66 publications classées par:
type de publication
: Revue avec comité de lecture
Articles Sankaranarayanan K., Delgado C., van Ackere A. & Larsen E.R. (in press). The Micro-Dynamics of Queuing: Understanding the formation of queues. Journal of Simulation. [doi] [url] [abstract]
Most work in queuing theory is performed at an aggregate level, with linear models for which closed-form solutions can be derived. We are interested in creating a better understanding of how queues are formed by taking a bottom-up approach to their formation. We use a cellular automata framework to structure a set of agents who must choose which service facility to use. After using the facility, they update their expectations of sojourn time based on their own experience, and information received from their neighbours. On the basis of these updated expectations, they make their choice for the next period. We find that, after an initial transition period, customers mostly reach a quasi-stable situation, where the average sojourn time is close to the Nash equilibrium and social optimum, unless agents forget one of the facilities. We analyse different parameterizations of the agents' decision rules, and consider homogeneous and heterogeneous agent populations.
van Ackere A., Haxholdt C. & Larsen E.R. (2013). Dynamic Capacity Adjustments with Reactive Customers. Omega, 41(4), 689-705. [url] [abstract]
In this paper we develop a behavioural model in which customers come and go based on their perception of waiting time (relative to other facilities) while managers gradually adjust the capacity of the facility based on their perception of demand. We explicitly account for the difference in access to information between existing and potential customers, which implies that the perception of potential customers lags the perception of current customers. We investigate the outcome of the interaction between these simultaneous dynamic decision processes, and in particular the impact of the lags created by the perception formation process and the time to implement desired changes in capacity. These multiple delays may result in customers and service provider being out of step: customers walk away just as the service provider manages to bring extra capacity online.
Sankaranarayanan K., Delgado C., Larsen E. R. & van Ackere A. (2012). Behavioral Queueing: An Agent Based Modeling Approach. International Journal of Modeling and Optimization, 2(4), 408-412. [url] [abstract]
Queueing research has a plethora of applications and has been an area of study spanning from telecommunications to economics. Traditionally, studies on queueing has mainly concentrated on design, performance and running of the service facility with customers arriving following a stochastic process. In this paper we take an agent based modeling approach to develop a behavioral model of a queueing system using Cellular Automata (CA). We study how adaptive expectation along with a simple information network (as defined by the CA) affects decision-making behavior among agents (customers).
Schulz P. J., van Ackere A., Hartung U. & Dunkel A. (2012). Prior family communication and consent to organ donation: Using intensive care physicians' perception to model decision processes. Journal of Public Health Research, 1(2), 130-136. [url] [abstract]
Generally, the Swiss hold favourable attitudes to organ donation, but only few carry a donor card. If no card is found on a potential donor, families have to be approached about donation. The aim of this paper is to model the role that some family communication factors play in the family decision to consent or not to organ donation by a brain dead relative. Information was gathered in face-to-face interviews, using a questionnaire and recording open answers and comments. Eight heads of intensive care units (ICU) of Swiss hospitals and one representative from Swisstransplant were interviewed. Questions asked respondents to estimate the prevalence and effect of communication factors in families facing a decision to consent to donation. Answers were averaged for modelling purposes. Modelling also relies on a previous representative population survey for cross-validation. The family of the deceased person is almost always approached about donation. Physicians perceive that prior thinking and favourable predisposition to donation are correlated and that the relatives' predisposition is the most important factor for the consent to donation, up to the point that a negative predisposition may override an acknowledged wish of the deceased to donate. Donor cards may trigger family communication and ease the physicians' approach to family about donation. Campaigns should encourage donate-willing people to talk to their families about it, make people think about organ donation and try to change unfavourable predispositions.
van Ackere A. & Ochoa P. (2010). Managing a Hydro-energy reservoir: A Policy approach. Energy Policy, 38(11), 7299-7311. [abstract]
Liberalisation and privatisation have increased the need to gain more understanding into the management of hydro storage (HS) plants. We analyse what types of reservoir management policies enable an owner or a public authority to achieve their respective objectives. By "policy" we understand simple, easily applicable decision rules, which enable a decision maker to decide when and how much to produce based on currently available information. We use a stylised deterministic simulation model of a hydro-power producer (HP) who behaves strategically. We study a non-liberalised market, where the authorities aim to minimise the total electricity cost for customers and a liberalised market where the HP attempts to maximise his contribution. This enables us to evaluate the impact of the liberalisation of HS production decisions on production volumes and electricity prices. We conclude that imposing rigid policies with the aim of limiting the potential for strategic behaviour can create incentives to produce only at very high prices throughout the year. This can lead to very high total costs, especially when the producer has most flexibility (large reservoirs combined with large turbine capacity). More surprisingly, we observe lower total production in a non-liberalised market.
Hüttmeir A., de Treville S., van Ackere A., Monnier L. & Prenninger J. (2009). Trading Off between Heijunka and Just-in-Sequence. International Journal of Production Economics, 118(2), 501-507. [doi] [abstract]
The concept of heijunka-controlling the variability of the job arrival sequence to permit higher capacity utilization-plays an integral role in lean production theory. In situations where the customer defines the delivery sequence, however, scheduling production to maximize utilization becomes more challenging and requires a subsequent reordering. The cost of the extra work and space required by this reordering needs to be traded off against the value of the higher utilization. We present the results of a stylized simulation-based model of the two approaches inspired by a BMW engine plant.
van Ackere A. & Ochoa P. (2009). Policy changes and the dynamics of capacity expansion in the Swiss electricity market. Energy Policy, 37(5), 1983-1998. [doi] [abstract]
Capacity of supply is a crucial matter in electricity markets as it directly influences reliability of supply, price volatility and blackout risk. In this paper, we analyse the dynamics of capacity expansion in the Swiss electricity market and the impact of different policies such as nuclear phaseout and management of electricity exchanges - imports and exports - policies. This article develops the conceptualization model presented in [Ochoa, P., 2007b. Policy changes in the Swiss electricity market: a system dynamics analysis of likely market responses. Socio-Economic Planning Sciences 41 (4):336-349.]. We build a system dynamics model based on the dynamics of capacity expansion explained in the latter paper and present and analyse different scenarios. We conclude that international electricity exchanges are important for the Swiss market as they help to lower costs and to increase the income of the utility companies; however, we illustrate the need for explicit policies for managing imports and exports of electricity to avoid import dependence from neighbouring countries.
