company Management, needs to be examined not as a sum of isolated risk assessments but as an integrated or system risk evaluation, taking into consideration risk interdependency. For overcoming fragmentation in risk assessments perceived by Risk, Budget, Quality or Schedule Managements, and for resolving potential conflicts between safety, efficiency and well-being we propose to use AHP methodology. Making explicit the ‘differences’ in the perception of new risks and their consequences (both positive and negative), when using AHP, will allow us to visualise the diversity of judgments about safety and other criteria and to define the problem. Furthermore, transformation to an integral level by applying AHP techniques for weighting risk factors within safety parameters when conducting integrated risk evaluation, should result in proposals for new system or process re-design. This will be demonstrated with data from a case study with airline companies. 9/9/2010 : 12:00 : Room Arts Lecture Theatre 1 Code:MCDA1 Multi-Actor, Multi-Criteria Analysis (MAMCA) for transport project appraisal Cathy Macharis Vrije Universiteit Brussel In this contribution the multi-actor multi-criteria analysis (MAMCA) method to evaluate transport projects is presented. This evaluation methodology specifically focuses on the inclusion of the different actors that are involved in the project, the so called stakeholders. As the traditional multi criteria analysis, it allows to include qualitative as well as quantitative criteria with their relative importance, but within the MAMCA they represent the goals and objectives of the multiple stakeholders and by doing so allow including the stakeholders into the decision process. The theoretical foundation of the MAMCA method will be shown together with several applications in the field of transport appraisal. 9/9/2010 : 12:30 : Room Arts Lecture Theatre 1 Code:MCDA14 Defeating enemy rockets with a multi-criteria method David Da Silva*, George Pickburn** *AORS, **FORS In peace support operations there is a threat from enemy fire where the firer can’t see the target directly – known as indirect fire. Often the firings are directed against large static targets like deployed bases. Our response has changed significantly compared with conventional warfare; this paper

describes how the possible changes have been analysed. Current operations are, in part, a ‘battle for hearts and minds’. This requires military and civilian organisations (within the region and internationally) to work together to enable a country to develop post conflict. Enemy forces attempt to destabilize this recovery and gain control of the country through the use of lethal force such as indirect fire. The simplest approach to countering indirect fire is to avoid being targeted by the enemy (such as by moving often). However, in Afghanistan our forces provide enduring support to the local population; hence forces are static for prolonged periods. Any means of self defence we employ must not have a harmful effect on civilians and therefore be detrimental to the ‘battle for hearts and minds’. As enemy indirect fire is often indiscriminate it poses a serious risk to civilians. MoD planners therefore wish to understand the most effective means of countering indirect fire that are conducive to peace support campaign aims. A Multi Criteria Decision Analysis (MCDA) approach has been employed to compare a range of solutions, ranging from conventional approaches through to novel technologies and changes in tactics or operating procedures.

Optimisation

Organiser: Bjarni Kristjansson

7/9/2010 : 11:30 : Room Arts Lecture Theatre 2 Code:OPT1 Local Cuts and Two-Period Convex Hull Closures for Big Bucket Lot-Sizing Problems Kerem Akartunali University of Strathclyde Despite the significant attention that they have drawn, big bucket lot-sizing problems remain notoriously difficult to solve. In previous research we have presented results (computational and theoretical) indicating that what makes these problems difficult are the embedded single-machine, single-level, multi-period submodels. We therefore consider the simplest such submodel, multi-item, two-period capacitated model. We propose a methodology that can approximate the intersection of the convex hulls of all such possible submodels by generating violated valid inequalities. To generate such inequalities, we exactly separate fractional points from a dynamically generated representation of the convex hull of extreme points of each two-period submodel. We present early computational results that illustrate how useful knowing the structure of these two-period models could be in solving more complicated problems. 7/9/2010 : 12:00 : Room Arts Lecture Theatre 2 Code:OPT2 An exact algorithm for the Diophantine Equation Nei Yoshihiro Soma CTA/ITA/IEC Pca Mal Eduardo Gomes, 50 Sao Jose dos Campos, SP, Brazil The decision Diophantine Equation problem is defined as ``is there a solution in integer positive numbers for the equation w1 x1^m1+ . . . + wn xn^mn = W, where all the coefficients, w1, w2, . . . wn and m1, m2, . . . , mn are positive integers´´. It is important to note the problem is clearly NP-Complete since it can be reduced from the Subset Sum Problem. It suggested a pseudo-polynomial exact algorithm for solving the problem. Moreover, for the particular case of m1 = m2 = … = mn = 1 its behavior equals to the Soma and Toth (2002) algorithm. 7/9/2010 : 13:30 : Room Arts Lecture Theatre 2 Code:OPT13 TUTORIAL: Why Python is such a cool language for optimization and scientific computing Bjarni Kristjansson Maximal Software, Ltd. In recent years, Python has been making steady inroads into the world of mathematics and scientific computing. With its numerous mathematical libraries, for example Numpy, Scipy, and MatPlotLib, it offers much of the same functionality as MATLAB. And this is all basically available for free, as Python is distributed as open-source software. For optimization there are also now many libraries available to choose from: CPLEX, GUROBI, LPSOLVE, PYOMO, PULP-OR, MPL, many of which offer seamless integration of optimization and modeling with Python. For those that have not seen or used Python before, we will start the presentation with a short hands-on tutorial, that demonstrates the many features of Python which make it such a cool language for optimization and scientific computing. We will cover how Python can be used as an interactive calculator, a command language, a scripting

language, web language, as well as a full-featured application framework. We will also demonstrate some of the advanced features of the Python language, such as lists, tuples, dictionaries, string handling, slicing, iterators, list comprehensions, magic methods, standard libraries, and import modules. In the second part of the presentation, we will demonstrate several examples on to how to build and deploy optimization applications with Python. Many of the examples will be based on our own library "MPL for Python" with heavy emphasis on graphics and visualization, but we will also be showing examples with other Python libraries, such as GUROBI, CPLEX and Pulp-OR, while pointing out the differences between them. 7/9/2010 : 14:30 : Room Arts Lecture Theatre 2 Code:OPT7 New approach to nonconvex optimization Alexander Strekalovskiy Institute for System Dynamics and Control Theory of SB of RAS Many optimization problems arising from different application areas turn out to be really nonconvex, in which, as known, most of local solutions are different from a global one even with respect to the value of the objective function. Moreover, often the number of local solutions increases exponentially w.r.t. the dimension of the space, where the problem is stated. On the other hand, the contemporary situation in Nonconvex Optimization may be viewed, as dominated by B&B and its ideological satellites approach. At the same time, the classical methods of convex optimization have been thrown aside because of its inefficiency. As known, the conspicuous limitation of convex optimization methods applied to nonconvex problems is their ability of being trapped at a local solution, or more often at a critical point depending on a starting point. On the other hand, applying B&B approach often we fall into so-called computational infinity, when the procedure is finite, even we are able to prove the finite convergence of the method, but it is impossible to compute a global solution in a rather reasonable time. Taking into account the situation, we proposed another way for solving general optimization problem with functions, represented as a difference of two convex functions. In order to attack that problem we first concentrate on two partial cases: d.c. minimization and d.c. constraint problems – and explain local search methods and global search procedure for these two problems. Finally we give an overview of application problems investigated by the developed approach. 7/9/2010 : 15:30 : Room Arts Lecture Theatre 2 Code:OPT4 Modelling large scale emergency response as a resource allocation problem Duncan Wilson Durham University Many interesting and relevant problems found across all areas of application may be modelled as a type of resource allocation problem. General, classical forms of this problem (such as the scheduling problem) have received much attention from the optimisation community over the years, and much progress has been made in the design of efficient and effective solution algorithms to solve them. However, in order to benefit from such advances in algorithm development the mathematical model being optimised must be a valid representation of the problem. Many decision problems require significant alterations to the classical resource allocation model in order to achieve this. The coordination of tactical and strategic actions during the response to a large scale emergency is such an example. Working closely with emergency planning practitioners, key characteristics of this problem can be identified and prioritised. Developing a resource allocation model which incorporates these factors, and in turn represents the decision problem in a valid and relevant way, poses a significant challenge.

7/9/2010 : 16:00 : Room Arts Lecture Theatre 2 Code:OPT14 Applications development using IBM ILOG Optimization Alex Fleischer IBM This presentation will give you an insight on the recent IBM ILOG Optimisation developments and in particular those concerning CPLEX Optimisation Studio and Optimisation Decision Manager Enterprise (ODME). CPLEX Optimisation Studio provides the most efficient way to build mathematical programming and constraint programming models for tackling complex planning and scheduling problems. OPL let you represent optimization problems descriptively and create optimization applications with minimal computer programming. ODME is a configurable and extensible platform for optimization-based planning and scheduling applications. It empowers business to make better decisions through what-if analysis, scenario management and collaboration. 8/9/2010 : 09:00 : Room Arts Lecture Theatre 2 Code:OPT5 Network Optimization with Linear Constraint in Optimal Marketing Strategy Asaf Shupo Bank of America Previous work has presented optimal marketing strategies problem as an integer programming which can be solved successfully by network optimization even in the case of very large scale problems. New approach proposed in the previous work provided an exact solution of the original problem assuming that the risk constraint is replaced by a filter which allows only those customers who have level of risk less than a threshold. This is not always the case. Risk constraint can be formulated as linear constraint. Due to the scale of the problem, in the lack of a method that provides the exact solution considering linear constraints, approximation approaches are recently developed. These approaches once reduce the size of the problem by aggregating the data then solving the reduced problem providing only an approximate solution of the original problem. We introduce a model by incorporating risk linear constraint in network optimization which practically may ensure only an approximate solution which converges to the exact solution. We show relationship between the accuracy of the approximate solution and improvement in the time of execution and compare our approach with other approaches using linear programming which due to the scale of the problem provide an approximate solution. 8/9/2010 : 09:30 : Room Arts Lecture Theatre 2 Code:OPT12 Optimal Network Design Problem with Relays Yash Aneja, Xiangyong Li Tongji University, Shanghai, China The problem is defined on a complete directed graph with k commodities. We want to design a minimal cost network that admits a “feasible path” for each commodity. For each arc, there is a cost for including it in the designed network. For each node, there is also a cost of putting a relay at that node in the designed network. A feasible path for a commodity is a path from its source to its sink such that the length between the source and the first relay node, the last relay node and the sink, or any two consecutive relays nodes does not exceed a preset upper bound. Optimal regenerator placement with guaranteed connectivity is a special case of this general network design problem with relays. In this paper, we develop a branch-and-price algorithm for solving this problem. The only known related work in the literature is a paper that deals with developing a lower bound for the problem and heuristics for the problem. We present computational experiments with our approach.

8/9/2010 : 10:00 : Room Arts Lecture Theatre 2 Code:OPT3 A Polyhedral Approach for Solving Two-Facility Network Design Problem Faiz Hamid, Yogesh Agarwal Indian Institute of Management, Lucknow, India This paper studies the problem of designing telecommunication networks using transmission facilities of two different capacities. This problem is known as the network design/ network loading problem (NDP/NLP) in literature. The communication demands are met by installing a mix of facilities of both capacities on the edges so that the overall cost is minimized. Applications of this problem and its variants arise frequently in the telecommunications industry for both service providers and their customers. The model exploits the strong economies of scale provided by higher capacity facilities. This problem has been proved to be NP-hard and the integrality gap is still not bridged. We consider 3-partitions of the original NDP graph which results in smaller 3-node NDPs. According to a theorem proposed in the literature, a facet inequality of the k-node sub problem resulting from a k-partition translates into a facet of the original problem for single-facility NDP. We extend this theorem to the two-facility NDP. We also propose a set of theorems that help to enumerate all the extreme points of the 3-node problem polyhedron. We introduce a new approach for computing the facets of the 3-node problem based on polarity theory. The extended theorem is utilized thereafter to translate the facets of the 3-node problem to those of the original NDP. The computational results show that 3-partition facets reduce the integrality gap, compared to that provided by 2-partition facets, by approximately 30-60%. Also there is a substantial reduction in the size of branch-and-bound tree if these facets are used. 8/9/2010 : 11:00 : Room Arts Lecture Theatre 2 Code:OPT8 An exact algorithm for the Diophantine Equation Nei Yoshihiro Soma CTA/ITA/IEC - Brazil The decision Diophantine Equation problem is defined as ``is there a solution in integer positive numbers for the equation w1 x1^m1+ . . . + wn xn^mn = W, where all the coefficients, w1, w2, . . . wn and m1, m2, . . . , mn are positive integers´´. It is important to note the problem is clearly NP-Complete since it can be reduced from the Subset Sum Problem. It suggested a pseudo-polynomial exact algorithm for solving the problem. Moreover, for the particular case of m1 = m2 = … = mn = 1 its behavior equals to the Soma and Toth (2002) algorithm. 8/9/2010 : 11:30 : Room Arts Lecture Theatre 2 Code:OPT9 Branch and Price for Petroleum Production Bjorn Nygreen, Vidar Gunnerud*, Ken McKinnon** *Norwegian University of Science and Technology, **University of Edinburgh Upstream petroleum production systems are usually quite complex consisting of many wells, pipelines and processing units. Optimization is performed on the life-time horizon of the hydrocarbon reservoir, typically many years, as well as on shorter time horizons. In this study we focus on short term optimization in the range of days and weeks. This requires models of each well and the pipeline system. Downstream processing equipment is not included in the present study. The Troll West oil field at the Norwegian continental shelf will be used to discuss appropriate well models and pressure drop models for pipe flows. The resulting model is formulated as a mixed integer program with a few common resource constraints and a set of detailed sub models for different parts of the production structure. The model is solved by branch and price where the column generating sub problems are solved by commercial MIP software and the branching is done on continuous resource usage variables. Some preliminary computational results will be shown.

9/9/2010 : 09:30 : Room Arts Lecture Theatre 2 Code:OPT10 Convergence of a proximal point method in the presence of computational errors in Hilbert spaces Alexander Zaslavski The Technion-IIT, Haifa, Israel We study the convergence of a proximal point method in a Hilbert space under the presence of computational errors. Most results known in the literature establish the convergence of proximal point methods when computational errors are summable. In the present paper the convergence of the method is established for nonsummable computational errors. We show that the proximal point method generates a good approximate solution if the sequence of computational errors is bounded from above by some constant. 9/9/2010 : 10:00 : Room Arts Lecture Theatre 2 Code:OPT11 Mathematical Models and Methods for Wind Farms Micro-Siting Decisions Giuseppe Bruno*, Andrea Genovese**, Serenella Matarazzo* *University of Naples "Federico II", **University of Sheffield In recent years, increased environmental consciousness and attempts to lower greenhouse gases emissions have favored the development of various renewable energy technologies. Wind power is one such form of renewable energy that is experimenting growing use and commercial success. The reasons of this growth can be found in the economic viability of wind power and in its capability of not producing any pollution. Moreover, ambitious national and EU programs have been developed in order to further increase the installed wind power capacity. To achieve the fixed objectives, new wind farms will have to be built up. These farms, in addition to being economically viable, should have an insignificant impact on the local environment in terms of visual and noise intrusion, electromagnetic interference and possibly wildlife collisions. Thus, location decisions regarding wind farms are crucial. In particular, location decisions arise at several stages in the building process of a wind farm: at a macro level, given a region and a set a constraints, a suitable area has to be identified for building up a wind farm; then, within the selected area, based on its characteristics, turbines have to be located in order to maximize the energy output. In this study, a complete analysis about all the location decisions connected to the building of wind farms will be provided in detail. Then, a mathematical model and a solution procedure for dealing with micro-siting decisions will be proposed. 9/9/2010 : 10:30 : Room Arts Lecture Theatre 2 Code:OPT6 An optimization model for containerships fleet management problem Ana Moura*, Paulo Martins**, António Andrade-Campos***, Victor Lobo** *INESC-Coimbra, **Portuguese Naval Academy, ***University of Aveiro The main goal of this work is to study a logistic model for a fleet of containerships with no pre-defined routes, depending on cargo arrival at ports and delivery deadlines. Three different challenges will be addressed: how to select navigation routes for the fleet; how to distribute the cargo by the available vessels; and how to stow cargo on the vessel. According to these challenges, the main issue is that we must deal with two different kinds of optimization problems: Vehicle Routing Problem and Container Stowage Problem in an integrated way. In this integrated problem, as in the Vehicle Routing and Loading Problem, the cargo at each port must be delivered considering a time limit and the vehicles used to deliver the cargo are containerships, each of them with different characteristics: dimensions, stability characteristics, weight capacity, speed and specific fuel consumption. Based on this, two major decisions must be made: what containers should be carried by each ship; which ports should be visited by each ship and the related visit sequence. Another main subject is the way that the containers are

stored on vessels. The ship’s stowage plan has a great influence on port handling and vessel´s stability. In fact, the cost and time consuming in each port visited depends of the stowage plan. In this work, a model for the problem is presented and solved. This mathematical formulation intends to contribute to a better management of small fleets of containerships in order to reduce transport time and increase flexibility.

