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The impact of cultural differences on the success of elite labor migration—Evidence from professional soccer 文化差异对精英劳动力迁移成功的影响--来自职业足球的证据
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-08 DOI: 10.1007/s10479-024-06200-4
Joost Bosker, Marc Gürtler

The literature finds that cultural differences have a negative impact on the success of international labor migration. However, modeling cultural effects requires a variety of individual-level, firm-level and country-level data that are not sufficiently considered in the literature. Precisely, previous migration experiences are not taken into account and the culture effect is not isolated from adaptation effects that occur with any change of employer. We find that an identified culture effect is biased if such data are not considered. To take these aspects into account, we utilize soccer data with its abundance of single player information and leverage the approaches established in Operations Research to model soccer player performance. To this end, we extend a prominent mixed-effects model to fit the case of international migration and find contrary results compared to the literature: cultural differences positively affect employee value in the long term and we identify a distinct and positive culture effect in the short run for switches between industry-leading firms. Finally, we show that our results are not driven by peculiarities of soccer player data by using a reduced model without isolating general adaptation difficulties from cultural differences. In this (too) simple model, in accordance with the literature, the biased negative culture effect emerges.

文献发现,文化差异对国际劳动力迁移的成功有负面影响。然而,建立文化效应模型需要各种个人层面、公司层面和国家层面的数据,而这些数据在文献中并未得到充分考虑。确切地说,以前的移民经历没有被考虑在内,文化效应也没有从任何雇主变更所产生的适应效应中分离出来。我们发现,如果不考虑这些数据,所确定的文化效应就会出现偏差。为了考虑到这些方面,我们利用足球数据及其丰富的单个球员信息,并利用运筹学中建立的方法来模拟足球运动员的表现。为此,我们扩展了一个著名的混合效应模型,以适应国际移民的情况,并发现了与文献相反的结果:文化差异从长期来看会对员工价值产生积极影响,而在行业领先企业之间的短期转换中,我们发现了明显的积极文化效应。最后,我们使用了一个简化模型,没有将一般适应困难从文化差异中分离出来,从而证明我们的结果并非由足球运动员数据的特殊性所驱动。在这个(过于)简单的模型中,与文献一致,出现了有偏差的负文化效应。
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引用次数: 0
Relative risk aversion must be close to 1 相对风险规避必须接近 1
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-06 DOI: 10.1007/s10479-024-06193-0
Moshe Levy

Any utility function that is unbounded either from below or from above implies paradoxical behavior. However, these paradoxes may be regarded as irrelevant if they involve wealth levels that are realistically meaningless. Employing real-world constraints on wealth reveals that CRRA utility with relative risk aversion outside of the range 0.75–1.15 yields paradoxical choices that very few individuals, if any, would ever make. Thus, relative risk aversion must be close to 1, the value corresponding to log preferences. These results shed new light on the longstanding debate about the geometric-mean criterion and the argument of stocks for the long-run.

任何从下往上或从上往下都不受限制的效用函数都意味着悖论行为。然而,如果这些悖论涉及的财富水平在现实中毫无意义,那么它们就可以被视为无关紧要。利用现实世界中的财富限制条件可以发现,相对风险规避范围在 0.75-1.15 之外的 CRRA 效用会产生悖论性选择,而这种选择即使有,也是极少数人会做出的。因此,相对风险规避必须接近 1,即与对数偏好相对应的值。这些结果为长期以来关于几何平均标准和长期股票论证的争论带来了新的启示。
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引用次数: 0
Higher-order optimality conditions for nonregular multiobjective problem 非规则多目标问题的高阶最优条件
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-06 DOI: 10.1007/s10479-024-06198-9
A. S. Melo, L. B. Dos Santos, M. A. Rojas-Medar

In this paper, we present necessary and sufficient optimality conditions for multiobjective problems with equality and inequality constraints defined in Banach spaces. We focus on the nonregular case when the linear independence qualification or Mangasarian-Fromovitz constraint qualification are not satisfied at the solution of the multiobjective problem. For this case, we present new generalized p-order necessary optimality conditions of Karush–Kuhn–Tucker type. The conditions subsume the classical conditions and give new and nontrivial conditions for the nonregular case. Our results were obtained from the theory of p-regularity, introduced by Brezhneva and Tret’yakov (SIAM J Control Optim 42:729-745, 2003). Some examples are presented to illustrate the results.