de Treville S. & van Ackere A. (2006). Equipping Students to Reduce Lead Times: The Role of Queuing-Theory-Based Modeling. Interfaces, 36(2), 165-173. [doi] [abstract]
Time is power. A company that gets products to its customers faster than its competitors strengthens its market position; therefore management students should learn how to reduce lead times. The counterintuitive mathematical principles that drive lead time and the complex system dynamics of operations management make the skills of reducing lead times difficult to teach. Mathematical modeling (queuing-theory or simulation-based) is an effective tool for teaching these skills. In evaluating modeling approaches in the classroom, it is important to consider model quality and student affective outcomes, such as motivation and empowerment. Queuing-theory-based models increase students' abilities to reduce lead times more than simulation-based models. Using a classic teaching case, we compare the two approaches.
van Ackere A., Larsen E.R. & Haxholdt C. (2006). Long and short term customer reaction: a two-stage queueing approach. System Dynamics Review, 22(4), 349-369.
van Ackere A., Ruud M. & Davidsen P. (2005). Managing a reservoir-based hydro-energy plant: building understanding in the buy and sell decisions in a changing environment. Energy Policy, 33(7), 939-947. [doi] [abstract]
This paper describes a modelling process at a Norwegian chemical producer, who owns 20% of a reservoir based hydro-energy plant. While the initial objective was to increase the profitability of the energy plant (in particular by an improved understanding of buying and selling decisions and a reconciliation of the managerial and engineering points of view in the context of a liberalised energy market) the process resulted in the company's decision to refocus on its core-business. The process illustrates how a modelling process can lead to a fundamental reframing of the issue, resulting in major change for the company.
van Ackere A. & Larsen E.R. (2004). Self-organising behaviour in the presence of negative externalities: A conceptual model of commuter choice. European Journal of Operational Research, 157(2), 501-513. [doi] [abstract]
We use a model with local interaction (a one-dimensional cellular automaton) to study how commuters choose among alternative roads. Commuters have information about their neighbours' most recent experience (local interaction) and they remember their own experiences (memory). We illustrate how a simple, self-organizing system, based on local information and locally rational agents can in some cases outperform the Nash equilibrium. While the social optimum is unenforceable without a central planner, due to the variations in individual travel times (i.e. the social optimum is not individually rational), variations across commuters in the steady-state of our self-organising system are at least equivalent to, and mostly significantly larger than those required for the social equilibrium. Increasing the neighbourhood size illustrates that more information without co-ordination leads to worse overall performance. (C) 2003 Elsevier B.V. All rights reserved.
van Ackere A., Haxholdt C. & Larsen E. R. (2003). Mode Locking and Chaos in a Deterministic Queueing Model with Feedback. Management Science, 49(6), 816-830. [abstract]
We consider a simple, deterministic queueing system with feedback, which exhibits the phenomena of sustained oscillation, mode locking, quasi-periodic behaviour, and chaos. This implies that a fully deterministic queueing system can exhibit seemingly unpredictable behaviour. We ignore variability, and focus on two forms of feedback: (i) the service rate increases as queue length increases, and (ii) the arrival rate depends on customers' perception of past waiting times. We model a customer's decision to seek service as a two-stage process: (i) deciding whether or not to use a facility, and (ii) deciding the frequency of visit (daily, weekly, monthly, etc.). This frequency is initially constant, and later on replaced by a deterministic, time-dependent pattern. Although highly stylised, this model captures the essential features of many real-life systems whose average arrival rate varies over time. Reducing the amplitude of cycles in demand makes the system more predictable and thus easier to manage. Although we represent this model as a queue of customers waiting for service, the model can be interpreted more generally as any situation where an increase in demand lowers the quality of service.
Smith P.C. & van Ackere A. (2002). A note on the integration of system dynamics and economic models. Journal of Economic Dynamics and Control, 26(1), 1-10. [abstract]
Equilibrium is probably the principal focus of most areas of economic analysis. However, the policy maker is often interested not only in the equilibrium predictions arising from an economic model, but also in the path taken by policy variables as they move towards that equilibrium. It is therefore likely that integration into a dynamic framework will frequently enhance the usefulness of an economic model. Recent developments in computer software mean that system dynamics offers a readily accessible methodology for making this principle operational. The approach is illustrated using an example from the British National Health Service, in which a traditional economic model of supply and demand is deployed within a system dynamics model.
van Ackere A. & Haxholdt C. (2002). Clubs as status symbol: Would you belong to a club that accepts you as a member. Socio-Economic Planning Science, 36(2), 93-107. [abstract]
We present a stylised model that goes beyond traditional analyses involving crowding and exclusiveness, and addresses the status issue by asking 'Do I want to be associated with those individuals?' rather than 'Do I want to be associated with that many individuals?'. As the population cares more about status, exclusion from well-defined groups/clubs occurs: less desirable individuals are refused. Inability to exclude induces the most desirable individuals to leave, and the club collapses. Offering honorary membership to the most desirable potential members is not only a commercially optimal strategy when exclusion is not allowed, it even outperforms exclusion as a revenue maximisation strategy.
van Ackere A., Dean B., Barber N. & Gallivan S. (2001). Can simulation be used to reduce errors in health care delivery? The hospital drug distribution system. Journal of Health Services Research and Policy, 61(1), 32-37.
van Ackere A., Dean B., Gallivan S. & Barber N. (1999). When should pharmacists visit their wards?. Health Care Management Science, 2(1).
