Publications 2006

• Doege J., Fehr M., Hinz J., Lüthi H., Wilhelm M. (2006): "On value of flexibility in energy risk management. Concepts, models, solutions." Operations Research Proceedings 2006, Springer (PDF)
• Doege J., Schiltknecht P., Lüthi H. (2006): "Risk management of power portfolios and valuation of flexibility." OR Spectrum (DOI)
• Herrmann T., Burkolter D., Caimi G. (August 2006): "Bewertungsgrundlagen ausgelasteter Fahrpläne." Verkehr und Technik
• Hinz J. (2006): "Equilibrium strategies in random–demand procurement auctions." IMA Journal of Management Mathematics, 17(1):61-81. (DOI, URL)
• Hinz J. (2006): "Valuing production capacities on flow commodities." Mathematical Methods of Operations Research, 64(2):187-209. (PDF)
• Hinz J., Wilhelm M. (2006): "Pricing flow commodity derivatives using fixed income market techniques." Journal of Theoretical and Applied Finance, 9(8):1299-1321. (HTML)
• Laumanns M., Lefeber E. (2006): "Robust Optimal Control of Material Flows in Demand-driven Supply Networks." Physica A, 363(1):24-31. (DOI)
• Laumanns M., Thiele L., Zitzler E. (March 2006): "An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method." European Journal of Operational Research, 169(3):932-942. (DOI)
• Neumann F., Laumanns M. (2006): "Speeding up Approximation Algorithms for NP-Hard Spanning Forest Problems by Multi-objective Optimization." In: Correa J., Hevia A., Kiwi M. (eds.): LATIN 2006: Theoretical Informatics. 7th Latin American Symposium, Valdivia, Chile, March 20-24, 2006. Lecture Notes in Computer Science, Vol. 3887, Springer:745-756. (DOI)
• Reimann M., Laumanns M. (2006): "Savings based Ant Colony Optimization for the Capacitated Minimum Spanning Tree Problem." Computers and Operations Research, No. 33:1794-1822.
• Reimann M., Ulrich H. (2006): "Comparing backhauling strategies in vehicle routing using Ant Colony Optimization." Central European Journal of Operations Research, No. 14:105-123.
• Riechsteiner D., Lemm R., Ulrich H. (Januar/Februar 2006): "Supply Chain Management als Gestaltungsinstrument für eine wettbewerbsfähige und eigenwirtschaftliche Produktionskette Rohholz." Forstarchiv, 77(1):20-32.
• Schiltknecht P., Reimann M. (2006): "Valuing product portfolios under uncertainty and limited capacity." In: Haasis H., Kopfer K., Schönberger J. (eds.): Operations Research Proceedings 2005, Springer-Verlag:185-190.

Technical Reports / Preprints

• Chudak F., Nagano K. (2006): "Efficient solutions to relaxations of combinatorial problems with submodular penalties via the Lovász extension and non-smooth convex optimization."
• Fehr M., Hinz J. (2006): "A quantitative approach to carbon price risk modeling."
• Fukuda K., Moriyama S., Okamoto Y. (2006): "The Holt-Klee condition for oriented matroids."
• Pauli V., Lampe L., Schober R., Fukuda K. (2006): "Multiple-Symbol Differential Detection Based on Combinatorial Geometry."
• Wilhelm M., Winter C. (2006): "Finite element valuation of swing options." Seminar for Applied Mathematics, ETH Zurich (PDF)