本文提出了在巴拿赫空间中定义的带有相等和不相等约束的多目标问题的必要和充分最优条件。我们将重点放在非规则情况下,即多目标问题的解不满足线性独立性约束条件或 Mangasarian-Fromovitz 约束条件。针对这种情况,我们提出了新的广义 p 阶必要最优性条件(Karush-Kuhn-Tucker 类型)。这些条件包含了经典条件,并为非规则情况提供了新的非难条件。我们的结果来自 Brezhneva 和 Tret'yakov 提出的 p-regularity 理论 (SIAM J Control Optim 42:729-745, 2003)。本文列举了一些例子来说明这些结果。
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引用次数: 0
Deep reinforcement learning-based preventive maintenance for repairable machines with deterioration in a flow line system 基于深度强化学习的预防性维护,适用于流水线系统中出现劣化的可维修机器
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-06 DOI: 10.1007/s10479-024-06207-x
Yu-Hsin Hung, Hong-Ying Shen, Chia-Yen Lee

In manufacturing systems, preventive maintenance plays a critical role in maintaining product yield, product quality, and machine reliability. Inappropriate maintenance strategies can lead to low yields, faulty products, machine failures, and disrupted operation of upstream and downstream machines. However, developing maintenance strategies in a stochastic factory environment can be challenging due to factors such as varying levels of deterioration, unpredictable maintenance times, and fluctuating machine workloads. Since previous studies formulated the maintenance decision using a Markov decision process, we propose a deep reinforcement learning method to derive the maintenance policy. We also consider the multi-objective method, hypervolume, to illustrate the trade-off between maintenance cost, production loss, and yield loss. The simulation study shows that our proposed method outperforms age-dependent and run-to-failure strategies in ten different scenarios. In addition to obtaining an optimal approximate policy, visualizing action trajectories provides managerial insights for optimizing and balancing different costs. Moreover, implementing preventive maintenance policies derived from our proposed method can enhance the robustness of supply chain operations. By reducing the risk of unexpected equipment failures, supply chains can achieve higher levels of operational reliability and continuity.

在制造系统中,预防性维护对保持产品产量、产品质量和机器可靠性起着至关重要的作用。不恰当的维护策略会导致低产量、次品、机器故障以及上下游机器运行中断。然而,在随机工厂环境中制定维护策略具有挑战性,原因包括不同程度的劣化、不可预测的维护时间和波动的机器工作量。鉴于以往的研究使用马尔可夫决策过程来制定维护决策,我们提出了一种深度强化学习方法来推导维护策略。我们还考虑了多目标方法 hypervolume,以说明维护成本、生产损失和产量损失之间的权衡。模拟研究表明,我们提出的方法在十种不同的情况下都优于年龄依赖策略和运行至故障策略。除了获得最佳近似策略外,可视化行动轨迹还为优化和平衡不同成本提供了管理见解。此外,实施由我们提出的方法衍生出的预防性维护策略可以增强供应链运营的稳健性。通过降低意外设备故障的风险,供应链可以实现更高水平的运营可靠性和连续性。
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引用次数: 0
Three multi-objective memetic algorithms for observation scheduling problem of active-imaging agile earth observation satellites 主动成像敏捷地球观测卫星观测调度问题的三种多目标记忆算法
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-06 DOI: 10.1007/s10479-024-06156-5
Zhongxiang Chang, Zhongbao Zhou

Observation scheduling problem for agile earth observation satellites (OSPFAS) plays a critical role in management of agile earth observation satellites (AEOSs). Active imaging enriches the extension of OSPFAS, we call the novel problem as observation scheduling problem for AEOS with variable image duration (OSWVID). A cumulative image quality and a detailed energy consumption is proposed to build OSWVID as a bi-objective optimization model. Three multi-objective memetic algorithms, PD+NSGA-II, LA+NSGA-II and ALNS+NSGA-II, are then designed to solve OSWVID. Considering the heuristic knowledge summarized in our previous research, several operators are designed for improving these three algorithms respectively. Based on existing instances, we analyze the critical optimization parameters, evolution operators, and efficiency of these three algorithms based on extensive simulation experiments.