van Ackere A. & Smith P.C. (1999). Towards a macro-model of national health service waiting lists. System Dynamics Review, 15(3), 225-252. [web of science] [abstract]
Waiting lists for elective surgery have been endemic to the UK National Health Service since its inception in 1948. The lists arise as a result of interaction between supply factors (the provision of resources and the efficiency of their use) and demand factors (arising from a complex conjunction of the perceptions and preferences of patients and physicians). This article takes the first steps towards the development of a macro model of the NHS waiting list. It adopts an economics perspective and assumes that the waiting time for surgery, as perceived by patients, physicians and managers, is a central influence on the quantity of elective surgery demanded and supplied. Using the methods of system dynamics, econometric results are integrated into a dynamic model that seeks to illustrate the path taken over time by the national system of elective surgery. It explores a number of future scenarios, and finds that the NHS will quickly cease to be a universal service if resources fail to keep pace with increases in demand.
van Ackere A. (1998). Competing against a Public Service. Socio-Economic Planning Sciences, 32(3), 171-187. [abstract]
The private sector provides a service also available from a public facility (where customers only incur a congestion cost). The quality of the service is determined solely by the level of congestion. The total number of customers is fixed. Examples include the provision of medical care and education. We study how optimal capacity, price and congestion level depend on market structure (monopolistic versus competitive), and on how the public facility is managed (fixed capacity or a maximum congestion level). We also discuss the impact of these elements on market share, customer congestion costs and total social cost.
Larsen E.R., van Ackere A. & Warren K. (1997). The Growth of Service and the Service of Growth : Using system dynamics to understand service quality and capital allocation. Decision Support Systems, 19(4), 271-287. [abstract]
This paper discusses how system dynamics can help understand a service company's growth potential as well as its limitations. The model discussed here is being built for a European restaurant chain which grew from nothing to over 200 outlets in less than a decade. The model highlights two conflicting pressures: the need to spend on meeting customer expectations and hence build sales versus the need to meet profit targets from headquarters and thus win the capital to fund expansion. We use the model to study how management policies affect the achievable rate of growth. The issues discussed are relevant to any service based company facing the problem of maintaining and improving service quality against the pressure of performance expectations set by shareholders or corporate owners. We also briefly discuss the benefit of using such models for executive training. The model will be used as a basis for educating the emerging generation of managers who will have to cope with the tensions described in the model.
van Ackere A., Dean B., Barber N. & Gallivan S. (1997). Mathematical modelling of Pharmacy Systems, with B. Dean, N. Barber and S. Gallivan. The American Journal of Health-System Pharmacy, 54(21).
van Ackere A., Larsen E.R. & Warren K. (1997). Maintaining quality under pressure from investors : a systems dynamics model as a hands-on learning tool. European Management Journal, 15(2), 128-137. [doi]
van Ackere A. (1995). Provision of Public Services When Private Alternatives Exist. Socio-Economic Planning Sciences, 29(2), 113-124. [abstract]
This paper studies the provision of, and demand for, a public service when a private alternative is available. We link the concept of adequate resources for a public service to the availability of a private alternative, rather than to the public service's ability to meet total demand. We also consider a situation where only part of the population has access to the state service (as is, for instance, the case with subsidised housing) and formalize the concept of the poverty trap, which occurs when access to the public service is of an all or nothing type.
van Ackere A. (1995). Capacity Management: Pricing Strategy, Performance and the Role of Information. International Journal of Production Economics, 40(1), 89-100. [abstract]
A queueing model is used to analyse the interrelation between system performance, pricing strategy and information. Two input control methods are studied: a club approach (controlling the expected arrival rate) and a free-entry system (controlling the maximum backlog), where a new customer may or may not be able to observe the existing backlog. The club approach generally leads to higher prices, lower utilization and lower profit. Under the free-entry system, customers are better off if they can observe the backlog, but society as a whole is worse off. If there is a shortage of customers, the club approach becomes more attractive, as customers must pre-commit.
van Ackere A. & Reyniers D. (1995). Trade-ins and Introductory offers in a Monopoly. The RAND Journal of Economics, 26(1).
van Ackere A. (1994). Scheduling as a Multi Person, Multi-Period Decision Problem. Socio-Economic Planning Sciences, 28(3), 147-165. [abstract]
We look at the issue of scheduling several jobs sequentially in a single facility as a multi-person decision problem, by making the assumption that a job cannot be performed unless some third party (labelled agent) is present. We introduce private information by assuming that the scheduler does not know the agent's valuation of time and extend the model by allowing the agent's private information to change over time. We conclude that reputation building takes place when the agent and the scheduler interact repeatedly.
van Ackere A. (1993). The Principal/Agent Paradigm: Its Relevance to Various Functional Fields. European Journal of Operational Research, 70(1), 83-103. [abstract]
The main characteristics of the basic principal/agent model are discussed. Several applications of this model to the fields of accounting, industrial organization, finance and marketing are presented. The potential for application to management science problems is highlighted, and a batch-size problem is analyzed to illustrate the concepts involved. The paper concludes with a discussion of the major criticisms of the agency model.
van Ackere A., Larsen E.R. & Morecroft J.D.W. (1993). Systems Thinking and Business Process Redesign - An application to the Beer Game. European Management Journal, 11(4), 412-423.
van Ackere A. & Ninios P. (1993). Simulation and Queueing Theory Applied to a Single Server Queue with Advertising and Balking. Journal of the Operational Research Society, 44(4).
van Ackere A. & Reyniers D. (1993). A Rationale for Trade-ins. Journal of Economics and Business, 45(1), 1-16. [abstract]
We explain trade-ins as a device used by a monopolist to price discriminate between new and repeat buyers. We show how the monopolist creates and subsequently exploits market segmentation. A two-period model is considered. In the first period, the seller sets a price which divides the second-period market into old and new customers. In the second period, he uses trade-ins (discounts for old customers) or introductory offers (discounts for new customers) to price discriminate between buyers. We analyze the optimal segmentation of customers; i.e., we determine the optimal price for each consumer group as a function of the durability of the good, its production cost, and the discount factor. The qualitative decision of whether to give a discount to old or new customers also depends on these parameters. We consider a second model in which discounts are only available to repeat buyers, and compare our results to a base model without price discrimination.
van Ackere A. (1992). The Impact of Conflicting Interests on the Choice of an Appointments System. Belgian Journal of Operations Research, Statistics and Computer Science, 31(3-4).
van Ackere A. (1990). Conflicting Interests in the Timing of Jobs. Management Science, 36(8).
van Ackere A. (1989). Scheduling Resources in Project Planning. OR Insight, 2(4).
van Ackere A., Chen H., Harrison J.M., Mandelbaum A. & Wein L.M. (1988). Empirical Evaluation of a Queueing Network Model for Semi Conductor Wafer Fabrication. Operations Research, 36(2).