OR & Strategy

Organisers: Frances O’Brien and Robert Dyson

7/9/2010 : 15:30 : Room Arts S21 Code:ORS2 WORKSHOP - Using a Group Support System for Problem Structuring and Resolution: ‘soft-OR’ problems and Making Strategy Fran Ackermann, Colin Eden Strathclyde Business School This session aims to provide attendees with a demonstration of how one particular Group Decision Support System – Group Explorer – can help groups i) negotiate the definition of a problem and reach resolution; ii) develop a coherent strategic direction. The demonstration will seek to show the benefits of technology (i.e. productivity gains and anonymity) whilst also encouraging social interaction and shared understanding. The session will follow the steps typically adopted by the authors when working with organizations and therefore will encompass illustrations of past work 8/9/2010 : 10:00 : Room Arts S21 Code:ORS1 What role strategic objectives play in project managers’ decision making? Ana Barcus, Gilberto Montibeller London School of Economics and Political Science For many organisations, projects are the choice for strategy implementation and are initiated with defined objectives. Projects as socio-technical phenomena evolve in multiple contexts, and it is possible that in addition to strategic project objectives, other objectives play a part in decisions made throughout project delivery. These objectives could be espoused or be constructed through the process of team problem-solving that precedes commitment to action. Either way, these implicit objectives could impact day-to-day decision-making and affect the intended project outcome and its alignment with planned strategy. The research is exploratory and seeks to understand the part strategic objectives play in decision-making in project delivery phase. The use of objectives in day-to-day decision making will be analysed to determine if there are patterns in how objectives are introduced, if there is differentiation between objectives (strategic, operational, tactical), if objectives are structured and if multiple hierarchies of objectives’ are conceptualised. This will be accomplished through structured observation data collection and qualitative data analysis. This is a preliminary study to establish the foundations for the development of a framework that may assist in improving decision making capability of project managers to dynamically align project outcomes with corporate objectives.

8/9/2010 : 11:00 : Room Arts S21 Code:ORS3 KEYNOTE Metaphorical Models for Simulating Limits to Growth and Industrialisation John Morecroft London Business School In this paper and keynote I develop and demonstrate system dynamics models and simulators to explore sustainability and limits to growth in industrial society. I first describe a small model of the fishing industry. I then use the same model as a metaphor to think about global growth and industrialisation and to interpret the closed-loop feedback structure and dynamics of Jay Forrester’s World Dynamics model. This famously concise (yet dynamically intricate) model represents an industrial society whose growth is eventually curtailed. I also consider how the conceptual framework from World Dynamics might be adapted to address the societal effects of global warming. 8/9/2010 : 12:00 : Room Arts S21 Code:ORS4 Using scenarios to create strategic options Frances O'Brien Warwick Business School Scenarios are pictures describing alternative possible futures – typically with a focus on an organisation’s external environment. Scenarios have a number of uses in including wind tunnelling strategic options as part of a strategy process. The purpose of this paper is to explore how scenarios can support the generation of strategic options which can then be tested against the scenarios for robustness and further evaluated using other tools such as Multi Criteria Decision Analysis (MCDA). At Warwick University, we use SWOT analysis, coupled with the TOWS matrix to generate strategic options from scenarios. Is such an approach common amongst the scenario literature, or do other approaches exist? The paper begins with a review of the scenario literature to identify the processes through which scenarios are used to generate and evaluate strategic options. It will then compare these different processes and outline suggestions for further research and development.

OR in Developing Countries

Organiser: Alberto Paucar-Caceres

8/9/2010 : 09:00 : Room Arts F28 Code:ORDC5 Institutional adaptation to global environmental change: A review of current practice from institutional, socio-ecological, and complexity approaches Angela Espinosa*, German Andrade**, Eduardo Wills** *Hull University Business School, **Los Andes School of Management This paper aims to contribute to current research on institutional change, organisational fitness and ecosystem management, related to global environmental change and sustainability, by arguing for the need of a new multi methodological OR approach to understand and observe socio-ecological and institutional systems and to support them to self-govern themselves in a sustainable way. In this paper we present an initial reflection on the ongoing conceptual framework construction, based upon a multi-paradigmatic soft OR approach, and an example of a preliminary identification of misfits between theory and practice in Colombia, regarding community and institutional actions to mitigate global climate change risks. 8/9/2010 : 09:30 : Room Arts F28 Code:ORDC2 Improving the Problem definition stage in environmental management by combining Soft Systems Methodology and System Dynamics: an application in a Peruvian Coastal Basin Alberto Paucar-Caceres, Rosane Pagano Manchester Metropolitan University Business School This paper contributes to the growing field of multi-methodological approaches in management science and to the combined used of soft systems methodology and systems dynamics in particular. We propose a systemic framework that provides conceptual guidance for a joint use of Systems Dynamics (SDy) and Soft Systems Methodology (SSM). The SDy phase of ‘Understanding of Situation-Problem Definition’ is combined with the second stage of SSM stage ‘Problem-Situation Expressed’ to better understand the problem definition to be modelled. Tools external to SSM and SDy such as mind mapping are drawn into the framework with the view of improving the problem definition of complex situations. Overall, the paper contributes to recent debates on multi-methodological practice in management science, proposing a novel conceptual framework in which these two methodologies stemming from two paradigms (positivistic and interpretative) can be compared and combined in a coherent framework. The paper briefly describes the initial stages of the framework proposed, outlining the complexities of managing the environment in the coastal basin of rio Chira in northern Peru.

8/9/2010 : 10:00 : Room Arts F28 Code:ORDC3 Using Soft Systems Methodology to Evaluate the Environmental Impact of Mining in Southern Peru Karina Cornejo*, Alberto Paucar-Caceres** *Institución Educativa Adventista “28 de Julio”, **Manchester Metropolitan University Business School The environmental cost caused by the mining industry in Peru is of crucial importance for the quality of life of those affected, particularly small communities that have been struggling to survive due to the lack of water resources in Southern Peru (an already desert area). The mining industry has been using scarce water resources and discharging waste that have damaged the fragile environment. The mining sector is a growing economic sector in Peru; it has grown from 2.4% in 2000 to 7.6% in 2008, and is expected to steadily increase by 7.7% in 2010-12. It is evident that mining industry activity brings great benefits to the Peruvian economy by increasing exports and bringing investment to the country. However, it is worth questioning whether the net benefits have been positive, when social and environmental elements are considered. By combining Soft Systems Methodology (SSM) the paper reports on the initial stages of identification of the relevant conflicting stakeholders involved in this situation. It is expected that the full application will lead to a structured debate and a conversation using systemic concepts that will lead to assess the total environmental impact together with the social and economic environmental cost caused by the mining industry (Southern Peru Copper Corporation) in southern Peru (Provinces of Tacna and Tarata 8/9/2010 : 11:00 : Room Arts F28 Code:ORDC4 The Interplay between internal market demands and the state of operational pressure in determining developing countries overall strategy Oskar Kayasan European Research Centre Today the state and business interaction does not occur without a socio-political context where different pattern of operational characteristics and societal research patterns exist. Increasing national demand (..,pull) and organisational resources (..,push) can be viewed as a complementary in terms and also can present varies organisational constrains from developing economies perspectives. Despite important theoretical advances, and number of organisational research studies, there is still considerable disagreement on how operational context impacts upon complex national apprehension. To date, the existing literature is mainly focused on studying developing countries while minimum attention has been paid to region as such as Europe and United States. This paper focuses on the interplay between market and state in determining operational policy strategies with resource congregate organisation. The initial result reveals that active state engagement in natural resource access in developed economies is directed by the embeddedness of the increasing internal market demand to sustain its growth. Depending on the configuration of the market activities entrenched in terms of being depended and having developing countries entangled state-business concept recently triggered complex economic collaborations in some developing countries. 8/9/2010 : 11:30 : Room Arts F28 Code:ORDC1 Analysis of the Brazilian demand for sugarcane, ethanol and sugar Rosemarie Bone*, Elizabeth Rojas**, Rosemarie Bone*, Eduardo Ribeiro*** *UFRJ, **University of Florida/FIPSE, ***CADE Energy dependence on fossil fuels, changes in global climate and competition to supply the growing demand for renewable sources of energy have raised the importance of Brazilian Ethanol in the international context. This study was performed in an effort to understand the logistics of Brazilian Ethanol and estimate the respective demand curves for sugarcane, sugar and ethanol. To achieve this

objective, annual data from 1997 to 2008 are used to estimate the parameters of the econometric models, understanding that sugarcane behaves as the industry�s feedstock, while its by-products behave as competing goods. The results correspond to the precepts of economic theory and serve to clarify the dynamics of the sugar-ethanol industry and the relationship between the ����quantities demanded and the variables used to explain them. Income elasticity plays a pivotal role in explaining the quantities demanded for all of the industry�s goods and the results indicate that the Brazilian consumer is income elastic to the quantities demanded for such goods. Sugar is not considered an inferior good as most studies suggest because it is an essential element of the Brazilian basket of goods and does not represent a significant portion of the consumer�s budget. It is also noted that the demand for ethanol does not react to its prices and it is inelastic to the price of gasoline, although they are blended together. For sugar cane, the results show that it is inelastic to the industrial production of its by-products because of the delay attending an increase in demand.

OR in Education

Organisers: Gary Bell, Jo Smedley and Jonathan Warwick

Gary Bell Jo Smedley Jonathan Warwick

7/9/2010 : 11:30 : Room Arts F28 Code:ORE1 A Model of Support for Students in Mathematics Jon Warwick London South Bank University This paper summarises the results of a three year research project exploring mathematical self-efficacy, anxiety and student expectations for a small group of university students taking mathematics units at Level 4. The students were taking the units to support their studies in computing and the student cohort profiles showed considerable variety in previous mathematical experience and attainment. The paper outlines some of the issues to be addressed and the model of student learning and engagement that the research has produced. 7/9/2010 : 12:00 : Room Arts F28 Code:ORE2 Equipping Students with the Skills to apply OR successfully Ovidiu Listes AIMMS To equip students well for their future jobs, it is not only important that they develop a good grasp of optimization algorithms, but also that they develop their skills to apply OR successfully in practice. Teaching these practical OR skills is a challenge, especially in the limited time that most course modules offer. The AIMMS optimization modeling system can contribute to teaching OR effectively in a short time. We will demonstrate how AIMMS enables students to build an optimization model fast, without having to learn a programming language. This helps to focus on practical problem analysis and the important model design choices, and facilitates experimentation with different formulations. We will also show how the integrated GUI capabilities enable students to visualize data and results easily. This creates understanding and stimulates further model refinement. Our educational program and related activities promote easy access and co-operation. This includes free access to AIMMS for students, development of OR games, optimization modeling competitions in co-operation with universities, and supporting open source initiatives such as COIN-OR. In this session, we want to share our experiences and challenges. 7/9/2010 : 13:30 : Room Arts F28 Code:ORE4 An application of the analytic hierarchy process to the foreign students’ integration analysis Antonio Maturo, Rina Manuela Contini Dep. of Social Sciences, Univ. of Chieti-Pescara We propose an application of the AHP process to analyze the complex and multidimensional phenomenon of foreign students’ school integration. A case study is presented in which, according to

inquiries conducted with teacher’s interviews, an order of priorities is presented among n alternatives. The alternatives are ranked with the AHP procedure of Saaty. Particularly, starting from the definition of the general objective – foreign students’ school integration -, the general objective has been divided into two particular objectives – the interpersonal communication and the degree of scholastic profit – and determining a weight for each particular objective in respect to the general objective. Furthermore, with Saaty’s method, fuzzy weights for the particular objectives have been elaborated and, in respect to any particular objective, fuzzy weights of the variables that represent the phenomenon have been determined. The summary of the assessment made by the teachers was carried out considering for each pair of variables the geometric mean of the assessment and an uncertain multiplicative index of the assessments, for which a suitable formula has been determined. The group evaluation has been therefore represented by triangular fuzzy numbers. 7/9/2010 : 14:00 : Room Arts F28 Code:ORE3 Educational management: guiding practitioners on better quality assured assessment Rosane Pagano Manchester Metropolitan University Business School In UK higher education institutions, the student experience with assessment and feedback has been a critical factor in student satisfaction (National Student Survey). Discussions within the online MMU Communities of Practice indicated that there was a range of views across the University as to what constituted appropriate assessment, leading to a variety of student experiences and perceptions of what constitutes good practice. This project investigated academic staff attitudes to assessment, how staff viewed various aspects of the assessment process, and captured some of this diversity of opinion and practice to help inform the debate on how an assessment policy should develop within the University. A survey was carried out across ten faculties, and it focused on three areas: student effort and engagement, assessment design, and feedback. In all, the survey comprised fifty multiple choice questions. In order to facilitate reaching the widely dispersed range of respondents across the institution, an online survey was chosen as the best approach. A focus group composed of survey respondents enabled a follow-up on issues. This paper reports on the following project objectives: * To review critically the latest thinking on the constructive alignment of assessment, using Systems Thinking and TQM frameworks. * To use this review to determine current understanding, across Manchester Metropolitan University academic staff, of the nature and purpose of what underlies this thinking. * To recommend frameworks to help achieve a convergent view of assessment and feedback – traditional and non-traditional (such as using digital media) – for quality enhancement. 7/9/2010 : 14:30 : Room Arts F28 Code:ORE5 Mind the gap: Optimising the Impact of Training and Development Jo Smedley Newport Business School Continuing professional development approaches have become more varied in recent years with practices frequently involving the use of a range of modern technologies with the aim of improving accessibility and enhancing the learner experience. With ever more limited development resources, participants are often involved in in-house organisational training and development initiatives although this support can leave “gaps” in the ownership of the knowledge by individuals. Greater understanding of these incidents would enable greater focus of organisational and localised support ensuring that the learning potential of each participant is maximised as quickly and as effectively as possible. This presentation applies a variation of a theoretical model used in a cross-sector benchmarking process to measure the impact of learning through technology on various user groups at organisational and localised levels, identifying and quantifying the “gaps” in understanding. As a consequence, tailor-made training and development approaches are proposed reflecting specific user.