敏捷地球观测卫星的观测调度问题(OSPFAS)在敏捷地球观测卫星(AEOS)的管理中起着至关重要的作用。主动成像丰富了 OSPFAS 的扩展,我们将这一新问题称为可变图像持续时间 AEOS 的观测调度问题(OSWVID)。我们提出了一个累积图像质量和详细能耗的双目标优化模型来构建 OSWVID。然后设计了三种多目标记忆算法 PD+NSGA-II、LA+NSGA-II 和 ALNS+NSGA-II 来解决 OSWVID 问题。考虑到我们之前研究中总结的启发式知识,我们设计了几种算子来分别改进这三种算法。基于现有实例,我们在大量仿真实验的基础上分析了这三种算法的关键优化参数、演化算子和效率。
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引用次数: 0
Harry Markowitz and my AFA presidential address 哈里-马科维茨和我的全美汽车协会主席致辞
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-05 DOI: 10.1007/s10479-024-06184-1
Martin J. Gruber

Harry Markowitz had a great influence on my career, first as a source of new ideas and later as a mentor and friend. My relationship with Harry started when I discovered his 1959 book, Portfolio Selection Efficient Diversification of Investments, while I was a Ph.D. student at Columbia University. In 1963, I was looking for inspiration for my Ph.D. thesis. I stumbled across Harry’s book in the Columbia library. I read this book cover to cover. It changed the way I thought about finance and helped me formulate and finish my thesis. Later, when Harry was Vice President (President-Elect), the term of the editor of the Journal of Finance expired. It was the Vice-President’s job, together with the board of the AFA, to select a new editor for the Journal of Finance. I was delighted when I got Harry’s call asking me, along with my frequent co-author (Ned Elton), if we would like to be co-editors of the Journal of Finance. Naturally, we accepted and remained as co-editors for five years. In 1994, I was elected as President of the American Finance Association. To be elected, one first has to be nominated, along with one other candidate to stand for election. I think that Harry selecting me to be co-editor of the Journal of Finance, and the five years I spent in that role, generally increased my name recognition and contributed to my being elected as President of the AFA.

哈里-马科维茨(Harry Markowitz)对我的职业生涯产生了巨大的影响,他先是为我提供新思路,后来又成为我的良师益友。我与哈里的关系始于我在哥伦比亚大学攻读博士学位时,发现了他在 1959 年出版的《投资组合选择的有效分散》一书。1963 年,我正在为我的博士论文寻找灵感。我在哥伦比亚大学图书馆偶然发现了哈里的这本书。我把这本书从头到尾读了一遍。它改变了我对金融的思考方式,帮助我制定并完成了我的论文。后来,哈里担任副主席(当选主席)时,《金融杂志》的编辑任期届满。副主席的职责是与全美金融协会董事会一起为《金融杂志》挑选新的编辑。当我接到哈里的电话,问我和我经常合作的作者(内德-埃尔顿)是否愿意担任《金融学报》的联合编辑时,我非常高兴。我们很自然地接受了,并担任了五年的联合编辑。1994 年,我当选为美国金融协会主席。要想当选,首先必须获得提名,同时还有一名候选人参加竞选。我认为,哈里选择我担任《金融杂志》的联合编辑,以及我在这个职位上度过的五年时间,总体上提高了我的知名度,为我当选美国金融协会主席做出了贡献。
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引用次数: 0
The effects of different fairness reference points on supply chain members' collaborative innovation 不同公平参照点对供应链成员协同创新的影响
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-05 DOI: 10.1007/s10479-024-06132-z
Huimin Liu, Hui Hao, Zengqing Wei, Jingyun Su, Yaping Qu, Bangzhu Zhu

Fairness has an important influence on supply chain member's cooperative innovation, but few scholars consider the problem under fairness concern, especially lack the diversity analysis of the impact of different fairness reference points on innovation decisions. Therefore, the purpose of this work is to fill this gap. Our study focuses on the issue of collaborative innovation in a supply chain that includes a supplier who is impartial towards fairness and a retailer who places importance on fairness, and it analyzes this problem under three different fairness reference points. We generate our findings from three aspects, as follows: in contrast to the fairness-neutral scenario, the decisions made by the supply chain members become more conservative. Furthermore, the retailer may not always gain benefits from fairness unless the share of innovation costs is low. The innovation level and the retail price are lowest in the supplier's profit fairness reference points case if the retailer has low bargaining power and contributes a small percentage to the channel profit, because although the retailer cares about fairness, the small bargaining power and contribution percentage lead it without confidence to set the lowest price to take revenge on the supplier. The innovation level is higher under the firm contribution profit reference point than the Nash bargaining solution reference point case, which implies the latter has a more influence on collaborative innovation decision-making.

