论文速递 | European Journal of Operational Research 2月文章精选

编者按

在本系列文章中，我们对顶刊《European Journal of Operational Research》于2月份发布文章中进行了精选（共 10 篇），并总结其基本信息，旨在帮助读者快速洞察行业最新动态。

推荐文章1

● 题目：An optimization framework for solving large scale multidemand multidimensional knapsack problem instances employing a novel core identification heuristic

一种用于求解大规模多需求多维背包问题实例的优化框架，采用新颖的核心识别启发式方法

● 原文链接：https://doi.org/10.1016/j.ejor.2024.08.025

● 作者：Sameh Al-Shihabi

● 发布时间：2025-02-01

● 摘要：

By applying the core concept to solve a binary integer program (BIP), certain variables of the BIP are fixed to their anticipated values in the optimal solution. In contrast, the remaining variables, called core variables, are used to construct and solve a core problem (CP) instead of the BIP. A new approach for identifying CP utilizing a local branching (LB) alike constraint is presented in this article. By including the LB-like constraint in the linear programming relaxation of the BIP, this method transfers batches of variables to the set of core variables by analyzing changes to their reduced costs. This approach is sensitive to problem hardness because more variables are moved to the core set for hard problems compared to easy ones. This novel core identification approach is embedded in a multi-stage framework to solve the multidemand, multidimensional knapsack problems (MDMKP), where at each stage, more variables are added to the previous stage CP. The default branch and bound of CPLEX20.10 is used to solve the first stage, and a tabu search algorithm is used to solve subsequent stages until all variables are added to CP in the last stage. The new framework has shown equivalent to superior results compared to the state-of-the-art algorithms in solving large MDMKP instances having 500 and 1,000 variables.

通过应用核心概念来求解二进制整数规划（BIP），BIP中的某些变量被固定为最优解中的预期值。与此相对，剩余的变量被称为核心变量，它们被用来构建并求解核心问题（CP），而非直接求解BIP。本文提出了一种利用类似局部分支（LB）约束来识别核心问题的新方法。通过在BIP的线性规划松弛中加入类似LB的约束，该方法通过分析变量的约简成本变化，将一批变量转移到核心变量集合中。该方法对问题的难度具有敏感性，因为对于较难的问题，相比于较易的问题，更多的变量会被移入核心集合中。这个新颖的核心识别方法被嵌入到一个多阶段框架中，用于求解多需求多维背包问题（MDMKP）。在每个阶段，更多的变量会被添加到前一阶段的核心问题中。在第一阶段，使用CPLEX 20.10的默认分支定界法求解，随后使用禁忌搜索算法来解决后续阶段，直到在最后阶段将所有变量添加到核心问题中。与现有的最先进算法相比，该新框架在求解包含500和1000个变量的大规模MDMKP实例时，展示了相当甚至更优的结果。

推荐文章2

● 题目：A unified solution framework for flexible job shop scheduling problems with multiple resource constraints

一种统一的解决框架用于具有多重资源约束的灵活车间调度问题

● 原文链接：https://doi.org/10.1016/j.ejor.2024.08.010

● 作者：Gregory A. Kasapidis, Dimitris C. Paraskevopoulos, Ioannis Mourtos, Panagiotis P. Repoussis

● 发布时间：2025-02-01

● 摘要：

This paper examines flexible job shop scheduling problems with multiple resource constraints. A unified solution framework is presented for modelling various types of non-renewable, renewable and cumulative resources, such as limited capacity machine buffers, tools, utilities and work in progress buffers. We propose a Constraint Programming (CP) model and a CP-based Adaptive Large Neighbourhood Search (ALNS-CP) algorithm. The ALNS-CP uses long-term memory structures to store information about the assignment to machines of both individual operations and pairs of operations, as encountered in high-quality and diverse solutions during the search process. This information is used to create additional constraints for the CP solver, which guide the search towards promising regions of the solution space. Numerous experiments are conducted on well-known benchmark sets to assess the performance of ALNS-CP against the current state-of-the-art. Additional experiments are conducted on new instances of various sizes to study the impact of different resource types on the makespan. The computational results show that the proposed solution framework is highly competitive, while it was able to produce 39 new best solutions on well-known problem instances of the literature.