A case study in higher Education highlights an application of the model informing appropriate targeting and positioning of subsequent training and development . With the intended outcome of achieving greater cost-benefit impact from a range of focused training and development implementations, key operational differentials were identified across the organisation providing a more effective and efficient framework of operation. 7/9/2010 : 15:30 : Room Arts F28 Code:ORE6 Tailoring the Holon Framework to Explore the Student Experience: An ‘On-going’ Longitudinal Study Gary Bell London South Bank University This presentation explores the first year student experience through the Holon Framework. The Business Faculty has a number of issues with regards to the student experience and student retention rates. Limitations of the traditional approach to evaluating unit satisfaction and improvement are discussed. Furthermore, our issues (or symptoms) still persist within the Faculty. It is argued that there is a requirement to explore our practices (i.e. processes and materials) from the student perspective. The underpinning motivation for this longitudinal study is outlined. This justifies the need for a soft approach to the experience problem. The selected Holon Framework is described. Moreover, an intellectual device is used to guide the overall research process. The group interventions involve first year Accountancy and Finance degree students, and Foundation Accounting degree students. The Holon Rich Pictures produced from the interventions highlight a wide range of findings which are discussed. Moreover, the early October intervention with the Foundation degree students produced an unforeseen result. This engendered a rethink of the research - when examining the whole student experience – we must address their problems (‘the whats’) linked to progression (‘the means’), and their professional and academic goal (‘the ends’) ( ‘the whys’). This novel approach to improving our practices is evaluated. Furthermore, it asserted that the holon approach can contribute to both Pedagogic and Higher Education Management research. Finally, future experiential and retention work is highlighted. 7/9/2010 : 16:00 : Room Arts F28 Code:ORE7 The Environmental Impact of Free School Choice in Kent Huiling Zhao Kent Business School Primary school children in the UK are guaranteed a place in the school nearest to their home, which is within walking distance for a small child. However, not all children go to their local school. Parents may send their children to another school of their choice. The chosen school will accept the children if there are spare places, or if the children meet certain conditions; for example, catholic schools accept children from catholic backgrounds irrespective of where they live. Not all schools are equally successful at retaining children from their catchment area and at attracting children from other catchment areas. In Kent there is a selective school system: academic results at the age of eleven determine the type of secondary school that they can attend and this may influence their life outcomes. Parents are, therefore, motivated to send their children to “good” school and some are prepared to drive long distances from home to school. This causes congestion, pollution, and social cost. In this paper we allocate children to school on the basis of distance and, by comparing the model predicted with the actual, calculate the extra distances travelled and their environmental impact. The differences between the predicted and actual school numbers are explained on the basis of the social characteristics of the area in which the school is situated. The results confirm the well-established view that social background is a major determinant in the dynamics of free school choice.

Problem Structuring Methods

Organiser: Stephanie Lord and Ewan Lord

7/9/2010 : 11:30 : Room Windsor 0.02 Code:PSM8 KEYNOTE: The mystery of group and facilitator revealed within problem solving Dr Simon Bell*, Stephen Morse** *Open University, **University of Reading In problem solving methods facilitators often ask of themselves questions such as what makes a ‘good’ group, how can group dynamics be improved and does it matter it terms of the quality of the problem solving which that group engages in? On the surface these questions seem to be straightforward. Indeed those who have helped facilitate many participatory workshops will think they intuitively know the answers to these questions; they can, from their professional practice, ‘feel’ which groups are doing well and producing novel insights and those which are functioning less well and perhaps generating something which is less imaginative and more routine as a consequence. They will sense how they can intervene (or not) to help keep the energy in the room. They will also have a view on whether an analysis is weak or strong and be able to link that to what they have observed of the group dynamic. The intuitive, practice learned insight will depend upon a rich array of visual signals which become more obvious with experience. Thus a facilitator with a rich store of practice will be able to identify signs of friction and harmony, of hard work and focus, of dominance, of tiredness, of ‘soft’ and qualitative variation and so on. More importantly a facilitator with many years practice will be able to change the pace of the process or introduce ‘tweaks’ to enhance energy. This paper provides responses based on our combined experiences with problem solving workshops in many contexts. 7/9/2010 : 13:30 : Room Windsor 0.02 Code:PSM3 A Code of Best (or Good or Proven) Practice for Judgement-Based OA Diederik Wijnmalen, Ingrid Bastings TNO Organisation for Applied Research The application of 'soft', judgement-based, operational analysis methods is manifold and often successful, but success is not always guaranteed. There are analysts from research and decision support communities and clients who are still reluctant to accept 'soft' OA; results that are based on it are all too often met with scepticism. This is most likely due to the traditional use of 'hard' methods in OA, both within analyst and client communities, and the still predominantly 'hard' requirements of scrutiny in many organisations. NATO's Research and Technology Organisation wishes to consolidate views on the merits of 'soft' OA and on how to increase a client's trust in the validity of a 'soft' analysis. This discussion workshop will offer an opportunity to identify and discuss issues that should be addressed when drafting a Code of Best (or perhaps just Good or Proven) Practice for Judgement-Based OA, especially when facing complex strategic problems. These include increasing a client's (and stakeholder's) trust and acceptance, dealing with validity and validation, and identifying and stimulating an appropriate multi-methodology approach. Some of the issues will be put forward as propositions, such as: 'Judgements will be made, can one make them rigorous and auditable'; 'Criteria

are needed to determine whether a judgement is valid or not'; 'Judgement-based OA will never be repeatable'; 'A good analyst should have more than one method in his toolbox'; 'The legitimacy of both the problem statement and the decision on the solution by the client should be challenged'. 7/9/2010 : 15:30 : Room Windsor 0.02 Analytical support to strategic decision-making: Strategic Roadmapping Code:PSM7 Josie Smith, Dstl Strategic Analysis Dstl’s Strategic Analysis Group provides analytical support on complex, uncertain defence and security challenges in order to support decision making and capability development within the Defence and Security arena. This presentation will discuss the Strategic Roadmapping method, and show how it has been used to support decision-making in a Dstl study. Roadmapping is a time based strategic planning process which helps to align and communicate the business need, with the delivery programmes and the underpinning resources. This can be achieved rapidly using facilitated workshops with subject matter experts. Strategic Roadmaps are used to identify and appraise strategic and innovative options and opportunities.

DSTL/PUB47004 © Crown copyright 2010. Published with the permission of the Defence Science and Technology Laboratory on behalf of the Controller of HMSO.

7/9/2010 : 16:00 : Room Windsor 0.02 Code:PSM5 KEYNOTE - Learning from all sides: Triple Task as a new approach to problem solving Simon Bell*, Stephen Morse** *Open University, **University of Reading This paper introduces the rationale behind a new approach to problem solving – Triple Task (TT) – and discusses how this adds new dimensions to problem solving. TT provides a means for groups to engage together in purposeful work and, at the same time, for facilitators to understand what may be influencing the outputs generated by groups; in particular the role of the group dynamic. The latter should help with the process of facilitation but could also help groups appreciate their own functioning. TT thus moves away from envisioning problem solving only as a means to an output but to a better understanding of process that arrived at the output. TT is an ambitious concept but has recently been applied within the context of an EU Framework 7 funded project (POINT; Policy Influence of Indicators). The results have included some answers to questions such as: Do purposeful groups always produce the most insightful outcomes? Do conflictual groups produce incoherent results? What makes a ‘good’ group? How can a ‘good’ group be identified? 8/9/2010 : 09:30 : Room Windsor 0.02 Code:PSM6 A Participative Exploration of Performance in SSM Kathy Kotiadis*, Katholiki Kotiadis, Etiënne Rouwette**, Christos Vasilakis*** *University of Warwick, **Radboud University, ***University College London This study expands performance measurement in Soft Systems Methodology (SSM) by introducing a participative approach to deriving a performance measurement model. Currently the concept of performance measurement in SSM is in the form of a set of criteria used to judge the performance of the system as a whole. The performance criteria, also known as the Es are efficacy, efficiency, effectiveness, ethicality and elegance. In typical SSM studies the measures of performance are broadly defined for a notional system so judging the performance of the system is not seen by many, initially, as important. However, as the purpose of SSM is to bring about action, in some circumstances the notional system becomes reality. In these circumstances, the need to judge the system and evaluate it

becomes important and SSM should be able to support the processes involved. Currently, there is no real guidance on how a novice user of the methodology can establish whether these criteria (Es) are met by the purposeful activity model. This certainly implies that there is no transparency in that part of the process. Some papers suggest that a useful way to increase transferability of methods is to offer more in-depth case descriptions of real life projects. Therefore, we will explain the process of arriving at an expanded model of the performance measures (Es) which we call a performance measurement model using a case study in health care. 8/9/2010 : 10:00 : Room Windsor 0.02 Code:PSM1 Concepts and methodology for structured analysis of the alignment of technology and capability planning Christopher Hall*, Kevin O'Neill** *defence science and technology laboratory, **defence science and technology laboratory defence science and technology laboratory 8/9/2010 : 11:00 : Room Windsor 0.02 Code:PSM2 Soft Systems Methodology Checkland's (SSM) for managing a major Defence IT programme John Holt The presentation shows how Checkland's Soft Systems Methodology (SSM) was used to the Coordinator of the Joint Battlefield Digitisation (JBD) programme. The programme required coordination of a force-wide battlespace digitization programme. It faced rapidly changing technologies, force structure and tasks, and demands for a level of awareness “…..unthinkable in traditional defence organisations”. The increasing demand for integrated joint and combined operations, as well as the need to interact closely with non-governmental organisations (NGO) and in ad hoc coalitions presents challenges that are both social as well as technical; political as well military. Equipment programmes must consider how military systems, particularly communications and information systems (CIS), are likely to integrate with legacy and existing organisational structures to modify the overall ‘system of systems’ that is a modern defence force. Managing such portfolios of systems is becoming increasingly commonplace. The paper will show how SSM was able to provide structure and management into what had previously been a completely uncharted role which had previously been little, or no, support. From the SSM analysis was possible to develop a web-based support tool to support the JBD Coordinator. 8/9/2010 : 11:30 : Room Windsor 0.02 Code:PSM4 The Use of the Strategic Choice Approach in Defence Stephanie Lord Dstl The Strategic Choice Approach (SCA) is a workshop-based approach that assists decision makers deal with complexity around strategic decision choices. In particular, it helps in identifying and dealing with the interconnectedness of such choices. This presentation summarises the findings of a brief investigation into the applicability of SCA for supporting strategic decision making in the Ministry of Defence (MoD). The work assessed the appropriateness of this analytical technique for MoD and its potential application to specific MoD decisions. The presentation will highlight the strengths that SCA could bring to MoD decision making and will also express the issues identified in using it as a decision tool. More specifically, the work found that using SCA as a top down approach for decisions that are made on a frequent basis within MoD is often not appropriate, although SCA does have much

applicability in other decision areas. Also it was found that currently SCA is a not a well understood method within MoD and other decision analysis techniques take preference over SCA.

Queue Modelling

Organiser: David Worthington

7/9/2010 : 11:30 : Room Windsor 1.05 Code:QUM5 Queue Modelling of a Critical Care Unit Jeff. Griffiths*, Vincent Knight**, Izabela Komenda** *OR Group, **OR Group, School of Mathematics, Cardiff University Jeff Griffiths, Vincent Knight, Izabela Komenda OR Group, School of Mathematics, Cardiff University This paper describes a queue modelling approach to the bed management problem apparent in Critical Care Units (CCU) in many UK hospitals. The main objective of the exercise is to investigate ways of reducing the variability in the bed occupancy in CCUs. This is an important aspect of management decision making. Data presented will illustrate the extreme fluctuations that exist in daily bed occupancy, which in turn makes nurse scheduling difficult to organise, with consequent financial implications. A queueing model will be described which has some unusual features, but which yields an analytic solution. Some ‘what if’ scenarios are considered in an attempt to provide reduced variation in bed occupancy levels. 7/9/2010 : 12:00 : Room Windsor 1.05 Code:QUM1 Queueing analysis and simulation modeling support Lean initiatives in hospitals Palvannan R.k. Patients may experience unnecessary waiting in hospitals as they navigate a complex set of processes to receive care. The Lean initiative is a method used in hospitals to achieve significant improvements in process efficiency by reducing ‘waste’ and involves cross sectional teams. Operations Research tools can add more rigour to the analysis through the use of queueing models and computational simulation, since many hospital care delivery processes are stochastic processes with variable service rate and patient demand. This study involves the application of these tools along with Lean initiatives to improve a system for managing visitors in a local hospital. The existing manual system was being replaced by a set of gantries, kiosks and manned counters to meet target wait time. Classical open Jackson network model with multiple customer classes and a discrete event simulation model were used to estimate the required resources. The analysis informed management of insights like pooling of servers, balancing wait time with utilization, placement of servers at the points of natural visitor flow and impact of routing. This quantitative analysis complemented the Lean facilitators and shows that Lean initiatives are a potential application for stochastic models.

7/9/2010 : 13:30 : Room Windsor 1.05 Code:QUM3 One the approximation of measured data in queueing systems Alexander Finlayson Teesside University Business School Computer simulation modelling is increasingly used to represent queueing systems that are too complex for solution by analytical means. The author’s research involves the development of such simulation models, which will be based on a modular construction. Each module will represent a particular form of queueing model or simple network. The timing mechanism for arrivals and services in each entry module will be based on Specialised Cox distributions fitted to empirical data. The inter-arrival patterns at subsequent modules will be dependent upon the performance of preceding modules. The rationale is that the individual modules should be amenable to analytical investigation, thus providing validity to the elements of the overall simulation model. The presentation will be based on a paper that describes the theory and development of the Specialised Cox distribution and includes a number of examples of distributions fitted to empirical data. Consideration will be given to the relative merits of sampling from the fitted distribution and sampling from the raw data. I hope to promote discussion regarding empirical data collection. This research examines the use of queueing and simulation modelling in developing a decision support mechanism for organisational change. Three decades ago it was not unusual to see ‘time and motion’ studies in progress, but the techniques pioneered by the Gilbreths have long since fallen out of use. Or have they? I hope to discuss the means now employed to determine human activity durations. 7/9/2010 : 14:00 : Room Windsor 1.05 Code:QUM4 Effects of state-dependent balking on multi-server non-stationary queueing systems. Dave Worthington Department of Management Science, Lancaster University A combination of discrete-time modelling and theoretical analysis is used to develop an easy-to-use Normal approximation for the time-dependent behaviour of multi-server queueing systems subject to state-dependent balking. Key findings that underpin the approximation are that time lags between peaks in arrival rates and congestion levels can be ignored; queue behaviour is insensitive to distribution of service time beyond its mean; and distribution of number in the system is near Normal. This model is then used to derive valuable management implications for service orientated systems where delays are frequent and abandonments are an important feature. Key insights are that such systems can often adopt very ‘sub-optimal’ behaviour, and that customer impatience can be very beneficial where management wishes to improve system performance. ‘Optimal’ performance is defined, and practical measures for queue managers to move system performance towards ‘optimality’ are identified. 7/9/2010 : 14:30 : Room Windsor 1.05 Code:QUM2 Staffing of call centre queue using geometric discrete-time-modelling and iterative-staffing algorithm Xi Chen, Dave Worthington Department of Management Science, Lancaster University The paper develops methods to use geometric discrete time modelling (DTM) in the call centre and other multi-server queueing systems with time-varying arrival/abandonment rates. One advantage of using geometric DTM is that it greatly reduces the state-space size and thus significantly reduces the computational requirement to analyse time-dependent queue behaviour. The Geometric DTM thus can be used with an Iterative-Staffing Algorithm (ISA) to determine appropriate staffing levels in call centre for each time slot to achieve various targeted time-stable performance. The experiments show that for both M(t)/M/s(t) and M(t)/M/s(t) + M(t) systems, the Geometric DTM with ISA is an effective and

practical staffing algorithm that presents better result than traditional stationary based approximation methods as well as relatively less computational time than the simulation approach. 7/9/2010 : 15:30 : Room Windsor 1.05 Code:QUM6 An M[X]/G/1 Queue with Bernoulli Schedule, General Vacation Times, Random Breakdowns, General Delay Times and General Repair Times. Rehab Khalaf*, Kailash C. Madan**, Cormac A. Lukas* *Brunel university, UK, **Ahlia University, Kingdom of Bahrain Abstract In this paper we study the batch arrival queueing system M[X]/G/1 in which the server has the option to take a vacation after any service completion, the server may face random breakdowns from time to time. When the server breaks down, it does not enter the repair process immediately and there is a delay time waiting for the repair to start. We assume that the customers arrive to the service station in batches of variable size, but are served one by one. Using the supplementary variables technique introduced first by Cox (1955), we obtain steady state results in explicit and closed form in terms of the probability generating functions for the number of customers in the queue, the average number of customers, and the average waiting time in the queue.