公平性对供应链成员的合作创新具有重要影响,但很少有学者考虑公平性关注下的问题,尤其缺乏不同公平性参照点对创新决策影响的多样性分析。因此,本研究旨在填补这一空白。我们的研究聚焦于供应链中的协同创新问题,其中包括对公平不偏不倚的供应商和重视公平的零售商,并分析了三种不同公平参照点下的协同创新问题。我们从以下三个方面得出结论:与公平中立的情况相比,供应链成员的决策变得更加保守。此外,除非创新成本份额较低,否则零售商不一定总能从公平中获益。如果零售商的议价能力低,对渠道利润的贡献比例小,那么在供应商利润公平参考点情况下,创新水平和零售价格都是最低的,因为零售商虽然关心公平,但议价能力和贡献比例小导致其没有信心制定最低价格来报复供应商。企业贡献利润参考点下的创新水平高于纳什议价方案参考点情况,这意味着后者对协同创新决策的影响更大。
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引用次数: 0
Credit rating prediction using a fuzzy MCDM approach with criteria interactions and TOPSIS sorting 利用标准互动和 TOPSIS 排序的模糊 MCDM 方法进行信用评级预测
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-05 DOI: 10.1007/s10479-024-06183-2
Petr Hajek, Jean-Michel Sahut, Vladimir Olej

Multi-criteria decision making (MCDM) provides effective methods for dealing with the challenge of sorting credit ratings. This paper presents a novel data-driven MCDM sorting approach to predicting credit ratings. Our methodology combines the fuzzy TOPSIS-Sort-C model with the fuzzy best-worst approach, supported by a fuzzy cognitive map, to effectively deal with criteria interactions. This approach provides a corporate credit risk assessment, taking into account the uncertainties in credit risk assessment and relevance of its criteria by using fuzzy c-means and correlation-based feature selection. Our empirical analysis of 1138 US companies demonstrates the reliability of our model in dealing with a range of financial and non-financial indicators. The results demonstrate the potential of our methodology in credit rating assessment, with a good predictive performance relative to existing models.

多标准决策(MCDM)为应对信用评级排序的挑战提供了有效的方法。本文提出了一种新颖的数据驱动 MCDM 排序方法来预测信用评级。我们的方法结合了模糊 TOPSIS-Sort-C 模型和模糊最佳-最差方法,并辅以模糊认知图,从而有效地处理了标准之间的相互作用。这种方法考虑到了信用风险评估中的不确定性,并通过使用模糊 c-means 和基于相关性的特征选择,提供了一种企业信用风险评估方法。我们对 1138 家美国公司进行了实证分析,证明了我们的模型在处理一系列财务和非财务指标时的可靠性。结果证明了我们的方法在信用评级评估中的潜力,与现有模型相比具有良好的预测性能。
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引用次数: 0
Decarbonised closed-loop supply chains resilience: examining the impact of COVID-19 toward risk mitigation by a fuzzy multi-layer decision-making framework 去碳化闭环供应链的复原力:通过模糊多层决策框架研究 COVID-19 对降低风险的影响
IF 4.8 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-03 DOI: 10.1007/s10479-024-06093-3
Hannan Amoozad Mahdiraji, Fatemeh Yaftiyan, Jose Arturo Garza-Reyes, Seyed Hossein Razavi Hajiagha, Yigit Kazancoglu