本文研究了具有多重资源约束的灵活车间调度问题。提出了一种统一的解决框架，用于建模各种类型的不可再生、可再生和累积资源，如有限容量的机器缓冲区、工具、公共设施和在制品缓冲区。我们提出了一种约束规划（CP）模型和基于CP的自适应大邻域搜索（ALNS-CP）算法。ALNS-CP使用长期记忆结构存储关于操作分配到机器的信息，既包括单个操作，也包括在搜索过程中遇到的高质量和多样化解决方案中的操作对。这些信息用于为CP求解器创建额外的约束，从而引导搜索朝向解决空间中的有前景区域。通过对多个知名基准集进行实验，评估了ALNS-CP与现有最先进方法的性能。还对不同规模的新实例进行了额外实验，以研究不同资源类型对完工时间的影响。计算结果表明，所提出的解决框架具有很强的竞争力，并且能够在文献中的知名问题实例上产生39个新的最佳解。

推荐文章3

● 题目：App release strategy in the presence of competitive platforms’ quality upgrades

在竞争平台质量升级背景下的应用发布策略

● 原文链接：https://doi.org/10.1016/j.ejor.2024.09.001

● 作者：Xiangxiang Wu, Yong Zha

● 发布时间：2025-02-01

● 摘要：

Mobile platforms such as Google Android and Apple iOS have established their app stores to entice numerous app developers into their platform ecosystem. These platform firms will deliberate on upgrading the quality of their platforms to bolster performance and security, while app developers may choose to rely on different platforms to release their developed apps as a strategic response. In this study, we explore how the quality upgrade decisions of two competitive platforms affect the app release strategies of an app developer, and reveal the optimal quality upgrade and app release strategies for supply chain members. The platform firms compete on both the platform price and platform quality, and the app developer needs to make decisions about the price and quality of the app. Our analysis suggests that, interestingly, there always exist suitable differences in upgrade efficiency, enabling one platform firm to upgrade the quality in equilibrium irrespective of the app developer's release strategy. In addition, we find that when the app developer releases the app on only one platform, the quality upgrade from the collaborative platform can yield a win-win outcome for supply chain members. Furthermore, our analysis shows that releasing the app on two platforms is not necessarily always the most beneficial compared to releasing on just one for the app developer. The findings carry implications for app developers seeking contented platform collaborators, as well as platform firms such as Google and Apple, which can cope with app release strategies.

移动平台，如Google Android和Apple iOS，已经建立了自己的应用商店，以吸引大量应用开发者加入其平台生态系统。这些平台公司将考虑升级平台质量，以提高性能和安全性，而应用开发者则可能选择依赖不同的平台来发布其开发的应用，作为一种战略响应。本研究探讨了两个竞争平台的质量升级决策如何影响应用开发者的发布策略，并揭示了供应链成员的最优质量升级和应用发布策略。平台公司在平台价格和平台质量上进行竞争，应用开发者需要决定应用的价格和质量。我们的分析表明，令人感兴趣的是，总是存在适当的升级效率差异，使得无论应用开发者的发布策略如何，某个平台公司都能够在均衡状态下进行质量升级。此外，我们发现，当应用开发者仅在一个平台发布应用时，合作平台的质量升级可以为供应链成员带来双赢的结果。进一步的分析显示，与仅在一个平台发布应用相比，应用开发者在两个平台上发布应用并不一定总是最有利的。研究结果对寻求满意平台合作伙伴的应用开发者以及如Google和Apple等平台公司在应对应用发布策略时具有重要意义。