Revenue Management

Organisers: Christine Currie and Joe Meissner

7/9/2010 : 11:30 : Room Windsor 0.03 Code:EEM1 Optimisation of prices across a retail fuel network Barbara Jenkins, David McCaffrey KSS Ltd We present an application of price optimisation and demand forecasting applied to forecourt retail of automotive fuels. The context of the pricing problem is introduced and the modelling approach is briefly reviewed. We present some analysis of results of commercial price optimisation software applied to a US fuel retail network and show that it delivers an uplift in gross profit whilst maintaining site level volume targets. This software optimises prices at each retail site within a network independently, in the sense that it makes price/volume trade-offs between products and periods of time at each retail site separately. To the extent that there exist opportunities to shift volume from one site to another to achieve higher gross profit, these currently have to be identified and implemented by the user. We then set out a new methodology by which optimisation across a network of fuel retail sites can be implemented and show how this sits at a supervisory level on top of the system which is already performing site level price optimisation. We give some simulation results from this network optimisation approach and show that it can deliver additional improvement in gross profit, above that already being obtained via site level optimisation, whilst maintaining total network volumes. We also show how the network optimisation methodology provides decision support for annual setting and management of volume targets at the network level. 7/9/2010 : 12:00 : Room Windsor 0.03 Code:EEM7 Improved Bid Prices for Choice-Based Network Revenue Management Joern Meissner, Arne Strauss Lancaster University Management School In many implemented network revenue management systems, a bid price control is being used. Yet it is still unknown how well a bid price control actually performs. We propose a simple and fast heuristic that iteratively improves on an initial guess for the bid price vector. We demonstrate that using these dynamic marginal capacity values directly as bid prices can lead to significant revenue loss as compared to using our heuristic. Finally, we investigate numerically how much revenue performance is lost due to the confinement of product combinations that can be represented by a bid price.

7/9/2010 : 13:30 : Room Windsor 0.03 Code:EEM2 Network Decomposition Techniques in Large-Scale Choice-Based Revenue Optimization Arne Strauss Lancaster University Management School Many service providers need to optimize the availability of products over a large network of resources. A heuristic solution approach is to somehow decompose the network optimization problem into a collection of small problems corresponding to the individual resources. However, most recent approaches are tested only on very small problems (<10 resources) and appear too slow to be applied to large-scale problems. In this research project, I develop and test a new decomposition scheme on real data of large-scale flight networks in collaboration with the R&D team at Lufthansa Systems. 7/9/2010 : 14:00 : Room Windsor 0.03 Code:EEM3 Pricing Structure Optimization in Mixed Restricted/Unrestricted Fare Environments Joern Meissner, Arne Strauss Lancaster University Management School Recently, many traditional practitioners of revenue management were confronted with aggressive low-cost competition. In order to stay competitive, these firms responded by cutting down fare restrictions that were meant to fence off customer segments. We develop choice-based network revenue management approaches for such a mixed fare environment that can handle both the traditional opening or closing of restricted fare classes as well as handling pricing of the unrestricted fares simultaneously. 7/9/2010 : 14:30 : Room Windsor 0.03 Code:EEM4 Risk Minimizing Strategies for Revenue Management Problems with Target Values Matthias Koenig, Joern Meissner Department of Management Science, Lancaster University Management School, United Kingdom Consider a risk-averse decision maker in the setting of a single-leg dynamic revenue management problem with revenue controlled by limiting capacity for a fixed set of prices. Instead of focussing on maximizing the expected revenue, the decision maker has the main objective of minimizing the risk of failing to achieve a given target revenue. Interpreting the revenue management problem in the framework of finite Markov decision processes, we augment the state space of the risk-neutral problem definition and change the objective function to the probability of failing certain specified target revenue. This enables us to obtain a dynamic programming solution which generates the policy minimizing the risk of not attaining this target revenue. We compare this solution with recently proposed risk-sensitive policies in a numerical study and discuss advantages and limitations. 7/9/2010 : 15:30 : Room Windsor 0.03 Code:EEM5 Value-At-Risk Optimal Policies for Revenue Management Problems Matthias Koenig, Joern Meissner Department of Management Science, Lancaster University Management School, United Kingdom Consider a single-leg dynamic revenue management problem with fare classes con- trolled by capacity in a risk-averse setting. The revenue management strategy aims at limiting the down-side risk, in particular, value-at-risk. We state the underlying problem as Markov decision process and provide a computational method for computing policies which optimize the value-at-risk for a given confidence level. This is achieved by computing dynamic programming solutions for a set of target revenue values and combining the solutions in order to attain the requested multi-stage risk-averse policy. Numerical examples and comparison with other risk-sensitive approaches are discussed.

7/9/2010 : 16:00 : Room Windsor 0.03 Code:EEM6 Optimisation of name-your-own-price channels John Wilson Ivey School of Business Name-your-own price channels (e.g. Priceline) have become very popular method for selling items such as hotel rooms over the internet. Surprisingly little analytical work has been done. Here the current state of the analytical literature is reviewed. Recent results for ensuring that customers will bid their reserve price will be discussed.

Risk, Reliability & Maintenance

Organiser: David Percy

7/9/2010 : 11:30 : Room Arts G24 Code:RRM1 Effects of Learning and Forgetting on Maintenance Outsourcing Hakan Tarakci*, Kwei Tang**, Sunantha Teyarachakul*** *Melbourne Business School, **Purdue University, ***ESSEC A manufacturer offers a short-term outsourcing contract to a maintenance contractor, which schedules and performs preventive maintenance activities and repairs the system in case of a failure. Two types of learning are considered: natural learning and learning by investment. We analyze the system when forgetting takes place under each learning type. We show that an appropriately designed contract maximizes the manufacturer’s profit while satisfying the contractor’s minimum profit requirement. 7/9/2010 : 12:00 : Room Arts G24 Code:RRM2 Explaining the payback criterion’s prominence –An application of almost stochastic dominance to capital budgeting Hermann Jahnke*, Dirk Simons** *Bielefeld University, Germany, **Mannheim University, Germany Textbooks on financial management emphasize the shortcomings of the payback criterion. However, empirical evidence suggests that in actual capital budgeting procedures the payback method is used quite regularly. A convincing theoretical foundation for the observed use of the payback criterion is lacking. Our goal is to provide an explanation for the payback criterion's popularity. The typical multi-stage capital budgeting process serves the gathering of information from several management levels and the participation of different individual skills. Hence, we consider fundamental organizational features of this process with respect to their impact on the payback method's use. Within this framework we demonstrate from a decision theoretical perspective how relying on payback times as a heuristic simplifies capital budgeting decisions. At the same time it eases the communication of risk preferences. As modeling device we use almost stochastic dominance (ASD). The application of this concept allows us to take the risk preferences of all relevant decision makers into account. We develop a new ASD-based criterion for the appraisal of capital budgeting projects. It turns out that to some extent this new criterion is a generalization of payback times. This finding provides a potential explanation for the payback's persisting prominence as a heuristic.

7/9/2010 : 13:30 : Room Arts G24 Code:RRM6 KEYNOTE - Maintenance and Logistic Optimization in Complex Systems Arie Dubi Department of Nuclear Engineering, ben Gurion University of the Negev, Israel The issue of logistic optimization is addressed. That is having the minimal cost of spare parts, repair teams , maintenance operations etc. so as to achieve a desired system performance. An optimization requires establishing a complex mathematical model of the system performance as function of the logistic parameters. It has been shown that a realistic mathematical model involves a multidimensional integral equation has no known analytic explicit solution. Recent developments make use of the Monte Carlo method to create and solve realistic systems models. While the Monte Carlo method enables realistic and reliable models analysis, it may not be adequate for performing optimization. This because of the large amount of computer time required which makes a point by point search for an optimum (such as in genetic or marginal algorithms) impractical. It is thus argued that a hybrid approach is required by which an analytic approximation is derived from a small number of MC calculations and the search of the optimum is based on this analytic approximation and controlled by MC validation. Still, a reliable method of search for the optimum is critical. A new and novel approach to this problem is presented in this paper. It is based on a new theorem, referred to as the "Central theorem of logistic optimization" that enables the construction of a new algorithm for a rigorous and practical optimization mechanism. The new method is explained in details, and a number of examples of realistic systems are brought to demonstrate its operation. 7/9/2010 : 14:30 : Room Arts G24 Code:RRM3 Modulated Proportional Intensities Models for Scheduling Maintenance of Repairable Systems David Percy University of Salford We can model the failure patterns and maintenance activities of many complex repairable systems conveniently using point processes. These then enable rolling, short-term forecasts that allow us to plan repairs, inspections, preventive maintenance and replacements in a cost-effective manner. A recent point process that has several desirable properties is the modulated proportional intensities model (MPIM) and we investigate this model now. Specifically, we compare the MPIM with competing models and discuss the characteristics that make it a useful addition to the tools that are already available. We also consider types of data that might be available for fitting the model, the specification of prior distributions for unknown model parameters and how to conduct a subjective Bayesian analysis for optimal decision making. Importantly, we demonstrate several applications of the MPIM for scheduling maintenance activities in oil pumps, gas turbines and pig launchers. 7/9/2010 : 15:30 : Room Arts G24 Code:RRM4 The Hollander-Proschan goodness of fit test with composite Weibull hypotheses and reliability data Petros Kostagiolas*, George Bohoris** *Lecturer - Ionian University, **Professor, Department of Business Administration, University of Piraeus In reliability management and analysis the data samples which are often made available are multiply censored, i.e. the times to failure are randomly mixed with incomplete lifetimes. This adds complexity in many fronts, with the greater difficulties associated with the need for sound decisions to be made regarding the identification of failure mechanisms, the evaluation of maintenance practices and/or of manufacturing methods. Hollander & Proschan have derided a Goodness of Fit (GOF) test statistic with a number of advantages, i.e. it can accommodate multiply censored data, it can be employed irrespective of the failure and censoring distributions, and, finally, an omnibus and straightforward

method is indeed to be computed. Although this particular test statistic has received attention in the reliability and maintenance literature and applications over the last two decades, only a limited investigation has been carried out in terms of its behavior with composite Weibull hypotheses. This paper investigates the usefulness of this particular GOF method, within the reliability and maintenance context, and provides a literature review of alternative approaches. Furthermore, the critical values are established and presented through extensive Monte Carlo Simulations, with the Weibull composite hypotheses and a wide range of alternative distributions, sample sizes and varying censoring percentages within the available data. 8/9/2010 : 09:00 : Room Arts G24 Code:RRM5 Production deadline and maintenance outsourcing in a system prone to failure Sharafali Moosa*, Hakan Tarakci** *Singapore Management University, Singapore, **Melbourne Business School, Melbourne, Australia. In this paper we consider a production-maintenance problem in which a buyer and a supplier have already entered into a contractual relationship for a firm delivery date. Our focus is on the production-related decisions of the supplier rather than the nature of the contract itself. We assume that production rate is actually constant as long as the system is up and running but the randomness in production due to downtimes as a result of unpredictable failures (breakdowns) and scheduled preventive maintenance activities. Production maintenance is outsourced. As production output is random due to unreliable production facilities, the supplier needs to make two important decisions, viz (i) how much time to allow for production taking into account the trade off between the penalty fee if actual production time turns out to be longer than the allowed time and the inventory holding cost if the production time is shorter than the allowed time and (ii) how to design the maintenance outsourcing contract to maximize its own profit while satisfying the contractor’s reservation (minimum) profit requirements. This is a finite horizon optimization problem. A regenerative stochastic process is identified and analysed to develop the cost function over the finite horizon. The optimization problem is illustrated through numerical examples. Some managerial insights with regard to coordination are also provided. 8/9/2010 : 09:30 : Room Arts G24 Code:RRM7 Cause-effect analysis of failure of a sewage treatment plant tank roof structure Grzegorz Ginda*, Miros³aw Dytczak** *Opole University of Technology, **mdytczak@gmail.com Complexity of contemporary building structures comes from different factors of technical, human and random nature which influence design, erection and exploitation of building objects. The factors cause problems for correct identification of structural failure causes and mechanisms. DEMATEL method is applied for identification of relations between components of a cause effects chain in a sample building object structural failure analysis. A failure of a roof structure which covers an introductory sediment tank of a purification plant is considered. The structure is made from a composite, variable thickness shell of revolution. The failure takes place during a snowy winter time period. No deviations from design assumptions are registered in a construction phase. Auxiliary research, however, reveals insufficient stiffness of the structure and non-homogenous nature of the composite. Influence of structural load level and distribution on the failure occurrence is also suspected. Three general groups of factors are considered with regard to cause-effects chain components: decisions of stakeholders (an investor, a designer and a contractor), independent factors of surrounding environment (an innovative nature of applied technology), features and behavior of stuff and structure (structural loads, insufficient structural stiffness, structural stability loss, bearing capacity exceeding, the failure itself). Obtained results reveal the primary cause of the failure and identify responsible stakeholders. Sample analysis

shows advantages of presented approach with regard to ease of calculations and implementation. DEMATEL seems therefore a useful diagnostic tool for building structures. It can be especially helpful in the case of application of innovative building technology and structures.

Routing Applications

This stream is kindly sponsored by Optrak Distribution Software Ltd. Tim.pigden@optrak.co.uk Tel: +44 (0) 1992 517100

Organisers: Javier Faulin and Angel a Juan

Javier Faulin Angel a Juan

9/9/2010 : 09:30 : Room Arts F28 Code:ROU4 Implementing Supply Routing Optimization in Dell's Make-to-Order Manufacturing Network Jérémie Gallien London Business School Dell's supply chain for desktops involves Asian vendors shipping components by sea to several U.S. plants. Although suppliers are responsible for shipping enough inventory to meet total needs across all production sites, Dell can reroute and expedite their shipments while in transit, and also transfer on-hand inventory in order to balance supply across sites. This paper describes the development, implementation, and impact of the process and optimization-based control system now used by Dell to address this supply-routing challenge for its U.S.-bound monitors. In a first phase, Dell created a new job definition focused solely on supply routing and implemented a supporting visualization tool. In a second phase, a decision support system relying on an MIP formulation was implemented, overcoming two main challenges: (i) the estimation of shortages as a function of expected inventory, counting for actual forecast quality; and (ii) the estimation of a meaningful shortage cost. This new methodology is estimated to have reduced Dell's inventory repositioning costs for monitors by about 60%. 9/9/2010 : 10:30 : Room Arts F28 Code:ROU1 What is an Order and what do you need to know to route it? Tim Pigden Optrak Distribution Software Ltd The classic academic formulation of the VRP has a very simplistic model of an order. But real orders are complex objects. The nature of the order has a huge impact on how it can be routed. This paper looks at a data model for orders and the constraints that are taken into account in a variety of real-world applications of Vehicle Routing.