Editorial Larsen E.R., van Ackere A., Dyner I. & (guest-editors) (2007). Introduction to the Special Issue: The deregulation of electricity markets (Editorial). Socio-Economic Planning Sciences, 41(4), 269-271. [url]
van Ackere A. (guest-editor) (1996). The Management of Congestion (Editorial). European Journal of Operational Research, 89(2), 223-225.
Livres van Ackere A. & Vlahos K. (Eds.). (2001). Decision Science. The International Library of Management, Dartmouth Publishing Company.
Parties de livre
Chapitre Lomi A., Larsen E.R. & van Ackere A. (2003). Organization, Evolution and Performance in Neighborhood-based Systems. In JAI, Elsevier Science, UK (Ed.), Geography and Strategy, Advances in Strategic Management (Vol. 20, pp. 239-265). Baum J.Sorensen O. [doi]
Actes de conférence (partie) Sankaranarayanan K., Delgado-Alvarez C. A., Larsen E. R. & van Ackere A. (2012). Study on queuing behavior in a multichannel service facility using experimental methods. Proceedings of the 1st International Conference on Operations Research and Enterprise Systems (ICORES), Vilamoura, Algarve, Portugal. 4 to 6 February 2012. [url] [abstract]
In this paper we show how through a simple experimental setup we can study decision making in a multi-channel service facility. An agent based queuing framework is used to design this experimental study and we illustrate how the experiment was set up to collect data from human subjects who take the role of a virtual agent. This experimental data helps us to validate the proposed agent based framework, compare decision making strategies, and analyse the effects of behavioural parameters on decision making.
Delgado-Alvarez C.A., Larsen E., van Ackere A. & Arango S. (2011). Capacity adjustment in a service facility with reactive customers and delays: simulation and experimental analysis. In James M. Lyneis & George P. Richardson (Eds.), Web Proceedings of the 29th International Conference of the System Dynamics Society (Washington D.C., July 24 to 28). The System Dynamics Society. [url] [abstract]
In this paper, we apply system dynamics to model a queuing system wherein the manager of a service facility adjusts capacity based on his perception of the queue size; while potential and current customers react to the managers' decisions. Current customers update their perception based on their own experience and decide whether to remain patronizing the facility, whereas potential customers estimate their expected waiting time through word of mouth and decide whether to join the facility or not. We simulate the model and analyze the evolution of the backlog of work and the available service capacity. Based on this analysis we propose two alternative decision rules to maximize the manager's cumulative profits. Then, we illustrate how we have developed an experiment to collect information about the way human subjects taking on the role of a manager in a lab environment face a situation in which they must adjust the capacity of a service facility.
Delgado-Alvarez C.A., Larsen E.R. & van Ackere A. (2011). A queuing system with risk-averse customers: Sensitivity Analysis of Performance. Proceedings of the 2011 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2011(Singapore, December 6 to 9). [url]
Delgado-Alvarez C.A., Sankaranarayanan K. & van Ackere A. (2011). Modelling decisions under uncertainty in a behavioural queuing system. In Tadeusz Burczynski, Joanna Kolodziej, Aleksander Byrski & Marco Carvalho (Eds.), Proceedings of the 25th European Conference on Modelling and Simulation, ECMS 2011 (Krakow, Poland, June 7 to 10) (pp. 34-40). [url] [abstract]
In this paper we use an agent-based modelling and simulation approach to model a queuing system with autonomous customers who routinely choose a facility for service. We propose a Cellular Automata model to represent the customers' interactions and study how customers use their own experience and that of their neighbours in order to update their memory and decide what facility to join the next period. We use exponential smoothing to update the customers' expected sojourn time. We incorporate uncertainty regarding these expectations into the customers' decision. We compare the resulting behaviour when customers take into account uncertainty to the case where they ignore uncertainty at both the individual and the system level.
Delgado-Alvarez C.A., van Ackere A., Larsen E.R. & Sankaranarayanan K. (2011, Jan). Collective Behavioural Patterns in a Multichannel Service Facilities System: a Cellular Automata Approach. In R. Kevin Wood & Robert F. Dell (Eds.), Proceedings of the 12th INFORMS Computing Society Conference, ICS 2011 (Monterey, CA, January 9 to 11) (pp. 16-28). Institute for Operations Research and the Management Sciences, Hanover, MD. [url] [abstract]
We propose a cellular automata model (CA) to understand and analyze how customers adapt their decisions based on local information regarding the behavior of the system and how the interaction of individuals and those decisions influences the formation of queues which in turn impacts the sojourn time. We illustrate how a multichannel system of service facilities with endogenous arrival rate and exogenous service rate, based on local information and locally rational agents may present different collective behaviors and in some cases outperform the Nash equilibrium.
Sankaranarayanan K., Larsen E.R., Delgado-Alvarez C. & van Ackere A. (2011, Jan). Behavioral Queueing: An Agent Based Modeling Approach. Proceedings of the IEEE International conference on Computer Modeling and Simulation (ICCMS), Mumbai, India. [url]
Golnam A., van Ackere A. & Wegmann A. (2010, Juil). Integrating System Dynamics and Enterprise Modeling to Address Dynamic and Structural Complexities of Choice Situations. Proceedings of the 2010 System Dynamics Conference, Seoul, Korea. [url] [abstract]
The ability of enterprise managers to come up with the decisions leading to the best outcome for the enterprise is hampered by their cognitive limits in understanding and addressing the dynamic and structural complexities residing in choice situations. Dynamic complexities deal with the behavior of the enterprise and its environment over time. Structural complexities, on the other hand, arise from the number of the departments within the enterprise, their interactions and the interactions between the enterprise and the entities across its boundary. The policy aiding methods developed to assist managers in the analysis of choice scenarios address these two types of complexities in separation. In this paper adopting a holistic approach, we integrate System Dynamics (SD), a method for understanding the behavior of systems over time and Systemic Enterprise Architecture Method (SEAM) a modeling method that provides insights into how an enterprise and its interactions with other entities are structured. Integrating SD and SEAM we present an approach to modeling, analysis and simulation of choice scenarios aiming at reducing the dynamic and structural complexities involved in the decision making process. We illustrate the applicability of our approach by applying it to an example of a choice situation in a manufacturing company.