推荐文章4

● 题目：Optimizing integrated berth allocation and quay crane assignment: A distributionally robust approach

优化集成泊位分配和岸桥调度：一种分布鲁棒方法

● 原文链接：https://doi.org/10.1016/j.ejor.2024.08.001

● 作者：Chong Wang, Qi Wang, Xi Xiang, Canrong Zhang, Lixin Miao

● 发布时间：2025-02-01

● 摘要：

In this research, we have formulated a Two-Stage Distributionally Robust Optimization (TDRO) model within the context of a mean–variance ambiguity set, specifically designed to address the challenges in the Integrated Berth Allocation and Quay Crane Assignment Problem (BACAP). A key consideration in this study is the inherent uncertainty associated with ships’ arrival times. During the initial stage, we derive a baseline schedule governing berth allocation and quay crane assignment. Anticipating potential disruptions arising from uncertain arrival delays, the second stage is meticulously formulated to determine the worst-case expectation of adjustment costs within the mean–variance ambiguity set. Subsequently, we undertake an equivalent transformation, converting the general TDRO model into a Two-Stage Robust Second-Order Cone Programming (TRO-SOCP) model. This transformation facilitates the application of the Column and Constraint Generation (C&CG) algorithm, ensuring the derivation of an exact solution. To address the computational intricacies associated with second-order cone programming, we propose two enhancement strategies for upper and lower bounds, aimed at expediting the solution process. Additionally, to contend with large-scale instances, we introduce a refinement and approximation method, transforming the TDRO model into a Mixed-Integer Programming (MIP) model. Furthermore, extensive numerical experiments are executed on both synthetic and real-life instances to validate the superior performance of our model and algorithms. In terms of the total cost, the TDRO model demonstrates superior performance compared with Two-Stage Stochastic Programming (TSP) and Two-Stage Robust Optimization (TRO) models.

本研究在均值-方差模糊集的背景下，提出了一种两阶段分布鲁棒优化（TDRO）模型，旨在解决集成泊位分配和岸桥调度问题（BACAP）中的挑战。研究的一个关键问题是船舶到达时间的固有不确定性。在第一阶段，我们推导出一个基准调度方案，涵盖泊位分配和岸桥调度。为了应对由于到达延迟不确定性引发的潜在扰动，第二阶段被精心构造，以确定在均值-方差模糊集内调整成本的最坏期望值。随后，我们进行了等价变换，将一般的TDRO模型转化为两阶段鲁棒二阶锥规划（TRO-SOCP）模型。这一变换有助于应用列与约束生成（C&CG）算法，从而确保获得精确解。为了应对二阶锥规划的计算复杂性，我们提出了两种增强策略，用于加速上界和下界的求解过程。此外，为了处理大规模实例，我们引入了细化与近似方法，将TDRO模型转化为混合整数规划（MIP）模型。最后，我们在合成实例和实际实例上进行了大量的数值实验，验证了我们模型和算法的优越性能。在总成本方面，TDRO模型相较于两阶段随机规划（TSP）和两阶段鲁棒优化（TRO）模型表现出更优的性能。

推荐文章5

● 题目：Decision-focused neural adaptive search and diving for optimizing mining complexes