9/9/2010 : 11:30 : Room Arts F28 Code:ROU2 Solving the vehicle routing problem with probabilistic algorithms supported by constraint programming Daniel Riera*, Ángel A. Juan**, Javier Faulín*** *Studies of Computer Science, Multimedia and Telecommunication. Open University of Catalonia (UOC), Barcelona, Spain, Email: drierat@uoc.edu, **Studies of Computer Science, Multimedia and Telecommunication. Open University of Catalonia (UOC), Barcelona, Spain, Email: ajuanp@uoc.edu, ***Department of Statistics and OR, Public University of Navarre (UNa), Pamplona, Spain, Email: javier.faulin@unavarra.es Along history, people have dealt with problems where decisions to be taken imply certain benefits/costs. Several of these problems, due either size or complexity, are not easily tractable. One of the most studied ones is the Vehicle Routing Problem (VRP). Optimisation is a field where a wide work has been done in the last few decades. Problems introduced in the previous paragraph have been faced by means of different techniques, all of them with its advantages and weaknesses, assuring or not completeness, generic or tailor-made, based on mathematical foundations, algorithms, graphical models, etc. Most of them have been successful for certain problems, but have fallen short for others. Some successful current optimisation algorithms are based in the generation of solutions combining statistical distributions and simulation features. In short, a new solution is built by evolving a previous one in the following way: possible improvements are analysed, probabilities are distributed among these alternative improvements, and a simulation is run. The result of the simulations becomes the new solution if is feasible. While these methods work very well with a small tuning effort, changes in the model – new constraints, change of certain conditions, etc. – may penalise the feasibility checking phase. In order to deal with this, and applying it to the already mentioned VRP, we propose to use Constraint Programming (CP) to build the model. CP has proved to be a powerful and flexible tool for modelling all kind of constraints. Furthermore, its inclusion frees the optimisation part from the model construction/adaptation. 9/9/2010 : 12:00 : Room Arts F28 Code:ROU3 Lagrangean Metaheuristic for Travelling Salesman Problem Rosa Herrero, Juan José Ramos, Daniel Guimarans Universitat Autònoma de Barcelona This paper presents a metaheuristic methodology based on the Lagrangean Relaxation technique, applied to the Travelling Salesman Problem. The presented approach combines the Subgradient Optimization algorithm with a heuristic to obtain a feasible primal solution from a dual solution. Moreover, a parameter has been introduced to improve algorithm convergence. The main advantage is based on the iterative evolution of both upper and lower bounds to the optimal cost, providing a feasible solution in a reasonable number of iterations with a tight gap between the primal and the optimal cost. 9/9/2010 : 12:30 : Room Arts F28 Code:ROU5 Vehicle routing problems with pickups, deliveries and time windows Penny Holborn, Rhyd Lewis Cardiff University Our current research is concerned with vehicle routing problems with pickups, deliveries and time windows (PDPTW). We have produced several variations of a general heuristic for constructing an initial feasible solution, and have then used neighbourhood search operators such as a shift operator, an exchange operator and a rearrange operator to improve this solution. This was extended into a Greedy randomised adaptive search procedure (GRASP) implementation. Results have been compared across varying candidate list lengths and other competitive construction methods. Analyses have also been performed across a range of datasets, including both clustered and random allocations of pickup

and delivery locations. We have also implemented a neighbourhood structure based on ejection chains. The approaches used give results which are competitive with the state of the art PDPTW. Future research will be dedicated to solving the dynamic pickup and delivery vehicle routing problem with time windows (DPDPTW). To solve this, our algorithm will be embedded within a rolling horizon framework which we will describe within the presentation and hope to gain some feedback with regards to how best to implement this.

Scheduling

Organiser: Sanja Petrovic

9/9/2010 : 10:00 : Room Windsor 1.04 Code:SCH3 KEYNOTE - Challenging combinatorial optimisation problems with a personnel scheduling component Greet Vanden Berghe KaHo Sint-Lieven In addition to health care and administration, the production, logistics and services industry is abundant with personnel scheduling problems. Nobody questions these problems' complexity. Still, many organisations address the problems manually with the help of experienced schedulers. Personnel scheduling research has generated a range of approaches for automated decision support, many of which have been described in the literature. In the presentation, an overview of common personnel scheduling problems and approaches will be presented. In the second part of the talk, we focus on problems that combine characteristics of different combinatorial optimisation problems. We refer to this type of problems as structured. Many of these structured combinatorial optimisation problems include a personnel scheduling component, e.g. combined with vehicle routing or with task scheduling. Solution approaches to this type of problem, if available at all, usually combine a model for the entire problem with a general purpose heuristic solver. These methods do not make explicit use of existing approaches for personnel scheduling, nor do they provide information about the solution quality. One interesting avenue of research involves decomposing a problem into subproblems. In such an approach, a solution to one subproblem, e.g. personnel scheduling, can be used as input to solve another subproblem, e.g. vehicle routing. There can be different ways to decompose a problem, and to merge the partial solutions into a feasible solution to the original problem. A set of example problems and approaches will be discussed in the presentation. 9/9/2010 : 11:30 : Room Windsor 1.04 Code:SCH1 Post Enrolment based Course Timetabling Lisa Taylor, Rhyd Lewis Cardiff University University timetabling is recognised as a complex and often difficult task. Timetables need to be practical, both for the department and for the participants. In addition to this resources need to be used effectively and efficiently. Timetabling involves assigning events to a specified period such that a number of mandatory constraints are satisfied, but also so that a number of secondary objectives are optimised, making the timetable more desirable. The problem of Post Enrolment based Course Timetabling, as specified for the International Timetabling Competition 2007, involves both hard and soft constraints. Finding a feasible solution that satisfies all hard constraints has proven very difficult to achieve for the available benchmark instances for this problem. Consequently, two hard constraints were relaxed and an initial solution to this problem was produced using a greedy heuristic. To find a feasible solution we have found that simple swap and move neighbourhoods were not sufficient to find

feasible solutions and so further neighbourhoods have also been introduced, including ones based on the Maximum Matching algorithm, Kempe chains and the Hungarian algorithm. Results from initial experiments with these neighbourhoods will be presented. Ideas for further research will also be discussed, particularly focusing on minimising the number of soft constraint violations. 9/9/2010 : 12:00 : Room Windsor 1.04 Code:SCH2 Automated Radiotherapy Treatment Scheduling Pedro Leite-Rocha, Edmund K Burke, Petrovic Sanja University of Nottingham Radiotherapy represents an important phase of treatment for a large number of cancer patients. It is essential that resources used to deliver this treatment are employed effectively. In this paper, data from the Nottingham University Hospitals NHS Trust, UK is gathered and analysed. A mixed integer programming model for radiotherapy treatment scheduling has been developed. The effectiveness of the approach for a daily scheduling in a hospital was analysed. Experiments are conducted implementing different utilisation thresholds to reflect machine reservations for different categories of patients. In addition, different rules for linacs allocation to patients have been experimented with. Results obtained by using the proposed model with different policies are presented and analysed.

Security and Defence

Organiser: Colin Irwin and Alastair Windus

Colin Irwin

8/9/2010 : 09:00 : Room Windsor 1.05 Code:SED1 The cornerstone of network enabled capability: defining agility and quantifying its benefit James Moffat The development of Network Enabled Capability (NEC) is one of the key priorities for the UK Ministry of Defence. It falls into the category of a difficult and highly important problem for our customer community. I have thus been working on issues related to NEC (and precursor concepts such as Digitisation of the Battlespace) for a number of years. In this paper, I describe how these strands of research have influenced both the policy level and the work across Dstl. A key emphasis has been on defining and quantifying agility, and in particular, the agility of command. My research has split fairly equally into two parts: developing a conceptual understanding and approach (thus assisting the development of doctrine) and developing quantified Operational Analysis (OA) models to allow assessment of the cost-benefit of such an approach. 8/9/2010 : 09:30 : Room Windsor 1.05 Code:SED2 Making Wise Decisions: Displaying Mindfulness and Wisdom on the Edge of Chaos Alec Melling*, Chris Dinsdale**, John Darwin* *Sheffield Business School, **Sheffield Hallam University The background to our research is conflict in densely populated urban environments. It is here that the most junior of security force commanders is a strategic player, who’s every decision can be open to global scrutiny as they seek to control events in the most chaotic and dangerous of environments. All too often police and security forces faced with mounting operations that could an do come under intense scrutiny, seek to ‘remotely’ control junior commanders in order to try and eliminate the potential strategic damage that can come from acting on the wrong decision. Unfortunately the paradox of consequences can come into play here, where the means chosen to fulfil certain ends come to undermine those ends. In other words general rules put in place to control outcomes can lead to the very sort of outcomes that they were put in place to avoid. Instead of trying to program and remotely control operations our research focuses on enabling decisions to be made on the spot, at the right and opportune moment enabling the decision maker to act wisely in trying circumstances. We intend to investigate how heuristics (rules of thumb) can be developed and internalised to guide decision making, and how shared and individual mindfulness can be developed in order to distribute the decision making load and enable the commander to make wise choices.

8/9/2010 : 10:00 : Room Windsor 1.05 Code:SED5 Applying MARVEL in an operational environment Sanne Heesmans TNO Defence, Security and Safety The dynamic dynamic qualitative modelling technique MARVEL (Method to Analyse Relations between Variables using Enriched Loops) aims to provide insight into complex system structures and effects of changes in these systems, without the need for a large amount of data. It has been already successfully used to perform ex-ante evaluation of policy and some experiments have taken place in order to test its applicability for military operational use. This presentation addresses the findings of these experiments and possible extensions to MARVEL modelling. In particular modelling issues relating to synergy modelling and the possibility of better modelling changes in the system structure. 9/9/2010 : 09:30 : Room Windsor 1.05 Code:SED3 Loitering with Intent Kate Hammond Dstl A Loitering Munition is a precision munition that is able to stay airborne over the target area for hours, contains an onboard sensor, with a man-in-the-loop to locate and track identified targets. This has the ability to provide a responsive and persistent precision strike capability. The Defence Science and Technology Laboratory, working with Defence Industry partners as a Joint Project Team, conducted operational research to inform MoD decisions concerning a Loitering Munition capability to meet current operational requirements in the short term and the enduring need over the long term. A combination of data mining techniques, spreadsheet analysis, wargaming, simulation and soft methods were used to test the requirements and to assess the cost effectiveness of Loitering Munitions in comparison with guided missiles and armed unmanned aerial vehicles. The analysis combines incident data from current operations to assess the coverage provided by each system and output from wargaming and simulation to provide the operational context, rules of engagement and end effect of the engagement. Outputs are combined in a spreadsheet tool to provide a single measure of effectiveness. The presentation provides a practical example of how soft and hard OA methods were combined to take account of changing policy and project requirements, to form a coherent analysis strategy, that informed MoD decision making and future development of the Loitering Munition. 9/9/2010 : 10:00 : Room Windsor 1.05 Code:SED4 The Juniper Model – an Example of the Benefits of Prototyping in Defence Analysis Christopher Haynes*, Carol Saxty** *Member, **AORS Casualties in the Iraq and Afghanistan operations have lead to an increased focus by the Ministry of Defence (MoD) and wider public in the subject of force protection. A large number of research projects have been commissioned across the MoD and industry each looking at individual areas, for example, armour or detection systems. However, to date little analysis has been conducted on the relative merits and synergies of different types of Force Protection (FP) measures. In order to provide advice on different investment strategies, the Defence Science Technology Laboratories (Dstl) was tasked by the MoD to develop a capability to compare the relative effectiveness of diverse sets of FP measures against a wide range of threats and tasks. The study team began by gathering an understanding of the problem space, which led to the development of a prototype simulation capable of analysing a subset of the problem. The aim of this presentation is to share the thinking behind the development of a prototype simulation. It will describe the nature of the problem and illustrate the benefits of rapid application development techniques in building confidence in the approach and in aiding development of the final model. Presenters: Dr Chris Haynes and Mrs Carol Saxty Campaign Analysis Team,

PCS, Dstl Copyright statement © Crown copyright 2010. Published with the permission of the Defence Science and Technology Laboratory on behalf of the controller of HMSO. 9/9/2010 : 10:30 : Room Windsor 1.05 Code:SED6 Collective Performance Assessment: Distributed Synthetic Air Land Training at Exercise MOUNTAIN DRAGON Kathryn Walls Defence Science and Technology Laboratory Distributed Synthetic Air Land Training is a recent MoD initiative that has been used since May 2008 to deliver the MOUNTAIN DRAGON (MD) series of exercises. MD is an entirely synthetic Joint Fires Integration exercise that provides training to Royal Artillery personnel deploying in support of operations in Afghanistan, enabling them to experience the complexities of integrating fixed and rotary wing aircraft, surface fires and other assets within a realistic, high-threat, simulated environment. Assessing collective training presents a difficult challenge for many reasons. Participants are operationally qualified, combat ready individuals or teams who have come to learn how to work together. Their role may require them to plan, make decisions and act in a complex dynamic environment, where there may not always be clear markers of right/wrong decisions or behaviours. Assessment capability tends to reside wholly with the expert observer. Dstl’s data-gathering methodology relies on the use of observation, structured interviews and surveys from the Collective Performance Assessment Toolset (C-PAT). C-PAT allows the translation of what is normally an opaque process, based on expert judgement, into a list of observable behaviours that can be explicitly assessed. The benefits to MD trainees are manifold, highlighted through C-PAT surveys from 550+ individuals, plus feedback and qualitative interviews with key participants both post-training and post-deployment. Data exists from October 2008 to February 2010. These results reflect the value of the synthetic training given during MD, which is being widely applauded in theatre, where highly involved operational events are classed as “MOUNTAIN DRAGON moments”. 9/9/2010 : 11:30 : Room Windsor 1.05 Code:SED7 Social network analysis of an extremist network Alastair Windus Home Office Social networks show the relationships and flows between individuals, groups or other interacting entities. The analysis of these networks can lead to important information including the relationships between key individuals and subgroups which make up the network, the level of cohesiveness, and a measure of how easily information can be disseminated through the network. Here, we examine a covert social network of an extremist group. Using standard social network analysis techniques, we highlight information about the structure of the network and the position of important people within it. Through clustering, we identify various roles which individuals in the network play. Importantly, those with leadership roles are all highly active, well connected, make few unnecessary links and play brokerage roles between others. 9/9/2010 : 12:00 : Room Windsor 1.05 Code:SED8 Simulating Job Preference Effects on U.S. Army Officer Attrition Patrick Driscoll U.S. Military Academy Inspired by a shortage of field grade officers that is causing operational force manning issues, this ongoing study explores the effects on attrition patterns if US Army officers are allowed to compete for preferred jobs throughout their career. Bridging two competing theories of job satisfaction under a utility maximization assumption, we constructed a discrete event simulation based on a simple

categorization of all officer positions as comprised of three elements: visibility, perceived quality, and level of stress. Initial results suggest a policy change in both career management and incentive practices might be warranted. 9/9/2010 : 12:30 : Room Windsor 1.05 Code:SED9 Identifying efficient investments in protection and security measures: Recent advances in protection modelling. Maria Scaparra A crucial issue in today's distribution, supply and emergency response systems is to guarantee continuity and efficiency in service provision in the face of a variety of potential disruptions. Planning against possible disruptive acts of nature or sabotage is an enormous financial and logistical challenge, especially if one considers the scale and complexity of today's logistic systems. Since it is generally impractical to secure all assets, it is important to optimize the protection of key system components. In this talk, we present an overview of protection planning models for improving the reliability of infrastructure systems. We then present some recent optimization models for identifying efficient investments in protection and security measures. These models incorporate a variety of different issues such as: correlation of disruptive events and disaster propagation effects; capacity restrictions; stochastic aspects such as random numbers of possible losses and component-specific failure probabilities; resiliency aspects such as recovery times of the interdicted facilities and disruption frequency. Finally, we discuss recent results associated with current research on system reliability and resiliency and conclude with a summary which highlights possible future research directions.

