Technical Sessions – Monday July 11

1 - Measuring Inconsistency of Pair-wise Comparison Matrix
with Fuzzy Elements
Petr Korviny, Center of Information Technology, Silesian
University in Opava, Univerzitni Namesti 1934/3, 73340,
Karvina, Czech Republic, petr.korviny@slu.cz, Jaroslav Ramik
In this paper, we deal with inconsistency of pair-wise comparison matrix with
triangular fuzzy elements. Inconsistency is based on the distance of the matrix
to a special matrix measured by a particular metric. In the other approach
we use a fuzzy pair-wise comparison matrix as a way of specifying fuzzy restrictions
on the possible values of the ratio judgments. A specific consistency
index corresponding to the degree of satisfaction is defined. Simple illustrating
examples for comparing the new index with other approaches are presented.
2 - Aggregation of Generalized Concave Functions in
Fuzzy Optimization and Decision Making
Jaroslav Ramik, Dept. of Math. Methods in Economics, Silesian
University, School of Business, University Sq. 1934/3, 73340,
Karvina, Czech Republic, ramik@opf.slu.cz, Milan Vlach
In this paper aggregation functions and their basic properties are defined. The
averaging aggregation operators are defined and some interesting properties are
derived. Moreover, we have extended concave and quasiconcave functions introducing
t-quasiconcave and upper and lower starshaped functions. The main
results concerning aggregation of generalized concave functions are presented
and some extremal properties of compromise decisions by adopting aggregation
operators are derived and discussed.
3 - Fuzzy Games Against Nature
Josef Vícha, Mathematical Institute in Opava, Silesian University
in Opava, Na rybničku 1, 74601, Opava, Czech Republic,
Josef.Vicha@math.slu.cz
It has been shown that a fuzzy two person games can be solved by optimistic
and pessimistic approach. A two person game with the first player as the decision
maker and second as the Nature is very special type of the zero-sum
person games. Solving these games can be used for the decision making in
finance, crisis management and other disciplines. In this paper we introduce
an approach based on optimistic and pessimistic approach to this problem. An
illustrative example is presented and discussed.
4 - A Residential Consumer Payment Capability Index
Based on Fuzzy Logic Inference
Fernando Luiz Cyrino Oliveira, Pontifical Catholic University of
Rio de Janeiro, Brazil, fcyrino@ele.puc-rio.br, Reinaldo Souza
The lack of payment of electricity bills has been one of the main problems
faced by the distributing utilities of electrical energy in Brazil. It is therefore
essential that the utilities are provided by a tool to assess the ability to advance
payment by the consumer units in order to formulate strategies to mitigate the
lack of payment. This paper presents an approach based on Fuzzy Logic to
develop an index that reflects this real capability of payment for any individual
consumer unit or any kind of geographical aggregation, allowing, this way, a
graphical display with the help of GIS tools.
� FA-16
Friday, 9:00-10:30
Meeting Room 209
OR for Health Policy Decisions II
Stream: Health Care Applications
Invited session
Chair: James Benneyan, Center for Health Organization
Transformation, Northeastern University, 334 Snell Engineering
Center, 360 Huntington Avenue, 02115, Boston, MA, United States,
benneyan@coe.neu.edu
1 - Robust Dynamic Kidney Exchange
Kristiaan Glorie, Econometric Institute, Erasmus University
Rotterdam, Postbus 1738, 3000 DR, Rotterdam, Netherlands,
glorie@ese.eur.nl
Kidney exchanges have recently emerged as a way to alleviate the worldwide
shortage of kidney donors. We study the centralized organization of kidney exchanges
in a dynamic setting, where the timing of exchange is fixed but the arrival
of patient-donor pairs is uncertain. Using robust optimization techniques,
we derive optimal dynamic matching policies that are protected against this uncertainty.
We make policy recommendations using simulations based on kidney
exchange data from the US and the Netherlands.
IFORS 2011 - Melbourne FA-17
2 - Specialty Care Service Location within the U.S. Veterans
Health Administration
James Benneyan, Center for Health Organization
Transformation, Northeastern University, 334 Snell Engineering
Center, 360 Huntington Avenue, 02115, Boston, MA, United
States, benneyan@coe.neu.edu, Seda Sinangil, Hande Musdal,
Mehmet Ceyhan, Brian Shiner, Bradley Watts
Several medical care location-allocation optimization models are developed to
support macro capacity planning across geographic regions of the U.S. Veterans
Affairs integrated service networks. Given the current U.S. healthcare
reform debate, significant cost and access improvements are shown possible by
simultaneous optimization of the locations and capacities of primary and tertiary
specialty care services. Results, modeling issues, and ramifications are
discussed. Correlated care needs, demand uncertainty, population trends, and
telemedicine introduction are considered.
3 - The Role of Air Travel in the Worldwide Spread of Vector
Borne Diseases
Travis Waller, University of Texas, 78712-0273, Austin, TX,
United States, S.Travis.Waller@engr.utexas.edu, Lauren
Gardner, David Fajardo, Sahotra Sarkar
Increased passenger air traffic has lead to an increased risk of importation and
establishment of vector-borne diseases, such as dengue and malaria. As such, it
is critical to be able to identify the risk associated with air travel routes between
vector-compatible environments. This problem requires modeling the interaction
between three overlapping networks: a vector survivability network, a social
network and an airport network. We study the interaction between these
networks; in particular the role of the airport network in connecting the vectorsurvivability
network.
4 - Multivariate Discrete Statistical Models for Disease Occurrence
Mulalo Annah Managa, Statistics Dept., UNISA, 15 Breekhout
Street, Karenpark, P.O BOX 59035, Pretoria, South Africa,
managma@unisa.ac.za
Prevention and control of tuberculosis diseases and other sexually transmitted
diseases (STDs), present complex public health challenges. Understanding the
interconnection between diseases epidemics is crucial in guiding the best intervention
and control strategies that are cost effective. These types of diseases are
known to share similar risk associated with lower socio-economic status and
sexual behaviour. This paper uses multivariate discrete distribution to model
the three diseases outcomes. We also control for both subject specific factors,
both observed and unobserved. In this way, we will be able to determine the
relative importance of the modelled factors.
� FA-17
Friday, 9:00-10:30
Meeting Room 214
Investment Strategies and Valuation I
Stream: Finance
Invited session
Chair: Thomas Burkhardt, Campus Koblenz, IfM, Universitaet
Koblenz-Landau, Universitätsstr. 1, 56070, Koblenz, Germany,
tburkha@uni-koblenz.de
Chair: Heinz Eckart Klingelhöfer, Knopfstraße 1, 17489, Greifswald,
Germany, hekling@web.de
Chair: Ulla Hofmann, Institute for Management, University Koblenz,
Universitätsstraße 1, 50670, Koblenz, Germany,
uhofmann@uni-koblenz.de
1 - Optimal Capital Growth with Convex Loss Penalties
Leonard MacLean, School of Business Administration,
Dalhousie University, 6100 University Avenue, B3H 3J5,
Halifax, Nova Scotia, Canada, l.c.maclean@dal.ca, William
Ziemba, Yonggan Zhao
In capital growth under uncertainty, an investor must determine how much capital
to invest in riskless and risky instruments at each point in time, with a
focus on the trajectory of accumulated capital to a planning horizon. Assuming
that prices are not affected by individual investments but rather aggregate investments,
individual decisions are made based on the projected price process
given the history of prices to date.
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