面向决策的神经自适应搜索与深度挖掘方法用于优化矿业综合体

● 原文链接：https://doi.org/10.1016/j.ejor.2024.07.024

● 作者：Yassine Yaakoubi, Roussos Dimitrakopoulos

● 发布时间：2025-02-01

● 摘要：

Optimizing industrial mining complexes, from extraction to end-product delivery, presents a significant challenge due to non-linear aspects and uncertainties inherent in mining operations. The two-stage stochastic integer program for optimizing mining complexes under joint supply and demand uncertainties leads to a formulation with tens of millions of variables and non-linear constraints, thereby challenging the computational limits of state-of-the-art solvers. To address this complexity, a novel solution methodology is proposed, integrating context-aware machine learning and optimization for decision-making under uncertainty. This methodology comprises three components: (i) a hyper-heuristic that optimizes the dynamics of mining complexes, modeled as a graph structure, (ii) a neural diving policy that efficiently performs dives into the primal heuristic selection tree, and (iii) a neural adaptive search policy that learns a block sampling function to guide low-level heuristics and restrict the search space. The proposed neural adaptive search policy introduces the first soft (heuristic) branching strategy in mining literature, adapting the learning-to-branch framework to an industrial context. Deployed in an online fashion, the proposed hybrid methodology is shown to optimize some of the most complex case studies, accounting for varying degrees of uncertainty modeling complexity. Theoretical analyses and computational experiments validate the components’ efficacy, adaptability, and robustness, showing substantial reductions in primal suboptimality and decreased execution times, with improved and more robust solutions that yield higher net present values of up to 40%. While primarily grounded in mining, the methodology shows potential for enabling smart, robust decision-making under uncertainty.

优化工业矿业综合体，从开采到最终产品交付，因矿业操作中的非线性特性和固有的不确定性而面临重大挑战。针对联合供需不确定性下的矿业综合体优化问题，提出的两阶段随机整数规划模型包含数千万个变量和非线性约束，极大地挑战了现有求解器的计算极限。为了解决这一复杂性，提出了一种新颖的解决方法，将情境感知的机器学习与优化结合起来，用于不确定性下的决策制定。该方法包含三个组成部分：（i）一种超启发式方法，优化以图结构建模的矿业综合体动态，（ii）一种神经深度挖掘策略，有效地在原始启发式选择树中进行深度挖掘，以及（iii）一种神经自适应搜索策略，学习块采样函数来引导低层次启发式方法，并限制搜索空间。所提出的神经自适应搜索策略在矿业文献中首次引入了软（启发式）分支策略，将学习分支框架适应于工业背景。在在线部署的方式下，所提出的混合方法证明能够优化一些最复杂的案例，考虑到不同程度的不确定性建模复杂性。理论分析和计算实验验证了各个组件的有效性、适应性和鲁棒性，表明该方法显著降低了原始次优性和执行时间，并提供了更优化和更鲁棒的解决方案，使净现值提高了最多40%。虽然该方法主要应用于矿业，但其在不确定性下实现智能和鲁棒决策的潜力同样适用于其他领域。

推荐文章6

● 题目：End-to-end, decision-based, cardinality-constrained portfolio optimization

端到端、基于决策、基数约束的投资组合优化

● 原文链接：https://doi.org/10.1016/j.ejor.2024.08.030

● 作者：Hassan T. Anis, Roy H. Kwon

● 发布时间：2025-02-01

● 摘要：

Portfolios employing a (factor) risk model are usually constructed using a two step process: first, the risk model parameters are estimated, then the portfolio is constructed. Recent works have shown that this decoupled approach may be improved using an integrated framework that takes the downstream portfolio optimization into account during parameter estimation. In this work we implement an integrated, end-to-end, predict-&-optimize framework to the cardinality-constrained portfolio optimization problem. To the best of our knowledge, we are the first to implement the framework to a nonlinear mixed integer programming problem. Since the feasible region of the problem is discontinuous, we are unable to directly differentiate through it. Thus, we compare three different continuous relaxations of increasing tightness to the problem which are placed as an implicit layers in a neural network. The parameters of the factor model governing the problem’s covariance matrix structure are learned using a loss function that directly corresponds to the decision quality made based on the factor model’s predictions. Using real world financial data, our proposed end-to-end, decision based model is compared to two decoupled alternatives. Results show significant improvements over the traditional decoupled approaches across all cardinality sizes and model variations while highlighting the need of additional research into the interplay between experimental design, problem size and structure, and relaxation tightness in a combinatorial setting.