Sankaranarayanan K., Larsen E.R., van Ackere A. & Delgado C. (2010, Déc). Genetic Algorithm based Optimization of an Agent Based Queuing System. IEEE International Conference on Industrial Engineering and Engineering Management, Macau, China. [url] [abstract]
Queuing research and its applications have been studied¦extensively by concentrating mainly on design, performance and¦running of the service facility under study. In this paper we show¦how a simple behavioral queuing system can be modeled using a¦Cellular Automata; and then we show how a Genetic Algorithm¦can be used to optimize the behavioral properties of this agent¦based model.
K. Sankaranarayanan & E.R. Larsen (2009, Déc). Intelligent agents behavior in the Queuing Process: Integrating Cellular Automata & Genetic Algorithms. The IEEE International Conf. in Industrial Engineering and Engineering Management, IEEM'09, Hong Kong (pp. 2099-2103). [url]
van Ackere A., Ruud M. & Davidsen P.I. (2000). The use of a Hydro Electric Production Simulation Model. Proceedings of the 2000 System Dynamics Conference.
van Ackere A., Ruud M. & Davidsen P.I. (1998). The Dynamics of Production Policies in a Norwegian Utility Company. Proceedings of the 1998 System Dynamics Conference.
van Ackere A., Dean B. & Barber N. (1996, Oct). Unit Dose: A step forwards of a step backwards. Progress in Clinical Pharmacy, Optimizing the Pharmacotherapy Process, Proceedings of the 25th European Symposium on Clinical Pharmacy, Lisbon, Portugal (pp. 17-21). Luscombe D.K., Husson M.C., Caramona M.
van Ackere A. & Smith P. (1996). A System Dynamics Approach to Analyzing NHS Waiting Times (with Peter Smith), Proceedings of the 1996 System Dynamics Conference. Proceedings of the System Dynamics Conference.
van Ackere A. (1994). A Systems Thinking Approach to Analyzing the Waitinglist Phenomenon. Proceedings of the System Dynamics Conference.
Cahiers de recherche van Ackere A., Haxholdt C. & Larsen E.R. (2008). Dynamic Capacity Adjustments with Reactive Customers (0814). Université de Lausanne - HEC - IRM.
van Ackere A. & Haxholdt C. (1997). Clubs as status symbol: Would you belong to a club that accepts you as a member (2). Department of Management Science, Copenhagen Business School.
van Ackere A. & Smith P. (1997). Making Static Models Dynamic: The Case of the National Health Service (9). Centre for Health Economics, University of York.
Thèses Ochoa M. C., van Ackere A. (Dir.) (2015). Generation and interconnection capacity expansion in cross-border electricity markets : the need for policy coordination. Université de Lausanne, Faculté des hautes études commerciales. [abstract]
Electricity is a strategic service in modern societies. Thus, it is extremely important for governments to be able to guarantee an affordable and reliable supply, which depends to a great extent on an adequate expansion of the generation and transmission capacities. Cross- border integration of electricity markets creates new challenges for the regulators, since the evolution of the market is now influenced by the characteristics and policies of neighbouring countries.¦There is still no agreement on why and how regions should integrate their electricity markets. The aim of this thesis is to improve the understanding of integrated electricity markets and how their behaviour depends on the prevailing characteristics of the national markets and the policies implemented in each country.¦We developed a simulation model to analyse under what circumstances integration is desirable. This model is used to study three cases of interconnection between two countries. Several policies regarding interconnection expansion and operation, combined with different generation capacity adequacy mechanisms, are evaluated.¦The thesis is composed of three papers. The first paper presents a detailed description of the model and an analysis of the case of Colombia and Ecuador. It shows that market coupling can bring important benefits, but the relative size of the countries can lead to import dependency issues in the smaller country.¦The second paper compares the case of Colombia and Ecuador with the case of Great Britain and France. These countries are significantly different in terms of electricity sources, hydro- storage capacity, complementarity and demand growth. We show that complementarity is essential in order to obtain benefits from integration, while higher demand growth and hydro- storage capacity can lead to counterintuitive outcomes, thus complicating policy design.¦In the third paper, an extended version of the model presented in the first paper is used to analyse the case of Finland and its interconnection with Russia. Different trading arrangements are considered. We conclude that unless interconnection capacity is expanded, the current trading arrangement, where a single trader owns the transmission rights and limits the flow during peak hours, is beneficial for Finland. In case of interconnection expansion, market coupling would be preferable. We also show that the costs of maintaining a strategic reserve in Finland are justified in order to limit import dependency, while still reaping the benefits of interconnection.¦In general, we conclude that electricity market integration can bring benefits if the right policies are implemented. However, a large interconnection capacity is only desirable if the countries exhibit significant complementarity and trust each other. The outcomes of policies aimed at guaranteeing security of supply at a national level can be quite counterintuitive due to the interactions between neighbouring countries and their effects on interconnection and generation investments.¦Thus, it is important for regulators to understand these interactions and coordinate their decisions in order to take advantage of the interconnection without putting security of supply at risk. But it must be taken into account that even when integration brings benefits to the region, some market participants lose and might try to hinder the integration process.¦--¦Dans les sociétés modernes, l'électricité est un service stratégique. Il est donc extrêmement important pour les gouvernements de pouvoir garantir la sécurité d'approvisionnement à des prix abordables. Ceci dépend en grande mesure d'une expansion adéquate des capacités de génération et de transmission. L'intégration des marchés électriques pose des nouveaux défis pour les régulateurs, puisque l'évolution du marché est maintenant influencée par les caractéristiques et les politiques des pays voisins.¦Il n'est pas encore claire pourquoi ni comment les marches électriques devraient s'intégrer. L'objectif de cette thèse est d'améliorer la compréhension des marchés intégrés d'électricité et de leur comportement en fonction des caractéristiques et politiques de chaque pays.¦Un modèle de simulation est proposé pour étudier les conditions dans lesquelles l'intégration est désirable. Ce modèle est utilisé pour étudier trois cas d'interconnexion entre deux pays. Plusieurs politiques concernant l'expansion et l'opération de l'interconnexion, combinées avec différents mécanismes de rémunération de la capacité, sont évalués.¦Cette thèse est compose de trois articles. Le premier présente une description détaillée du modèle et une analyse du cas de la Colombie et de l'Equateur. Il montre que le couplage de marchés peut amener des bénéfices importants ; cependant, la différence de taille entre pays peut créer des soucis de dépendance aux importations pour le pays le plus petit.