Simulation

Organisers: Kathryn Hoad and David Lowe

7/9/2010 : 11:30 : Room Windsor 1.04 Code:SIM1 Modelling Service Operations: A Mixed Discrete-Event and Agent Based Simulation Approach Stewart Robinson Warwick Business School Discrete-event simulation, which has grown out of modelling manufacturing systems, has increasingly been applied in the service sector. The approach, however, is not always appropriate for modelling service operations. In particular, it cannot help with detailed decisions about the layout of service operations in which the customers are present, such as retail outlets and airports. A mixed discrete-event and agent based simulation approach is proposed for modelling such systems. The approach is demonstrated through a simple model of a coffee shop. Extensions to the approach are discussed. 7/9/2010 : 12:00 : Room Windsor 1.04 Code:SIM2 Combining OR techniques to optimise a manufacturing process James Watson, Ian Cross*, John Albiston** *Corus Strip UK, **Corus Discrete event simulation has been used for many years within Corus Strip Products. In an attempt to add value beyond the ‘what-if’ scenario investigations, several Operational Research techniques have been combined. This paper discusses the application of experimental design to discrete event simulation modelling with data mining being employed to interpret the stochastic solution space. The method is applied to part of the strip steel production process. Initial results of the simulated experimental design are used to develop a MetaModel that allows a higher resolution solution space to be populated. This more complete dataset is then analysed using various data mining tools, providing added insight into the manufacturing process. In this way greater use is made of the DES, and the analysis is presented in a way that process specialists and manufacturing managers can easily visualise and interpret the results. This enables decisions to be quickly made on how to optimise the process while accounting for practical limitations due to product mix, equipment service-life variability and other line constraints. 7/9/2010 : 13:30 : Room Windsor 1.04 Code:SIM4 TUTORIAL - The PartiSim framework for simulation modelling in health care Antuela A. Tako*, Kathy Kotiadis**, Christos Vasilakis*** *Loughborough University, **University of Warwick, ***UCL The PartiSim approach sets out a framework and accompanying tools for developing models and simulation studies in health care with the active involvement of the project stakeholders. Despite the large number of health care simulation studies reported in the literature over the last 40 years, only a

handful of those have reported on successful implementation of the study findings or their impact on policy. Authors reporting this lack of implementation also provide advice to analysts with one notably common theme: to involve and gain the commitment of the users (healthcare administrators and clinicians). So far studies in health care have not usually engaged stakeholders in a structured and participative way during the discrete-event simulation (DES) modelling process. Other OR techniques developed so far, that involve stakeholders in the modelling process are facilitated problem structuring (Soft OR methods), Group Model Building (facilitated system dynamics) and facilitated Decision Analysis (multiple criteria decision analysis). While system dynamics is an alternative simulation technique to DES, the facilitation process followed and tools used in Group Model Building (GMB) are not readily transferrable to a DES study. We propose a participative modelling approach and framework for use in DES studies, called PartiSim. The stages and tools set out in the PartiSim framework can be chosen in a ‘pick and mix’ fashion, depending on project settings, stakeholder team or modelling skills available. In this tutorial the PartiSim framework and tools will be explained and a demonstration will be provided using examples drawn from our experience. 7/9/2010 : 14:30 : Room Windsor 1.04 Code:SIM3 GAMOV - Towards a Data and Function Driven Modelling Environment for Defence Paul Glover Dstl This presentation describes the conceptual approach and de-risking conducted to date in order to produce a modelling environment to make better use of meta-models. The aim is to easily enable the mixing of meta-models, the key benefits of which are perceived to be a more rapid analytical process producing more thorough going understanding of the associated sensitivity space. The key risk still to be addressed is that of 'fit for purpose' validation. 8/9/2010 : 09:00 : Room Windsor 1.04 Code:SIM5 Scaling up Public use of Simulation via YouSIMULATE.com Mark Elder As OR people many of us have been frustrated by the wider public's lack of appreciation of what OR can do for them. This is our fault - we don't communicate the big benefits. One of the biggest benefits is the learning that OR creates about a system by providing a model that can be used to explore behaviour. How can we get the public to understand this? In the past we have tried to make free simulations available - but a big bottleneck is caused by these taking too long to use in comparison to how quickly people react when browsing the web - if it is not as easy as YouTUBE then people look elsewhere. It takes too long because they have to download and install software (that's also discouraged or impossible in business environments). So now we have created YouSIMULATE.com where people can browse and use live, interactive, simulation models directly on web pages, with no downloads or setup time or procedures. Any (SIMUL8) simulations can be uploaded and run. We have already uploaded quite a few but we are hoping many of our users will upload (non-confidential versions of) their best models to show off their work (to get themselves business and) to show the public the benefit of models in a general sense. At the time of writing YouSIMULATE.com is in its infancy, but it is already raising a number of interesting questions, to be discussed in this paper.

8/9/2010 : 09:30 : Room Windsor 1.04 Code:SIM6 Transfer of learning from a simulation study to new decision making situations. Thomas Monks, Stewart Robinson, Kathy Kotiadis Warwick Business School What are the benefits of involving decision makers in simulation model development? Do decision makers learn more about their problem if they are involved in model development than if they had been excluded? Sixty four undergraduate participants were individually involved in one of three experimental conditions: development of an A&E simulation model and its subsequent use; development of the same model, but with less time for model use; or reuse of the model as it had already been developed. Participants of each condition were then allowed to run the model, change variables and review results in an attempt to improve the performance of the system. Transfer of concepts learnt from the simulation model to eight analogous decision making scenarios along with the confidence participants placed in their reasoning were measured. Model development and use resulted in the highest transfer success; development when followed by limited model use and when the model was reused provided the same level of transfer success. However, participants who were involved in development with limited model use were overconfident in their decision making ability. I.e. they made a large number of incorrect decisions in the transfer scenarios with a high degree of confidence. These results are considered with respect to two factors: simulation studies where time and budget is short and how the mental model of a decision maker can affect their first impressions of simulation results. Limitations of the approach are discussed. 8/9/2010 : 10:00 : Room Windsor 1.04 Code:SIM7 An empirical comparison of Discrete Event Simulation and System Dynamics modelling. Antuela A. Tako*, Stewart Robinson** *Loughborough University, **Warwick University This paper presents an empirical study comparing the model development process followed by experts in Discrete-Event Simulation (DES) and System Dynamics (SD). In order to establish the differences in the model building process, we look at the attention modellers pay to different modelling stages, the sequence of modelling stages followed and the pattern of iterations. Verbal Protocol Analysis (VPA) is used to study the modelling process followed by ten expert modellers (5 SD and 5 DES). Experts from each field are asked to build simulation models based on a prison population case study and to think aloud while modelling. The generated verbal protocols are divided into 7 modelling topics: problem structuring, conceptual modelling, data inputs, model coding, validation & verification, results & experimentation and implementation and then analyzed. Our results suggest that all modellers switch between modelling topics, however DES modellers follow a more linear progression. DES modellers focus significantly more on model coding and verification & validation, whereas SD modellers on conceptual modelling. The contribution of this study lies in that it provides empirical evidence on the comparison of the DES and SD model development process. Its underlying aim is to bring closer the two fields of simulation, with a view to creating a common basis of understanding.

Stochastic Optimisation

Organiser: Stein Wallace

9/9/2010 : 10:00 : Room Arts Lecture Theatre 3 Code:SOP2 Keynote - Challenges in stochastic programming Stein Wallace Lancaster University The purpose of this talk is to present challenges in stochastic programming, with a particular focus on modelling and applications. 9/9/2010 : 11:30 : Room Arts Lecture Theatre 3 Code:SOP1 Start-up manufacturing firm survival: Decisions and factors behind the scene Kuangyi Liu*, Thomas Archibald** *Warwick Business School, **The University of Edinburgh, Business School Start-up firms play a very important role to a nation’s economy. However, statistics show that a large percentage of start-ups fail within the first three years of foundation. The lack of initial financial resource, together with managerial decisions, is one of the crucial factors that lead to the short life of start-up firms. This paper models the survival of start-up manufacturing firms and their operational decisions. Instead of general empirical research, we look into how firms’ objectives, and various other conditions such as lead times, backorders, demand distribution and solvency checks, would affect start-ups’ performance. Firms are considered bankrupt when they run out of working capital at a solvency check. Start-up firms concerned about survival are generally risk-averse compared to those who target profit. The choice of the niche market has a distinctive impact on their capability to generate profit and therefore, to survive. Solvency check regulations also affect survival and can be tailored to each firm in respect of their profitability and managerial attitude. The scenarios are modelled using Markov decision processes. 9/9/2010 : 12:00 : Room Arts Lecture Theatre 3 Code:SOP3 A Distributionally Robust Multi-Dimensional Newsboy Problem with Bimodal Dependent Distributions Daniel Kuhn*, Stein Wallace**, Steve Zymler* *Imperial College London, **Lancaster University We consider a distributionally robust multi-product newsboy problem with a Conditional Value-at-Risk (CVaR) objective. The demand for the products depends on a binary state variable: the state determines which subset of products become fashionable and are therefore in high demand. The state follows a Bernoulli distribution, while the conditional distribution of the demand given the state is uncertain in the sense that only its first- and second-order moments are known. The optimization

model takes into consideration all the probability distributions that are compatible with this information and minimizes the CVaR with respect to the worst-case distribution. We analyze the structure of the optimal product portfolios in the context of a fashion production example.

Systems Thinking

Organisers: Jennifer Wilby and Andrea Lewingdon

Jennifer Wilby Andrea Lewingdon

8/9/2010 : 09:00 : Room Windsor 1.03 Code:SYT4 Exploring the Systemic Principles of Operational Research Jennifer Wilby University of Hull One form of critique of a systems methodology, from a critical systems perspective, would involve classifying that methodology within a framework or category of interventions for which it is deemed most appropriate: i.e. fitting the methodology into a framework of methodologies such as those previously used by, for example, Jackson and Keys (1984), Midgley (2000), or Mingers and Gill (1997). However, another approach proposed in this paper is to view the use of these methodologies in practice from the perspective of revealing how underlying principles of systems science are incorporated into their theory and practice, a form of critique initially proposed in Total Systems Intervention (Flood, 1995), and how those principles contribute to the success or failure of a systemic intervention. These principles, to be investigated in this paper, are only a subset of those underpinning a systemic, intentionally holistic intervention. In the 1940s – 1960s, researchers named these principles as isomorphies (von Bertalanffy, 1955, 1968) and used the investigation of these principles, e.g. emergence, boundaries, scale, variety, to underpin the foundation of a new research group, the Society for General Systems Research (SGSR, 1955) for the exploration of their new research agenda: General System Theory (GST). In this presentation, OR in theory and practice is investigated using the principles/isomorphies of GST, and a sample of these concepts (or isomorphies), will be explored for OR. 8/9/2010 : 09:30 : Room Windsor 1.03 Code:SYT6 A critical systems approach to improve a collaborative learning process Ricardo Barros, Luis Pinzón Universidad de los Andes, Bogotá, Colombia In the last decades, learning process has been analyzed from several theoretical and methodological approaches. Besides, the inclusion of information and communication technologies to support collaborative learning has increased the complexity of learning process. This complexity leads to looking for new alternatives to understand and improve collaborative learning process by using a pluralistic and critical perspective. This critical perspective allows uncover the theoretical and methodological underpinnings that support the theories and practices used in learning process. This paper presents a case study of a computer-supported collaborative learning (CSCL) project. During the last two years, 120 primary school students have been interacted in this CSCL to discuss mathematical problem and improve their mathematical problem solving skills. Taking advantage of critical systems

approach, several theoretical approaches and multiple methodologies are used to understand and improve this collaborative learning process. 8/9/2010 : 10:00 : Room Windsor 1.03 Code:SYT7 Systems thinking in education management: feedback provision and its impact on technology-mediated teaching Rosane Pagano*, Alberto Paucar-Caceres** *Manchester Metropolitan University Business School, **Manchester Metropolitan University This paper proposes a systemic view of education management by evaluating the exploitation of classroom response technology (CRT) for pedagogical purposes in formative assessment. The process of assessment and feedback in higher education can be complex. Systems thinking provides an adequate holistic perspective to evaluate this process. We propose a model of feedback provision that uses causal loops (a reinforcing loop and a balancing loop) to express the core elements and dynamics of the education management system. The systemic view of feedback provision proposed here has as its overall output the rate of student completion. The three constraints on feedback provision: (i) compact block release; (ii) large student cohort; and (iii) wide student diversity, have an important part to play in determining the system output, as in reducing student completion rate. To balance the dynamics effects between these variables, we propose an intervention using CRT, which we argue can feasibly improve timing, frequency, and locus of the feedback. This reduces the gap in student understanding, enhances participation and thus increases student completion. A pilot trial on the application of classroom response technology was conducted at Manchester Metropolitan University Business School. Overall, students felt that the pedagogical exploitation of this technology enhanced their understanding. We argue that CRT has the functionalities necessary to address the simultaneous requirements of timing, frequency, and locus for quality feedback, when feedback provision is subject to tight concurrent constraints such as the compact release of modules, large numbers of students, and great variety of student background. 9/9/2010 : 09:30 : Room Windsor 1.03 Code:SYT5 KEYNOTE - Reframing the strategic development process: Insights from OR and Systems Amanda Gregory Centre for Systems Studies, Hull University Business School The dominant discourse on strategic planning is influenced by the cybernetic control paradigm which views the organization as being capable of imagining different futures, evaluating and making choices between those futures, and taking actions to realise its most desired future state. In recognition that the term strategic planning had become ‘debased’, Dyson, Bryant, Morecroft and O’Brien (2007) propose the term ‘strategic development process’ to refer to “the management processes that inform, shape and support the strategic decisions confronting an organisation.” (p. 4). Dyson et al. outline a process (setting direction, creating strategic initiative, rehearsing strategy, and evaluating performance) that serves to clarify how Operational Research (OR) techniques can support strategic development. In terms of this paper, Dyson et al.’s work is important in recognizing that the traditional view of strategy development is in some ways deficient but these deficiencies can be compensated for through the inclusion of OR techniques. In this paper we will look beyond OR to the systems discipline in asking ‘what can systems thinking offer to support the strategic development process?’

9/9/2010 : 10:30 : Room Windsor 1.03 Code:SYT2 Systems thinking in local government Paul Summers Department of Strategy & Business Systems Local Government throughout the United Kingdom are looking to ways of delivering services more efficiently attempting to provide more with less. This has led a significant number to consider systems thinking approaches and in particular that offered by Vanguard Consulting Ltd., known as the Vanguard® method. The Vanguard® method is based on Deming (1982) Out of the Crisis, Ohno (1992) Toyota Production System: Beyond large scale production and Ackoff (1987) The art of problem solving and a number of case studies have been published reviewing its usage. This article critiques the Vanguard® method, reviewing the case studies, discussions on various online fora and drawing on the author’s observations of the impact of Vanguard® within a unitary local authority. The case studies are from a number of local authorities of various sizes and provide a number of research opportunities which the author is intending to explore. The article identifies the relationship with crowd psychology and considers the impact of the Vanguard® method upon staff working with the method and others who are affected by the outcomes. There is also a consideration of the impact of public administration within the local government sector in the UK. This article identifies some initial findings and gives an insight into possibilities for more detailed research. It also explores briefly how the Vanguard® method may be built upon to improve in areas such as sustainability and reactive thinking. 9/9/2010 : 11:30 : Room Windsor 1.03 Code:SYT3 Collaborations in Information Systems: The Role of Boundary Spanning Jose-Rodrigo Cordoba-Pachon, Alberto Paucar-Caceres Manchester Metropolitan University Information-systems (IS) has become a 'broad church' that includes academics and practitioners in several areas of theory and application. Collaborations among them are hailed as a wealthy sign in the discipline that could show the relevance of IS concepts, approaches and methods in practice. It is not clear yet though how collaborations are really contributing to firm up or maintain the boundaries of IS as a relevant discipline. This paper aims to assess the extent to which collaborations in information systems have contributed / could contribute to the development of the IS field if not of IS as a discipline. We contextualise the notion of boundary spanning within the dynamics of disciplines, and analyse with it collaborations as reported in journal articles in the period between 2000 and 2008. We draw some implications from our analysis for the future development of IS collaborations. 9/9/2010 : 12:00 : Room Windsor 1.03 Code:SYT1 Systems Thinking in Capability Management for Defence Andrea Lewingdon Dstl In order to better respond to changes in threat and increasing global instability, a top-down systems approach to Defence Acquisition is being implemented by the UK Ministry of Defence in the form of a concept known as Through-Life Capability Management. This is an approach to the acquisition and in-service management of military capability that translates the requirements of Defence Policy into an approved programme through coherent planning and delivery across all Defence Lines of Development from cradle to grave, thus enhancing the UK’s ability to do more with less money and with less notice.