采用（因子）风险模型的投资组合通常使用两个步骤构建：首先，估计风险模型参数，然后构建投资组合。最近的研究表明，这种解耦的方法可以使用一个集成框架来改进，该框架在参数估计过程中考虑了下游投资组合的优化。在这项工作中，我们实现了一个集成的、端到端的、预测-优化的框架，以解决基数约束的投资组合优化问题。据我们所知，我们是第一个将框架实现到非线性混合整数规划问题的公司。由于问题的可行区域是不连续的，我们无法通过它直接进行区分。因此，我们比较了三种不同的连续松弛，它们被放置在神经网络中作为隐含层。控制问题协方差矩阵结构的因子模型的参数是使用损失函数学习的，该损失函数直接对应于根据因子模型的预测做出的决策质量。使用真实的金融数据，我们提出的端到端、基于决策的模型与两种解耦的替代方案进行了比较。结果表明，在所有基数大小和模型变化方面，与传统的解耦方法相比，都有了显著的改进，同时强调了对实验设计、问题大小和结构以及组合环境中松弛紧密性之间的相互作用进行额外研究的必要性。

采用（因子）风险模型的投资组合通常通过两步过程构建：首先估计风险模型参数，然后构建投资组合。近期的研究表明，这种解耦的方法可以通过一个集成框架加以改进，该框架在参数估计过程中考虑了下游的投资组合优化。

推荐文章7

● 题目：Mathematical models based on decision hypergraphs for designing a storage cabinet

基于决策超图的数学模型，用于设计储物柜

● 原文链接：https://doi.org/10.1016/j.ejor.2024.09.022

● 作者：Luis Marques, François Clautiaux, Aurélien Froger

● 发布时间：2025-02-16

● 摘要：

We study the problem of designing a cabinet made up of a set of shelves that contain compartments whose contents slide forward on opening. Considering a set of items candidate to be stored in the cabinet over a given time horizon, the problem is to design a set of shelves and a set of compartments on each shelf, and select the items to insert into the compartments. The objective is to maximize the sum of the profits of the selected items. We call our problem the Storage Cabinet Physical Design (SCPD) problem. The SCPD problem combines a two-staged two-dimensional knapsack problem for designing the shelves and compartments with a set of temporal knapsack problems for selecting and assigning items to compartments. We formalize the SCPD problem and formulate it as a maximum cost flow problem in a decision hypergraph with additional linear constraints. To reduce the size of this model, we break symmetries, generalize graph compression techniques and exploit dominance rules for precomputing subproblem solutions. We also present a set of valid inequalities to improve the linear relaxation of the model. We empirically show that solving the arc-flow model with our enhancements outperforms solving a compact mixed integer linear programming formulation of the SCPD problem.

我们研究了设计一个由若干架子组成的储物柜的问题，这些架子包含可以在打开时向前滑动的隔间。考虑在给定时间范围内，若干候选物品需要存放在储物柜中的问题，目标是设计一组架子和每个架子上的一组隔间，并选择要插入隔间的物品。我们的目标是最大化所选物品的利润总和。我们将该问题称为储物柜物理设计（SCPD）问题。SCPD问题结合了一个两阶段二维背包问题，用于设计架子和隔间，以及一组时间背包问题，用于选择和分配物品到隔间。我们对SCPD问题进行了形式化，并将其表述为一个决策超图中的最大成本流问题，附加了线性约束。为了减少该模型的规模，我们通过打破对称性、推广图压缩技术，并利用支配规则预计算子问题的解决方案。此外，我们还提出了一组有效的不等式，以改进模型的线性松弛。我们通过实验证明，使用我们增强的弧流模型求解，比求解SCPD问题的紧凑型混合整数线性规划形式更具优势。

推荐文章8

● 题目：Fleet repositioning in the tramp ship routing and scheduling problem with bunker optimization: A matheuristic solution approach