¦Le second papier compare le cas de la Colombie et l'Equateur avec le cas de la Grande Bretagne et de la France. Ces pays sont très différents en termes de ressources, taille des réservoirs d'accumulation pour l'hydro, complémentarité et croissance de la demande. Nos résultats montrent que la complémentarité joue un rôle essentiel dans l'obtention des bénéfices potentiels de l'intégration, alors qu'un taux élevé de croissance de la demande, ainsi qu'une grande capacité de stockage, mènent à des résultats contre-intuitifs, ce qui complique les décisions des régulateurs.¦Dans le troisième article, une extension du modèle présenté dans le premier article est utilisée pour analyser le cas de la Finlande et de la Russie. Différentes règles pour les échanges internationaux d'électricité sont considérées. Nos résultats indiquent qu'à un faible niveau d'interconnexion, la situation actuelle, où un marchand unique possède les droits de transmission et limite le flux pendant les heures de pointe, est bénéfique pour la Finlande. Cependant, en cas d'expansion de la capacité d'interconnexion, «market coupling» est préférable. préférable. Dans tous les cas, la Finlande a intérêt à garder une réserve stratégique, car même si cette politique entraine des coûts, elle lui permet de profiter des avantages de l'intégration tout en limitant ca dépendance envers les importations. En général, nous concluons que si les politiques adéquates sont implémentées, l'intégration des marchés électriques peut amener des bénéfices. Cependant, une grande capacité d'interconnexion n'est désirable que si les pays ont une complémentarité importante et il existe une confiance mutuelle. Les résultats des politiques qui cherchent à préserver la sécurité d'approvisionnement au niveau national peuvent être très contre-intuitifs, étant données les interactions entre les pays voisins et leurs effets sur les investissements en génération et en interconnexion.¦Il est donc très important pour les régulateurs de comprendre ces interactions et de coordonner décisions à fin de pouvoir profiter de l'interconnexion sans mettre en danger la sécurité d'approvisionnement. Mais il faut être conscients que même quand l'intégration amène de bénéfices pour la région, certains participants au marché sont perdants et pourraient essayer de bloquer le processus d'intégration.
Delgado Alvarez C. A., Van Ackere, A. (Dir.) (2012). Behavioural queueing : cellular automata and a laboratory experiment. Université de Lausanne, Faculté des hautes études commerciales. [pdf] [abstract]
Dans cette thèse, nous étudions les aspects comportementaux d'agents qui interagissent dans des systèmes de files d'attente à l'aide de modèles de simulation et de méthodologies expérimentales. Chaque période les clients doivent choisir un prestataire de servivce. L'objectif est d'analyser l'impact des décisions des clients et des prestataires sur la formation des files d'attente.¦Dans un premier cas nous considérons des clients ayant un certain degré d'aversion au risque. Sur la base de leur perception de l'attente moyenne et de la variabilité de cette attente, ils forment une estimation de la limite supérieure de l'attente chez chacun des prestataires. Chaque période, ils choisissent le prestataire pour lequel cette estimation est la plus basse. Nos résultats indiquent qu'il n'y a pas de relation monotone entre le degré d'aversion au risque et la performance globale. En effet, une population de clients ayant un degré d'aversion au risque intermédiaire encoure généralement une attente moyenne plus élevée qu'une population d'agents indifférents au risque ou très averses au risque.¦Ensuite, nous incorporons les décisions des prestataires en leur permettant d'ajuster leur capacité de service sur la base de leur perception de la fréquence moyenne d'arrivées. Les résultats montrent que le comportement des clients et les décisions des prestataires présentent une forte "dépendance au sentier". En outre, nous montrons que les décisions des prestataires font converger l'attente moyenne pondérée vers l'attente de référence du marché.¦Finalement, une expérience de laboratoire dans laquelle des sujets jouent le rôle de prestataire de service nous a permis de conclure que les délais d'installation et de démantèlement de capacité affectent de manière significative la performance et les décisions des sujets. En particulier, les décisions du prestataire, sont influencées par ses commandes en carnet, sa capacité de service actuellement disponible et les décisions d'ajustement de capacité qu'il a prises, mais pas encore implémentées.¦-¦Queuing is a fact of life that we witness daily. We all have had the experience of waiting in line for some reason and we also know that it is an annoying situation. As the adage says "time is money"; this is perhaps the best way of stating what queuing problems mean for customers. Human beings are not very tolerant, but they are even less so when having to wait in line for service. Banks, roads, post offices and restaurants are just some examples where people must wait for service.¦Studies of queuing phenomena have typically addressed the optimisation of performance measures (e.g. average waiting time, queue length and server utilisation rates) and the analysis of equilibrium solutions. The individual behaviour of the agents involved in queueing systems and their decision making process have received little attention. Although this work has been useful to improve the efficiency of many queueing systems, or to design new processes in social and physical systems, it has only provided us with a limited ability to explain the behaviour observed in many real queues.¦In this dissertation we differ from this traditional research by analysing how the agents involved in the system make decisions instead of focusing on optimising performance measures or analysing an equilibrium solution. This dissertation builds on and extends the framework proposed by van Ackere and Larsen (2004) and van Ackere et al. (2010). We focus on studying behavioural aspects in queueing systems and incorporate this still underdeveloped framework into the operations management field. In the first chapter of this thesis we provide a general introduction to the area, as well as an overview of the results.¦In Chapters 2 and 3, we use Cellular Automata (CA) to model service systems where captive interacting customers must decide each period which facility to join for service. They base this decision on their expectations of sojourn times. Each period, customers use new information (their most recent experience and that of their best performing neighbour) to form expectations of sojourn time at the different facilities. Customers update their expectations using an adaptive expectations process to combine their memory and their new information. We label "conservative" those customers who give more weight to their memory than to the xiv Summary new information. In contrast, when they give more weight to new information, we call them "reactive".