Today's primary challenges in supply chains (SCs) include considerable greenhouse gas emissions, waste, and disruptions. Addressing these requires the examination of three interconnected SC paradigms, i.e. decarbonisation, resilience, and Closed-Loop SCs (CLSCs). This paper seeks to investigate and assess the criteria for decarbonised resilient CLSCs, as influenced by the global pandemic, specifically within the context of Iran's small and medium pharmaceutical enterprises, employing a mixed-method approach. Initially, a Systematic Literature Review was employed to identify a categorised list of decarbonised resilient CLSC criteria by determining the impact of COVID-19 on SCs. Afterwards, the list was indigenised via the fuzzy-Delphi method. Two popular Fuzzy Multi-Criteria Decision-Making methods, i.e. fuzzy Decision-Making Trial and Evaluation Laboratory and fuzzy Interpretive Structural Modelling-Matrix-based Multiplication Applied to a Classification (MICMAC), were then employed to investigate the finalised criteria. This paper has innovatively enhanced these methods by incorporating a multi-scenario analysis approach. The findings indicate that technological advancements, issues related to market and communication, and raw material markets significantly affect other criteria. Transportation and logistics are also crucial in reducing lead times, waste, and CO2 emissions. Two countermeasures are recommended for senior managers, i.e. (i) the identification and application of suitable basic and advanced technologies across each SC process and (ii) engaging in a coevolutionary process beginning with SMEs' cooperation and collaboration towards their co-creation. The importance of regulatory bodies was also emphasised in devising effective policies to improve the markets for raw materials and finished products.

当今供应链(SC)面临的主要挑战包括大量温室气体排放、浪费和中断。要解决这些问题,需要研究三种相互关联的供应链范式,即去碳化、弹性和闭环供应链(CLSCs)。本文试图采用混合方法,在全球大流行病的影响下,特别是在伊朗中小型制药企业的背景下,调查和评估去碳化弹性闭环供应链的标准。首先,通过确定 COVID-19 对中小型制药企业的影响,采用系统文献综述法确定了一份去碳化有弹性的社区服务中心标准分类清单。然后,通过模糊德尔菲法对该清单进行本土化。然后,采用两种常用的模糊多标准决策方法,即模糊决策试验与评估实验室和模糊解释性结构建模-基于矩阵的乘法应用于分类(MICMAC),来研究最终确定的标准。本文通过采用多情景分析方法,对这些方法进行了创新性改进。研究结果表明,技术进步、与市场和通信相关的问题以及原材料市场对其他标准有重大影响。运输和物流对于缩短交货时间、减少浪费和二氧化碳排放也至关重要。建议高级管理人员采取两项对策,即:(i) 在每个 SC 流程中识别和应用合适的基础技术和先进技术;(ii) 从中小型企业的合作与协作开始,参与共同创造的进化过程。还强调了监管机构在制定有效政策以改善原材料和成品市场方面的重要性。
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引用次数: 0
A branch-and-cut algorithm for the windy profitable location rural postman problem 农村邮差问题的分支切割算法
IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE Pub Date : 2024-08-02 DOI: 10.1007/s10479-024-06161-8
Mostafa Khorramizadeh, Roghayeh Javvi

In this paper, we present an integer programming formulation for the windy profitable location rural postman problem (WPLRPP). We state and prove a theorem concerning the dimension of the associated polyhedron. Then, we use this theorem to study some trivial facets of the presented polyhedron. Furthermore, we adapt and validate several large families of valid inequalities for the WPLRPP. We also develop an efficient branch-and-cut algorithm for solving large WPLRPP instances, which leverages those inequalities. We compare our presented branch-and-cut algorithm with other efficient algorithms in the literature. The numerical results show that our algorithm solves larger problem instances and requires considerably less computing time than other algorithms in the literature.

在本文中,我们提出了一种整数程序设计方法,用于解决多风盈利地点农村邮递员问题(WPLRPP)。我们提出并证明了一个关于相关多面体维度的定理。然后,我们利用该定理研究了所提出的多面体的一些琐碎面。此外,我们还改编并验证了 WPLRPP 的几个大型有效不等式族。我们还利用这些不等式开发了一种高效的分支切割算法,用于求解大型 WPLRPP 实例。我们将提出的分支-切割算法与文献中的其他高效算法进行了比较。数值结果表明,与文献中的其他算法相比,我们的算法可以求解更大的问题实例,所需的计算时间也大大减少。
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引用次数: 0
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Annals of Operations Research
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