带燃料优化的不定期船舶调度与路线规划中的船队重新部署问题：一种混合启发式求解方法

● 原文链接：https://doi.org/10.1016/j.ejor.2024.09.029

● 作者：Simen Omholt-Jensen, Kjetil Fagerholt, Frank Meisel

● 发布时间：2025-02-16

● 摘要：

This paper investigates an important planning problem faced by dry bulk shipping operators, referred to as the Tramp Ship Routing and Scheduling Problem with Bunker Optimization (TSRSPBO). The problem is to maximize the overall profit of a fleet of vessels by selecting cargoes and determining ship routes and schedules. We consider this problem under a set of practically relevant features such as flexibility in cargo quantities, as well as bunkering decisions on where to procure fuel and how much. As a particularly novel feature, we address the regional allocation of vessels at the end of the planning period to be well prepared for meeting (uncertain) future demand. To incorporate this, we consider the TSRSPBO as a two-stage stochastic programming problem, where cargo selection, routing, and bunkering decisions are solved in the first-stage problem, and the recourse cost of fleet repositioning is considered in the second stage. We present arc flow and path flow formulations, where the latter employs a priori generation of feasible routes as input. For solving realistically sized instances, we propose a matheuristic based on an Adaptive Large Neighborhood Search (ALNS) framework that iteratively generates columns and solves the path flow model. Computational experiments based on real data show that this matheuristic finds high-quality solutions for large test instances with 120 cargoes, 30 vessels, and ten bunker ports in less than one hour. Also, considering the TSRSPBO as a two-stage stochastic problem achieves the highest profits and is solved almost as quickly as the deterministic problem variant.

本文研究了干散货航运运营商面临的一个重要规划问题，即带燃料优化的不定期船舶调度与路线规划问题（TSRSPBO）。该问题的目标是通过选择货物并确定船舶路线和调度，最大化船队的整体利润。我们在考虑一组实际相关特征的基础上探讨了这一问题，例如货物数量的灵活性以及燃料采购的决策（包括采购地点和数量）。作为一个特别创新的特征，我们解决了在规划期末船舶的区域分配问题，以便为满足（不确定的）未来需求做好准备。为此，我们将TSRSPBO问题视为一个两阶段随机规划问题，其中在第一阶段解决货物选择、路线规划和燃料采购的决策，而第二阶段考虑船队重新部署的应急成本。我们提出了弧流和路径流的数学模型，其中后者使用事先生成的可行路线作为输入。为了求解实际规模的问题实例，我们提出了一种基于自适应大邻域搜索（ALNS）框架的混合启发式方法，该方法通过迭代生成列并求解路径流模型。基于真实数据的计算实验表明，该混合启发式方法能够在不到一小时的时间内为大规模测试实例（包括120个货物、30艘船舶和10个加油港口）找到高质量的解。此外，将TSRSPBO视为两阶段随机问题能够实现最高的利润，并且其求解速度几乎与确定性问题变体相当。

推荐文章9

● 题目：An evaluation of common modeling choices for the vehicle routing problem with stochastic demands

对带有随机需求的车辆路径问题常见建模选择的评估

● 原文链接：https://doi.org/10.1016/j.ejor.2024.09.007

● 作者：Y.N. Hoogendoorn, R. Spliet

● 发布时间：2025-02-16

● 摘要：

We investigate three common modeling choices for the vehicle routing problem with stochastic demands: (i) the total expected demand of customers on a route may not exceed the capacity of the vehicle, (ii) the number of routes is fixed, and (iii) demand is distributed with a support that contains negative-valued realizations. We prove that modeling choices (i) and (ii) result in an arbitrarily large increase of the optimal objective value in the worst case. Additionally, we provide lower and upper bounds on the change of the optimal objective value following from (iii) in case the actual distribution of demand is censored, truncated or folded. We also evaluate the consequences of these choices numerically, by employing a state-of-the-art integer L-shaped method to solve the vehicle routing problem with stochastic demands to optimality, which we modify to deal with the alternative choices. We find that restricting the expected demand of a route to the vehicle’s capacity has a limited effect on the optimal objective value for most, but not all, benchmark instances from the literature, while drastically reducing the computation times of the integer L-shaped method. When restricting the number of routes, a similar effect occurs when the total expected demand on a route is not restricted. Otherwise, the computation time decreases only slightly, and even increases for some benchmark instances. For instances from the literature, despite admitting negative realizations, the normal distributions used to model demand are an adequate approximation for censored, truncated and folded normal distributions that have nonnegative supports.