¦In Chapter 2, we consider customers with different degree of risk-aversion who take into account uncertainty. They choose which facility to join based on an estimated upper-bound of the sojourn time which they compute using their perceptions of the average sojourn time and the level of uncertainty. We assume the same exogenous service capacity for all facilities, which remains constant throughout. We first analyse the collective behaviour generated by the customers' decisions. We show that the system achieves low weighted average sojourn times when the collective behaviour results in neighbourhoods of customers loyal to a facility and the customers are approximately equally split among all facilities. The lowest weighted average sojourn time is achieved when exactly the same number of customers patronises each facility, implying that they do not wish to switch facility. In this case, the system has achieved the Nash equilibrium. We show that there is a non-monotonic relationship between the degree of risk-aversion and system performance. Customers with an intermediate degree of riskaversion typically achieve higher sojourn times; in particular they rarely achieve the Nash equilibrium. Risk-neutral customers have the highest probability of achieving the Nash Equilibrium.¦Chapter 3 considers a service system similar to the previous one but with risk-neutral customers, and relaxes the assumption of exogenous service rates. In this sense, we model a queueing system with endogenous service rates by enabling managers to adjust the service capacity of the facilities. We assume that managers do so based on their perceptions of the arrival rates and use the same principle of adaptive expectations to model these perceptions. We consider service systems in which the managers' decisions take time to be implemented. Managers are characterised by a profile which is determined by the speed at which they update their perceptions, the speed at which they take decisions, and how coherent they are when accounting for their previous decisions still to be implemented when taking their next decision. We find that the managers' decisions exhibit a strong path-dependence: owing to the initial conditions of the model, the facilities of managers with identical profiles can evolve completely differently. In some cases the system becomes "locked-in" into a monopoly or duopoly situation. The competition between managers causes the weighted average sojourn time of the system to converge to the exogenous benchmark value which they use to estimate their desired capacity. Concerning the managers' profile, we found that the more conservative Summary xv a manager is regarding new information, the larger the market share his facility achieves. Additionally, the faster he takes decisions, the higher the probability that he achieves a monopoly position.¦In Chapter 4 we consider a one-server queueing system with non-captive customers. We carry out an experiment aimed at analysing the way human subjects, taking on the role of the manager, take decisions in a laboratory regarding the capacity of a service facility. We adapt the model proposed by van Ackere et al (2010). This model relaxes the assumption of a captive market and allows current customers to decide whether or not to use the facility. Additionally the facility also has potential customers who currently do not patronise it, but might consider doing so in the future. We identify three groups of subjects whose decisions cause similar behavioural patterns. These groups are labelled: gradual investors, lumpy investors, and random investor. Using an autocorrelation analysis of the subjects' decisions, we illustrate that these decisions are positively correlated to the decisions taken one period early. Subsequently we formulate a heuristic to model the decision rule considered by subjects in the laboratory. We found that this decision rule fits very well for those subjects who gradually adjust capacity, but it does not capture the behaviour of the subjects of the other two groups.¦In Chapter 5 we summarise the results and provide suggestions for further work. Our main contribution is the use of simulation and experimental methodologies to explain the collective behaviour generated by customers' and managers' decisions in queueing systems as well as the analysis of the individual behaviour of these agents. In this way, we differ from the typical literature related to queueing systems which focuses on optimising performance measures and the analysis of equilibrium solutions. Our work can be seen as a first step towards understanding the interaction between customer behaviour and the capacity adjustment process in queueing systems. This framework is still in its early stages and accordingly there is a large potential for further work that spans several research topics. Interesting extensions to this work include incorporating other characteristics of queueing systems which affect the customers' experience (e.g. balking, reneging and jockeying); providing customers and managers with additional information to take their decisions (e.g. service price, quality, customers' profile); analysing different decision rules and studying other characteristics which determine the profile of customers and managers.
Pérez E., Van Ackere, A. (Dir.) (2012). Partial vertical integration in electricity markets : a game-theory based modeling approach. Université de Lausanne, Faculté des hautes études commerciales.
Rosset T. C., van Ackere A. (Dir.) (2011). Managing diabetes in Switzerland : a systemic approach. Université de Lausanne, Faculté des hautes études commerciales. [abstract]
Executive summaryThe increasing prevalence of chronic diseases is one of the major causes of rising health expenditure, as stated by the WHO. Not only chronic diseases are very costly, but they are by far the leading cause of mortality in the world, representing 60% of all deaths. Diabetes in particular is becoming a major burden of disease. In Switzerland around 5% of the population suffer of type 2 diabetes and 5 to 10% of the annual health care budget is attributable to diabetes. If the predictions of WHO do realise, the prevalence of diabetes will double until 2030 and so is expected the attributable health expenditure.The objective of this thesis is to provide policy recommendations as to slow down the disease progression and its costly complication. We study the factors that influence diabetes dynamics and the interventions that improve health outcomes while decreasing costs according to different time horizon and use systems thinking and system dynamic.Our results show that managing diabetes requires using integrated care interventions that are effective on three fronts: (1) delaying the onset of complications, (2) slowing down the disease progression and (3) accelerating the time to diagnosis of diabetes and its complications. We recommend firstly the implementation of those interventions targeted at changing patients' behaviour which are also less expensive, but require a change in the delivery of care and medical practices. Then policies targeted at an earlier diagnosis of diabetes, its prevention and the diagnosis of complications are to be considered. This sequence of interventions allows saving money, as total costs decrease, even including the costs of interventions and result in longer life expectancy of diabetics in the long term.In diabetes management there is therefore a trade-off between medical costs and patients' benefits on the one hand and between the objectives of obtaining results in the short or long term on the other hand. Decision makers need to deliver acceptable outcomes in the short term. Considering this criterion, the preferred policy may be to focus only on diagnosed diabetics, thus attempting to slow down the progression of their disease, compared to an integrated care approach addressing all the aspects of the disease. Such a policy also yields desirable results in terms of costs and patients' benefits.