Transport

Organiser: Georgie Mellor

9/9/2010 : 09:30 : Room Windsor 0.02 Code:TRN1 Modelling traffic flow on highways: A Hybrid approach Salissou Moutari Queen's University Belfast During the last few decades, the unquestionable growth of traffic density has led to the development of various traffic management models, which aim to increase the operational efficiency and capability of transportation systems. One of the major operational issues when developing a transportation management system lies in the selection of the appropriate methodological approach with respect to several decisions, such as the selection of the type of input and output data as well as the qualitative representation and the computational power of the model. Despite the considerable effort in the area, there is still not an approach which, per se, models effectively the various dynamically evolving features of traffic in road networks. The present work addresses this issue by introducing a new hybrid approach which combines the complementary features and capabilities of both continuum mathematical models and knowledge-based models in order to simulate effectively traffic flow on highways. The main advantage of this new hybrid approach is not only its ability to provide a trade-off between accuracy and computational complexity, but also is its overall performance and robustness in modelling traffic flow on highways. Furthermore, such a hybrid approach enables to exploit both space and time correlation of traffic flow on highways. In order to show remarkable insights of the new hybrid approach, some experiments have been carried out on some road sections from the South-east of England road network. 9/9/2010 : 10:00 : Room Windsor 0.02 Code:TRN2 Using Multi-Actor Multi-Criteria Analysis (MAMCA) to find optimal stimuli for the purchase of environmentally friendly vehicles. Kenneth Lebeau, Laurence Turcksin, Cathy Macharis Vrije Universiteit Brussel In this paper, the multi-actor multi-criteria analysis (MAMCA) methodology is used to examine how governments in EU Member States can stimulate consumers in buying environmentally friendly vehicles using car taxation policies. Four commonly used taxation policies are evaluated: tax reductions for vehicles with alternative fuel systems (hybrids, electric vehicles, LPG, CNG, biofuels...), incentives based on the level of CO2 emission, financial incentives for vehicles equipped with a particulate matter filter and finally scrapping premiums for customers who replace their vehicle with a more environmentally friendly one. These common trends are evaluated on the basis of 4 criteria: the economic impact, the environmental impact, the social impact and the level of transparency. Thanks to the MAMCA approach, the point of view of 5 different stakeholder groups is taken into account. These stakeholders

include the users, the government, non-governmental organizations, experts from the automotive industry and specialized academic researchers. The results of this analysis show that scrapping premiums are considered the best option in the attempt to green the car fleet, as it replaces old and polluting vehicles with environmentally friendly types. Next up are the incentives for alternative fuel systems, followed by the CO2 emission based incentives and the particulate matter based incentives. 9/9/2010 : 10:30 : Room Windsor 0.02 Code:TRN3 Evaluation of biofuel introduction scenarios using the Multi-Actor-Multi-Criteria analysis Laurence Turcksin, Kenneth Lebeau, Cathy Macharis VUB The Multi-Actor-Multi-Criteria Analysis (MAMCA) is a methodology to evaluate different policy measures whereby different stakeholders’ opinions are explicitly taken into account. This paper describes the MAMCA methodology and how it has been used in the case of biofuel introduction in Belgium. Five market introduction scenarios for biofuels are evaluated: base scenario with 0% biofuels, biodiesel scenario with focus on B10 (low blend), bio-ethanol scenario with focus on E85 (high blend), bio-methane scenario (biogas) and BTL scenario (2nd generation biofuel). As biofuels refer to environmental, energy, agricultural, political, legal and fiscal aspects at the same time, it is very complicated to deal with these sectors in order to satisfy all stakeholders on the implementation of biofuels. Thanks to the MAMCA methodology, the points of view of various stakeholder groups can be taken into consideration. The stakeholder groups that are incorporated in this decision making process are the feedstock producers, biofuel producers, fuel distributors, end users, vehicle manufacturers, government and NGOs. As such, the MAMCA approach is able to support the decision maker in his final decision as the inclusion of the stakeholders’ different points of view leads to a general prioritization of the proposed policy measures.

Author's contact information

This table gives telephone and e-mail contacts for those authors who have provided this information A. Lukas, Cormac cormac.lucas@brunel.ac.uk Ackermann, Fran 01415483610 fran.ackermann@strath.ac.ukAcosta, Ezequiel ezequiel.acosta@ecopetrol.com.coAdeyemi, Shola sholadeyemi2003@yahoo.comAgarwal, Yogesh 91-522-273-6669 yka@iiml.ac.in Aguarón, Juan aguaron@unizar.es Ahwere-Bafo, John 01784442220 J.Ahwere-Bafo@rhul.ac.uk Akartunali, Kerem 0141 548 4542 kerem.akartunali@strath.ac.ukAlaykiran, Kemal kalaykiran@gazi.edu.tr Alaykiran, Kemal kalaykiran@yahoo.com Albiston, John 01639 871111 john.albiston@corusgroup.comAltiparmak, Fulya +(312)231 74 00 / 2856 fulyaal@gazi.edu.tr Altuzarra, Alfredo altuzarr@unizar.es Amatatsu, Hirofumi amatatsu@mint.ocn.ne.jp Andrade, German gia@ad.uniandes.edu.co Andrade, German gia@adm.uniandes.edu.co Andrade-Campos, António gilac@ua.pt Andre, Stéphane stephane.andre@dauphine.frAneja, Yash 519-972-8485 aneja@uwindsor.ca Angun, Ebru ebru.angun@gmail.com Archibald, Thomas 0131 650 4604 T.Archibald@ed.ac.uk Arica, Emrah emrah.arica@sintef.no Asadzadeh, Seyyed Mohammad smasadzadeh@ut.ac.ir Ascarya, Ascarya ascarya@bi.go.id Assimakopoulos, Vassilios vassim@epu.ntua.gr Assimakopoulos, Vassilios vassim@fsu.gr Auguste, Merle 01784437948 m.s.c.auguste@rhul.ac.uk Azadeh, Ali +98-21-88967810 aazadeh@ut.ac.ir Azizi, Majid 00989123613121 mazizi@ut.ac.ir Baesens, Bart Bart.Baesens@econ.kuleuven.ac.beBaesens, Bart bart.baesens@econ.kuleven.beBarcus, Ana 02087891775 A.Barcus@LSE.ac.uk Barros, Ricardo r-barros@uniandes.edu.co Bartlett, Lisa 01509 227276 l.m.bartlett@lboro.ac.uk Bastings, Ingrid 31703740642 ingrid.bastings@tno.nl Beauchamp-Akatova, Elena e.beauchamp@tudelft.nl Bell, Dr Simon s.g.bell@open.ac.uk Bell, Gary 0207 815 7498 bellgaa@lsbu.ac.uk Bell, Simon +44 (0)1953 604594 s.g.bell@open.ac.uk Bennett, Hayley 029 2033 3805 hayley.bennett@capita.co.ukBernardini, Annalia +32 (0)2 629 23 62 annalia.bernardini@vub.ac.beBernroider, Edward 01784276400 Edward.Bernroider@rhul.ac.ukBerrah, Lamia lamia.berrah@univ-savoie.fr

Berry, Lester mark.roper@ba.com Beullens, Patrick 023 9284 6357 patrick.beullens@port.ac.uk Bohoris, George +30 210 4142253 bohori@unipi.gr Bone, Rosemarie rosebone@terra.com.br Booth, Rupert Rupert.Booth03@phd.wbs.ac.ukBoujelben, Mohamed Ayman ayman_boujelben@yahoo.fr Brailsford, Sally 023 8059 3567 s.c.brailsford@soton.ac.uk Branke, Juergen 02476575816 juergen.branke@wbs.ac.uk Bruno, Giuseppe 00 39 (0)825 35187 giubruno@unina.it Bucher, David d.bucher@lancaster.ac.uk Burke, Edmund K +44 (0)115 951 4206 ekb@cs.nott.ac.uk Burton, Brian 020 3334 5553 brian.burton@justice.gsi.gov.ukC. Madan, Kailash kailash@ahliauniversity.edu.bhCabrales, Sergio s-cabral@uniandes.edu.co Calvete, Herminia I. herminia@unizar.es Carvalho, Luciano luciano_jorge@ibest.com.br Castillo, Mario mcastill@uniandes.edu.co Cavuslar, Gizem gizemc@sabanciuniv.edu Cebeci, Ufuk 905324321300 cebeciu@itu.edu.tr Cegarra-Navarro, Juan-Gabriel +34 968325788 Juan.Cegarra@upct.es Chabchoub, Habib (+216) 22020400 habib.chabchoub@fsegs.rnu.tnChaussalet, Thierry chausst@wmin.ac.uk Chen, Jingxian jxchenms@163.com Chen, Lei +1-860- 486-3022 lei.chen@uconn.edu Chen, Xi x.chen3@lancaster.ac.uk Chikhaoui, Ahmed + 213 7 72 86 03 82 ah_chikhaoui@yahoo.fr Chung, Chia-Shin * c.chung@csuohio.edu Clivillé, Vincent 33 450 096 585 vincent.cliville@univ-savoie.frColes-Kemp, Lizzie Lizzie.Coles-Kemp@rhul.ac.ukContini, Rina Manuela rm.contini@unich.it Cordoba-Pachon, Jose-Rodrigo 01784276401 j.r.cordoba-pachon@rhul.ac.ukCornejo, Karina Karydetacna@hotmail.com Cortina, Ileana ip.cortina21@uniandes.edu.coÇoruhlu, Alptekýn a_coruhlu@yahoo.com Costa, Roberta 00390672597799 costa@disp.uniroma2.it Cross, Ian ian.j.cross@corusgroup.com Curran, Richard r.curran@tudelft.nl Da Silva, David 01959897067 david_da_silva@hotmail.comDarwin, John j.a.darwin@shu.ac.uk De Smet, Yves yves.de.smet@ulb.ac.be De Weerdt, Jochen Jochen.DeWeerdt@econ.kuleuven.beDe Zeeuw, Gerard zeeuw@science.uva.nl Dehghan Krooki, Rafat rdehghan6@yahoo.com Dejaeger, Karel +32 16 326887 karel.dejaeger@econ.kuleuven.beDenguir, Afef afef.denguir@lsis.org Desai, Mitul 07793587044 msd102@soton.ac.uk Dinsdale, Chris c.dinsdale@shu.ac.uk

Dobson, Andrew 0208 671 6085 AndrewEDobson@aol.com Dowsland, Kath 01792368413 k.a.dowsland@btconnect.comDriscoll, Patrick 845-938-6587 patrick.driscoll@usma.edu Dubi, Arie spar@bgu.ac.il Dux, Felix 023 9225 9930 felix@polarisconsulting.co.ukDux, Felix 023 9225 9930 FelixDux@polarisconsulting.co.ukDytczak, Miros³aw mdytczak@gmail.com Dytczak, Miroslaw mdytczak@gmail.com Ebrahimian, Hossein +989122189554 ebrahimian@modares.ac.ir Eden, Colin c.eden@strath.ac.uk Eden, Colin colin.eden@strath.ac.uk Edleston, Oliver o.s.s.t.edleston@lboro.ac.uk Eglese, Richard r.eglese@lancaster.ac.uk Elder, Mark 0141 552 6888 mark.e@simul8.com Endean, Rebecca mark.roper@ba.com Eng, Choo choo@sfu.ca Escobar, Maria Teresa +34 976 76 10 00 ext. 4674 mescobar@unizar.es Espinosa, Angela 44-1482-463814 a.espinosa@hull.ac.uk Espinosa, Angela a.espinosa@hull.co.uk Faezipour, Mehdi mfaezi@ut.ac.ir Faulín, Javier javier.faulin@unavarra.es Fawcett, Tom tom.fawcett@gmail.com Feng, Junwen fengjunwen8@hotmail.com Ferrer, Laia +34 934016579 laia.ferrer@upc.edu Feyzioglu, Orhan ofeyzioglu@gsu.edu.tr Finlayson, Alexander 07803703001 a.finlayson@tees.ac.uk Fisk, David d.fisk@imperial.ac.uk Fleischer, Alex (33) 149082978 afleischer@fr.ibm.com Flynn, James j.flynn@csuohio.edu Forss, Teppo teppo.forss@yhkodit.fi Franco, Alberto 024 7652 4691 alberto.franco@wbs.ac.uk Frangos, Panos * Panos.Frangos@sellafieldsites.comFrikha, Ahmed ahmed.frikha@isgis.rnu.tn Fryer, Matt mark.roper@ba.com Gale, Carmen 0034976762623 cgale@unizar.es Gallien, Jeremie jgallien@mit.edu Gallien, Jérémie jgallien@lbs.edu Garcia-Lorenzo, Lucia l.garcia@lse.ac.uk Garfí, Marianna marianna.garfi@gmail.com Genovese, Andrea a.genovese@shef.ac.uk Ghaderi, Seyed Farid ghaderi@ut.ac.ir Gillard, Jonathan gillardjw@cf.ac.uk Ginda, Grzegorz gginda@gmail.com Ginn, Claire * claire.ginn@dh.gsi.gov.uk Giordano, Silvia silvia.giordano@polito.it Glover, Paul 02380 613737 peglover@dstl.gov.uk Granados, Nancy nj.granados47@uniandes.edu.co

Gregory, Amanda 01482 463204 a.j.gregory@hull.ac.uk Griffiths, Jeff. 029 2087 4199 griffiths@cardiff.ac.uk Gripton, David msb09dg@mail.wbs.ac.uk Guimarans, Daniel Daniel.Guimarans@uab.cat Güner, Ertan erguner@gazi.edu.tr Gunnerud, Vidar Guo, Qiang raymondguohot@163.com Hall, Christopher 023 9243 2804 CMHALL@DSTL.GOV.UK Hamid, Faiz 919984072476 faiz@iiml.ac.in Hammond, Kate 01732 522088 kihammond@talktalk.net Harper, Paul 029 2087 6841 harper@cardiff.ac.uk Hasani Farmand, Seyed Amir Hooman

farmand@mapna.com

Hayez, Quantin qhayez@ulb.ac.be Haynes, Christopher (02392) 53 7246 CEHAYNES@dstl.gov.uk Heesmans, Sanne 0031-70-3740525 Sanne.Heesmans@tno.nl Herrero, Rosa (+34) 93 581 47 99 Rosa.Herrero@uab.cat Herron, Rebecca 01522 886429 rherron@lincoln.ac.uk Holborn, Penny holbornpl@cf.ac.uk Holt, John 02392 53 2092 jholt@dstl.gov.uk Huaulme, Maud +33243535076 maud.huaulme@univ-rennes1.frHughes, Simon 01925 834177 simon.d.hughes@sellafieldsites.comHughes, Zoe zoe.hughes@corusgroup.comIshizaka, Alessio 02392 844171 Alessio.Ishizaka@port.ac.uk Jackson, Jennifer 01522 886115 jjackson@lincoln.ac.uk Jahnke, Hermann +495211063927 hjahnke@wiwi.uni-bielefeld.deJashapara, Ashok +44 (0) 1784 443488 Ashok.Jashapara@rhul.ac.ukJavaheri, Zahra javaheri.zahra@mapnaturbine.comJenkins, Barbara 0161 6094033 jenkinsb@kssg.com Jiménez, Antonio +34 913367438 ajimenez@fi.upm.es Juan, Ángel A. ajuanp@uoc.edu Kadenko, Sergey sergeykadenko@mail.ru Karaoglan, Ismail ikaraoglan@gazi.edu.tr Kaspar, Ralf +49-541-969-2595 ralf.kaspar@uni-osnabrueck.deKastanoulia, Michaela 00302107723637 mkastanoulia@fsu.gr Kaufman, Ruth ruth.kaufman@btinternet.comKayasan, Oskar (+44) 207 9533709 oskarkay@gmail.com Keane, John jak@cs.man.ac.uk Kern, Mathias 07840 896065 mathias.kern@bt.com Khalaf, Rehab 66013912 rihabfadil@gmail.com Khandelwal, Ankit ankit.khandelwal@iitdalumni.comKinra, Aseem aki.om@cbs.dk Knight, Vincent * KnightVA@cardiff.ac.uk Knight, Vincent (+44) 29 2087 5548 knightva@cf.ac.uk Koenig, Matthias m.koenig@lancaster.ac.uk Kolak, Orhan Ilker oikolak@gsu.edu.tr Komenda, Izabela 02920 874827 komendai@cardiff.ac.uk Kong, Guilan Guilan.Kong@postgrad.mbs.ac.uk