本文研究了带有随机需求的车辆路径问题的三种常见建模选择：(i) 路线上客户的总期望需求不超过车辆的容量；(ii) 路线数量是固定的；(iii) 需求的分布包含负值的实现。我们证明了建模选择(i)和(ii)在最坏情况下会导致最优目标值的任意大增加。此外，我们还提供了在实际需求分布被删失、截断或折叠的情况下，选择(iii)对最优目标值变化的上下界。我们还通过数值评估这些选择的影响，采用最先进的整数L型方法求解带有随机需求的车辆路径问题并达到最优解，并对该方法进行了修改以处理这些替代选择。我们发现，对于文献中的大多数基准实例，限制路线的期望需求不超过车辆的容量对最优目标值的影响有限，但大大减少了整数L型方法的计算时间。当限制路线数量时，如果没有限制路线上的总期望需求，类似的效果也会发生。否则，计算时间仅略有减少，对于某些基准实例甚至有所增加。对于文献中的实例，尽管允许负值实现，但用于建模需求的正态分布对于具有非负支持的删失、截断和折叠正态分布来说是一个充分的近似。

推荐文章10

● 题目：Data-driven dynamic police patrolling: An efficient Monte Carlo tree search

数据驱动的动态警察巡逻：一种高效的蒙特卡洛树搜索算法

● 原文链接：https://doi.org/10.1016/j.ejor.2024.09.019

● 作者：Daniel Tschernutter, Stefan Feuerriegel

● 发布时间：2025-02-16

● 摘要：

Crime is responsible for major financial losses and serious harm to the well-being of individuals, and, hence, a crucial task of police operations is effective patrolling. Yet, in existing decision models aimed at police operations, microscopic routing decisions from patrolling are not considered, and, furthermore, the objective is limited to surrogate metrics (e. g., response time) instead of crime prevention. In this paper, we thus formalize the decision problem of dynamic police patrolling as a Markov decision process that models microscopic routing decisions, so that the expected number of prevented crimes are maximized. We experimentally show that standard solution approaches for our decision problem are not scalable to real-world settings. As a remedy, we present a tailored and highly efficient Monte Carlo tree search algorithm. We then demonstrate our algorithm numerically using real-world crime data from Chicago and show that the decision-making by our algorithm offers significant improvements for crime prevention over patrolling tactics from current practice. Informed by our results, we finally discuss implications for improving the patrolling tactics in police operations.

犯罪造成了巨大的经济损失和对个人福祉的严重危害，因此，警务工作的一个关键任务是有效的巡逻。然而，在现有的警务操作决策模型中，巡逻的微观路线决策并未被考虑，此外，目标通常局限于代理指标（如响应时间），而非犯罪预防。本文因此将动态警察巡逻的决策问题形式化为一个马尔可夫决策过程，旨在建模微观的路线决策，从而最大化预防的犯罪数量。通过实验，我们展示了现有的标准解法在实际应用中无法扩展到现实环境。为此，我们提出了一种量身定制且高效的蒙特卡洛树搜索算法。接着，我们使用来自芝加哥的实际犯罪数据对该算法进行了数值验证，结果表明，我们的算法在犯罪预防方面相比当前的巡逻战术具有显著的改进。根据我们的结果，最后我们讨论了如何在警务操作中改进巡逻战术的意义。