Viladent C., van Ackere A. (Dir.) (2010). A deterministic model to assess the impact of AIDS interventions in countries with generalized HIV epidemic. An application to Botswana. Université de Lausanne, Faculté des hautes études commerciales. [abstract]
General introductionThe Human Immunodeficiency/Acquired Immunodeficiency Syndrome (HIV/AIDS) epidemic, despite recent encouraging announcements by the World Health Organization (WHO) is still today one of the world's major health care challenges.The present work lies in the field of health care management, in particular, we aim to evaluate the behavioural and non-behavioural interventions against HIV/AIDS in developing countries through a deterministic simulation model, both in human and economic terms. We will focus on assessing the effectiveness of the antiretroviral therapies (ART) in heterosexual populations living in lesser developed countries where the epidemic has generalized (formerly defined by the WHO as type II countries). The model is calibrated using Botswana as a case study, however our model can be adapted to other countries with similar transmission dynamics.The first part of this thesis consists of reviewing the main mathematical concepts describing the transmission of infectious agents in general but with a focus on human immunodeficiency virus (HIV) transmission. We also review deterministic models assessing HIV interventions with a focus on models aimed at African countries. This review helps us to recognize the need for a generic model and allows us to define a typical structure of such a generic deterministic model.The second part describes the main feed-back loops underlying the dynamics of HIV transmission. These loops represent the foundation of our model. This part also provides a detailed description of the model, including the various infected and non-infected population groups, the type of sexual relationships, the infection matrices, important factors impacting HIV transmission such as condom use, other sexually transmitted diseases (STD) and male circumcision. We also included in the model a dynamic life expectancy calculator which, to our knowledge, is a unique feature allowing more realistic cost-efficiency calculations. Various intervention scenarios are evaluated using the model, each of them including ART in combination with other interventions, namely: circumcision, campaigns aimed at behavioral change (Abstain, Be faithful or use Condoms also named ABC campaigns), and treatment of other STD. A cost efficiency analysis (CEA) is performed for each scenario. The CEA consists of measuring the cost per disability-adjusted life year (DALY) averted. This part also describes the model calibration and validation, including a sensitivity analysis.The third part reports the results and discusses the model limitations. In particular, we argue that the combination of ART and ABC campaigns and ART and treatment of other STDs are the most cost-efficient interventions through 2020. The main model limitations include modeling the complexity of sexual relationships, omission of international migration and ignoring variability in infectiousness according to the AIDS stage.The fourth part reviews the major contributions of the thesis and discusses model generalizability and flexibility. Finally, we conclude that by selecting the adequate interventions mix, policy makers can significantly reduce the adult prevalence in Botswana in the coming twenty years providing the country and its donors can bear the cost involved.Part I: Context and literature reviewIn this section, after a brief introduction to the general literature we focus in section two on the key mathematical concepts describing the transmission of infectious agents in general with a focus on HIV transmission. Section three provides a description of HIV policy models, with a focus on deterministic models. This leads us in section four to envision the need for a generic deterministic HIV policy model and briefly describe the structure of such a generic model applicable to countries with generalized HIV/AIDS epidemic, also defined as pattern II countries by the WHO.
Ochoa Jaramillo P., Van Ackere A. (Dir.) (2007). The dynamics of the Swiss electricity market : three essays. Université de Lausanne, Faculté des hautes études commerciales. [abstract]
Executive Summary¦Electricity is crucial for modern societies, thus it is important to understand the behaviour of electricity markets in order to be prepared to face the consequences of policy changes.¦The Swiss electricity market is now in a transition stage from a public monopoly to a liberalised market and it is undergoing an "emergent" liberalisation - i.e. liberalisation taking place without proper regulation. The withdrawal of nuclear capacity is also being debated. These two possible changes directly affect the mechanisms for capacity expansion. Thus, in this thesis we concentrate on understanding the dynamics of capacity expansion in the Swiss electricity market.¦A conceptual model to help understand the dynamics of capacity expansion in the Swiss electricity market is developed an explained in the first essay. We identify a potential risk of imports dependence. In the second essay a System Dynamics model, based on the conceptual model, is developed to evaluate the consequences of three scenarios: a nuclear phase-out, the implementation of a policy for avoiding imports dependence, and the combination of both. We conclude that the Swiss market is not well prepared to face unexpected changes of supply and demand, and we identify a risk of imports dependence, mainly in the case of a nuclear phase-out.¦The third essay focus on the opportunity cost of hydro-storage power generation, one of the main generation sources in Switzerland. We use and extended version of our model to test different policies for assigning an opportunity cost to hydro-storage power generation. We conclude that the preferred policies are different for different market participants and depend on market structure.
Dean B., van Ackere A. & Barber N. (Dir.) (1999). Hospital medication administration errors their simulation, observation and severity assessment. The School of Pharmacy, London.
Autres van Ackere A. (1996). Statistical Sampling.Published in the Financial Times, `Mastering Management' series.
van Ackere A. (1996). Understanding Probability and Distributions.Published in the Financial Times, `Mastering Management' series.
van Ackere A. (1996). Describing and Presenting Data. Published in the Financial Times, `Mastering Management' series.
van Ackere A. & Morecroft J. (1996). Un Mundo Sistemico, published in "Revista IDEA".
van Ackere A. & Morecroft J.D.W. (1996). Systems Thinking and Strategic Modelling.Published in the Financial Times, `Mastering Management' series.