Konstantinidou, Christina 00302108048572 ckonstantinidou@fsu.gr Kop, Yeþim yesim.kop@gmail.com Kostagiolas, Petros +30 26610 87402 pkostagiolas@ionio.gr Kotiadis, Katholiki 02476 524275 kathy.kotiadis@wbs.ac.uk Kotiadis, Kathy kathy.kotiadis@wbs.ac.uk Kristjansson, Bjarni * bjarni@maximalsoftware.comKristoffersen, Trine trkr@risoe.dtu.dk Kuhn, Daniel dkuhn@doc.ic.ac.uk Lawrance Amaldass, Nareyus Immanual

07834602313 nareyus22@gmail.com

Lebeau, Kenneth Kenneth.Lebeau@vub.ac.be Lebeau, Kenneth klebeau@vub.ac.be Leite-Rocha, Pedro plr@cs.nott.ac.uk Lesmes, Diana (57) (1) 3394949 Ext. 3857 d-lesmes@uniandes.edu.co Lewingdon, Andrea 02392-537898 alewingdon@dstl.gov.uk Lewis, Rhyd LewisR9@cardiff.ac.uk Lewis, Rhyd lewisr9@cf.ac.uk Li, Xiangyong 1-519-253-3000 (ext. 4559 lixiangyong@163.com Li, Xiaosong big-panda22@sohu.com Liang, Liang wgh@ustc.edu.cn Lidouh, Karim +3226505022 klidouh@ulb.ac.be Liguigli, Ersilia ersilia.liguigli@polito.it Listes, Ovidiu ovidiu.listes@aimms.com Litsa, Akrivi akrivilitsa@yahoo.gr Litsiou, Konstantia klitsiou@gmail.com Liu, Kuangyi +44(0)24 7652 2458 Kuangyi.Liu@wbs.ac.uk Lobo, Victor vlobo@isegi.unl.pt Lombardi, Patrizia patrizia.lombardi@polito.it Lopez, Manuel malopez@ual.es Lord, Stephanie 07515883457 smlord@mail.dstl.gov.uk Loterman, Gert gert.loterman@ugent.be Lucas, Cormac A Cormac.Lucas@brunel.ac.uk Macharis, Cathy cathy.macharis@vub.ac.be Macharis, Cathy ++ 2 629 22 86 cjmachar@vub.ac.be Mahmoudi, Shahram Mahmoudi@mapna.com Mahmoudzadeh, Morteza mrtzmahmood@gmail.com Makridakis, Spyridon spyros.makridakis@insead.eduManton, Nick nick.manton2@homeoffice.gsi.gov.ukMareschal, Bertrand +3226505884 bmaresc@ulb.ac.be Marshall, Sarah sarah.marshall@ed.ac.uk Martens, David david.martens@econ.kuleuven.beMartins, Paulo triunfante.martins@hotmail.comMasood, Adnan 6265131665 adnan@nova.edu Matarazzo, Serenella serenella.mararazzo@studenti.unina.itMateos, Alfonso +34 913367438 amateos@fi.upm.es Matta, Sara sara.matta@sellafieldsites.comMaturo, Antonio amaturo@unich.it

Mauris, Gilles gilles.mauris@univ-savoie.fr Mayon-White, William W.Mayon-White@lse.ac.uk McCaffrey, David 0161 609 4058 McCaffreyD@kssg.com McEwan, Phil 029 2033 3805 phil.mcewan@capita.co.uk McKiernan, Peter peter100@st-andrews.ac.uk McKinnon, Ken Meade, Nigel 02075949116 n.meade@imperial.ac.uk Meissner, Joern 01524 592911 jm531@columbia.edu Meissner, Joern x joe@meiss.com Meissner, Joern jorn.meisner@lancaster.ac.ukMelling, Alec 0114 2252821 a.melling@shu.ac.uk Mena, Maria Pia mmena@ing.uchile.cl Metanov, Ivan ivan.metanov@hanken.fi Mikhailov, Ludmil 0161 306 3361 ludi.mikhailov@manchester.ac.ukMinchenko, Leonid leonidm@insoftgroup.com Minnaert, Bart Bart.Minnaert@Ugent.be Moffat, James 02392 532924 jmoffat@dstl.gov.uk Moghaddam, Mohsen m.moghaddam@ut.ac.ir Monks, Thomas tom.monks07@phd.wbs.ac.ukMontaudón-Tomas, Cynthia cynthia.montaudon@itesm.mxMontazer, Gholam Ali montazer@modares.ac.ir Montibeller, Gilberto 020 7955 6151 G.Montibeller@lse.ac.uk Moosa, Sharafali +65 68280899 sharafalim@smu.edu.sg Morecroft, John 020 7000 7000 jmorecroft@london.edu Moreno-Jiménez, José María moreno@unizar.es Morgan, Jennifer jennifer.s.morgan@strath.ac.ukMorrill, Nicola NMORRILL@mail.dstl.gov.ukMorse, Stephen +44 (0)118 3788736 s.morse@reading.ac.uk Morton, Alexander 02079556537 a.morton@lse.ac.uk Motta, Regis motta.regis@gmail.com Mould, Gillian 01786 467316 gim1@stir.ac.uk Moura, Ana +351 239 851040/9 ana.moura@ua.pt Moutari, Salissou 02890976064 s.moutari@qub.ac.uk Murcott, Andy * a.murcott@west-midlands.pnn.police.ukMuyldermans, Luc +44(0)1158467746 luc.muyldermans@nottingham.ac.ukNemery, Philippe Philippe.Nemery@port.ac.uk Newsome, Ian 01924 292118 ian.newsome@westyorkshire.pnn.police.ukNguyen, Thanh-Ha +44 1524 5 92006 n.thanh-ha@lancaster.ac.uk Nikitas, Mike +302107723637 mnikitas@central.ntua.gr Nikolopoulos, Konstantinos kostas.nikolopoulos@mbs.ac.ukNishihara, Michi +81-6-6850-5277 nishihara@econ.osaka-u.ac.jpNolas, Sevasti-Melissa s.nolas@mdx.ac.uk Novoa, Luis lu-novoa@uniandes.edu.co Nygreen, Bjorn 004773593607 bjorn.nygreen@iot.ntnu.no O'Brien, Frances +44 (0)2476 522095 Frances.O-Brien@wbs.ac.uk O'Hanley, Jesse j.ohanley@kent.ac.uk O'Brien, Frances * Frances.O-Brien@wbs.ac.uk

O'Neill, Kevin KONEILL@DSTL.GOV.UK Ochoa-Arias, Alejandro aleochoa@ula.ve Oddershede, Astrid 56-2-2310880 astrid.oddershede@usach.cl Ohayon, Karen karen.ohayon@lsis.org Oliveros, Maria-Jose mjoliver@unizar.es Oncan, Temel +905324463816 oncantem@yahoo.com Ossadnik, Wolfgang +49-541-969-2593 wolfgang.ossadnik@uni-osnabrueck.deOtotsky, Leonid leonid.ototsky@gmail.com Ounnar, Fouzia +33 4 91 05 60 10 fouzia.ounnar@lsis.org Owusu, Gilbert 01473 605462 gilbert.owusu@bt.com Özyörük, Bahar bahar@gazi.edu.tr Pagani, Roberto roberto.pagani@polito.it Pagano, Rosane r.pagano@mmu.ac.uk Panagiotopoulos, Apostolos lixap14@nottingham.ac.uk Paucar-Caceres, Alberto a.paucar@mmu.ac.uk Percy, David (0161) 295 4710 d.f.percy@salford.ac.uk Perez, Astrid asperez@ing.uchile.cl Perryman, Leigh 01633 275578 leigh.perryman@corusgroup.comPetropoulos, Fotios fotis@fsu.gr Pickburn, George 02392 537723 gapickburn@dstl.gov.uk Pigden, Tim +44 (0)1992 517100 tim.pigden@optrak.co.uk Pilkington, Alan a.pilkington@rhul.ac.uk Pinzón, Luis lpinzon@uniandes.edu.co Pourvalikhan Nokhandan, Behnaz

pourvalikhan@ut.ac.ir

Prascevic, Natasa 00 381 11 3218 519 natasa@grf.bg.ac.rs Prascevic, Zivojin 00 381 11 3218 529 zika@grf.bg.ac.rs Preece, Gary preecegr@aston.ac.uk Pujo, Patrick patrick.pujo@lsis.org R.k., Palvannan 62834168 palvannan_kannapiran@nhg.com.sgRadford, Paul 020 3334 6043 paul.radford2@justice.gsi.gov.ukRamanathan, Usha +44(0)1912273066 usha.ramanathan@northumbria.ac.ukRamos, Juan José JuanJose.Ramos@uab.cat Rand, Graham 01524 593849 g.rand@lancaster.ac.uk Ranyard, John jranyard@cix.co.uk Raven, Vivienne 0777` 942739 vivienne.raven@hmrc.gsi.gov.ukRay, Subhash 860 486 3967 subhash.ray@uconn.edu Reyes, Angela b-reyes@uniandes.edu.co Reynolds, Iain ReynoldsIT@cardiff.ac.uk Ribeiro, Eduardo eduardo.ribeiro@cade.gov.brRiera, Daniel +34 93 326 34 09 drierat@uoc.edu Robinson, Stewart stewart.robinson@warwick.ac.ukRobinson, Stewart * stewart.robinson@wbs.ac.ukRojas, Elizabeth elizabeth.rojas.levi@gmail.comRoknedin Eftekhari, Reza Reftekhari_reza@yahoo.comRoper, Mark chris.barrett@theorsociety.comRoper, Mark mark.roper@ba.com

Rouwette, Etiënne e.rouwette@fm.ru.nl Roy, Bernard +33 1 44 05 42 88 roy@lamsade.dauphine.fr Royston, Geoff 07531 125436 geoff.royston@btinternet.comSabio, Pilar pilarsabio@yahoo.es Sahin, Guvenc guvencs@sabanciuniv.edu Sahin, Mustafa mustafasahin@su.sabanciuniv.eduSaihjpal, Vibha saihjpal.vibha@gmail.com Sánchez-Polo, Maria Teresa Sanchez_polo@hotmail.com Sanja, Petrovic sxp@cs.nott.ac.uk Savio, Nicolas Nicolas.Savio@postgrad.mbs.ac.ukSaxty, Carol (02392) 53 7245 CASAXTY@dstl.gov.uk Scaparra, Maria 01227 769352 m.p.scaparra@kent.ac.uk Schuurman, Jan Gerrit jgschuurman@mac.com Seath, Ian 02476 522095 ian.seath@improvement-skills.co.ukSharp, Graham graham.sharp@theorsociety.comSheikhalishahi, Mohammad alishahi047@yahoo.com Shinmura, Shuichi shinmura@econ.seikei.ac.jp Shupo, Asaf 613 741 5871 asaf.shupo@mbna.com Siebert, Johannes 49+921-55-2817 Johannes.Siebert@uni-bayreuth.deSigaloff, Chris cs@kl.nlSimons, Dirk simons@bwl.uni-mannheim.deSiraj, Sajid 0161 306 3304 sirajs@cs.man.ac.uk Smedley, Jo 01633 432573 jo.smedley@newport.ac.uk Smith, Josie 02392 532865 jmsmith@dstl.gov.uk Smith, Peter 01904 433779 peter.smith@imperial.ac.uk Soma, Nei Yoshihiro +55-12-3947-5987/5899/5920 soma@ita.br Song, Xiang songx6@cardiff.ac.uk Song, Xiang songx6@cf.ac.uk Squires, Hazel 0114 2224470 h.pilgrim@sheffield.ac.uk Sribhashyam, Sumitra S.Sribhashyam@lse.ac.uk Stalinki, Piotr piotr_stalinski@yahoo.com Strauss, Arne 01524 593464 a.strauss@lancaster.ac.uk Strekalovskiy, Alexander +7 3952 453031 strekal@icc.ru Summers, Paul 02392679436 psummers@sky.com Suto, Janos 020 3334 4978 Janos.Suto@justice.gsi.gov.ukSyntetos, Argyrios a.syntetos@salford.ac.uk Takala, Josu jot@uwasa.fi Tako, Antuela A. 01509228219 a.takou@lboro.ac.uk Tang, Kwei k.tang@purdue.edu Tarakci, Hakan +61-3-9349-8434 h.tarakci@mbs.edu Taroun, Abdulmaten abdulmaten.taroun@postgrad.mbs.ac.ukTavakkoli-Moghaddam, Reza 00989121580480 tavakoli@ut.ac.ir Taylor, Lisa taylorla1@cardiff.ac.uk Teunter, Ruud R.H.Teunter@rug.nl Teyarachakul, Sunantha teyarachakul@essec.fr Thacker, Simon 0207 27601363 simon.thacker@cabinet-office.x.gsi.gov.ukThickins, Luke luke.thickins@dasa.mod.uk

Thomakos, Dimitrios thomakos@uop.gr Thompson, Jonathan 029 2087 5524 ThompsonJM1@cardiff.ac.ukThompson, Jonathan thompsonjm1@cf.ac.uk Tofallis, Christopher 01707285486 C.TOFALLIS@HERTS.AC.UK Toshev, Rayko raytos@uwasa.fi Tsyganok, Vitaliy +380444542137 vitaliy.tsyganok@gmail.com Turcksin, Laurence laurence.turcksin@vub.ac.beTurón, Alberto turon@unizar.es Tuzun, Dilek 905322546911 dtuzun@yeditepe.edu.tr Ueda, Tohru ueda@st.seikei.ac.jp Ulukan, Hakký Ziya zulukan@gsu.edu.tr Vaagen, Hajnalka Hajnalka.Vaagen@hiMolde.noVahl, Martha martha@cict.demon.co.uk Valdivia, Rolando 591-4-6437799 rvaldiviap@hotmail.com Vanden Berghe, Greet +32 9 265 86 10 greet.vandenberghe@kahosl.beVasilakis, Christos * c.vasilakis@ucl.ac.uk Velasco, Jorge jorge.velasco@ecopetrol.com.coVerbeke, Wouter +3216326887 wouter.verbeke@econ.kuleuven.beVilalta-Perdomo, Eliseo +52 (33) 36693000 eliseo.vilalta@itesm.mx Vincent, Ian 0207 0354536 ianandrew.vincent6@homeoffice.gsi.gov.ukWallace, Stein * Stein.W.Wallace@lancaster.ac.ukWalls, Kathryn 023 9253 2875 kwalls@dstl.gov.uk Wang, Guohua ghwang@ntu.edu.cn Warwick, Jon warwick@lsbu.ac.uk Watson, James 01639-871111(ext:4172) james.watson@corusgroup.comWedley, William 604-922-6116 wedley@sfu.ca Wijnmalen, Diederik diederik.wijnmalen@tno.nl Wilby, Jennifer 01482463010 j.wilby@hull.ac.uk Williams, Janet * williamsje@cardiff.ac.uk Williams, Julie julz_w18@hotmail.com Wills, Eduardo 5713394949 ewh@adm.uniandes.edu.co Wilson, Duncan 07540135504 d.t.wilson@durham.ac.uk Wilson, John 519-661-3494 jwilson@ivey.ca Windus, Alastair 020 7035 3352 alastair.windus@homeoffice.gsi.gov.ukWisudha, Ayleen 0207911 5000 ext 2145 wisudha@westminster.ac.ukWoodroof, Harry 0207 215 1091 harry.woodroof@bis.gsi.gov.ukWorthington, Claire 024 765 75820 claire.worthington@wbs.ac.ukWorthington, Dave 01524 593872 d.worthington@lancaster.ac.ukXiaosong, Li big-panda22@sohu.com Xu, Dong-Ling * L.Xu@mbs.ac.uk Yang, Jian-Bo 0161 306 3427 jian-bo.yang@mbs.ac.uk Yontem, Tugce tyontem@asg.com.tr Yu., Jiun-Yu +886 2 3366104 jyyu@ntu.edu.tw Yuen, Kevin Kam Fung kevinkf.yuen@gmail.com Yumanita, Diana diana_yumanita@bi.go.id Zaslavski, Alexander ajzasl@tx.technion.ac.il Zhao, Huiling hz34@kent.ac.uk Zymler, Steve sz02@doc.ic.ac.uk