Annals of Operations Research最新文献_第2页

Statistical methods for decision making in public sector: from the quality assessment to the citizen satisfaction 公共部门决策的统计方法：从质量评估到公民满意度

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-11-08 DOI: 10.1007/s10479-024-06374-x

Luigi D’Ambra, Rosella Castellano, Pierpaolo D’Urso, Sandra De Iaco

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Correction: Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage 修正：投资组合保险、投资组合理论、市场模拟、投资组合杠杆风险

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-11-07 DOI: 10.1007/s10479-024-06367-w

Bruce I. Jacobs, Kenneth N. Levy

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Digital operations research models for intelligent machines (industry 4.0) and man-machine (industry 5.0) systems 智能机器（工业 4.0）和人机（工业 5.0）系统的数字运筹学模型

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-11-01 DOI: 10.1007/s10479-024-06366-x

Madjid Tavana, Tobias Schoenherr, Yang Cheng, Ajay Kumar, Eric W. T. Ngai

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Women, immigrants, and microcredit in Europe: a Bayesian approach 欧洲的妇女、移民和小额信贷：贝叶斯方法

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-30 DOI: 10.1007/s10479-024-06312-x

Anastasia Cozarenco, Ariane Szafarz, Mike Tsionas

{"title":"Women, immigrants, and microcredit in Europe: a Bayesian approach","authors":"Anastasia Cozarenco, Ariane Szafarz, Mike Tsionas","doi":"10.1007/s10479-024-06312-x","DOIUrl":"10.1007/s10479-024-06312-x","url":null,"abstract":"<div><p>We use structural modeling to address the allocation process of a microcredit provider granting loans to a heterogeneous pool of applicants. Our theoretical model accounts for technology, risk preferences, and information asymmetry. We test the model with a hand-collected database that includes detailed information on the applicants of a microcredit institution funding European micro-enterprises. Non-parametric Bayesian methodology is used to unpack between-group differences in approval probabilities associated with gender and country of origin and identify (demand-side differences), while differences in unexplained approval probabilities would suggest supply-side biases. The empirical analysis shows that applicants coming from outside of the European Union tend to be more productive than EU-born citizens. They also enjoy a higher approval probability, except for applicants from Latin America, which appear to be riskier borrowers. This result suggests that the microcredit provider treats immigrants fairly. By contrast, the higher productivity and the lower risk of female entrepreneurial projects is only partially compensated by easier access to credit.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"344 1","pages":"103 - 134"},"PeriodicalIF":4.4,"publicationDate":"2024-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142912747","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Complexity Bounds for Deterministic Partially Observed Markov Decision Processes 确定性部分可观察马尔可夫决策过程的复杂度界

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-30 DOI: 10.1007/s10479-024-06282-0

Cyrille Vessaire, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, Alejandro Rodríguez-Martínez

{"title":"Complexity Bounds for Deterministic Partially Observed Markov Decision Processes","authors":"Cyrille Vessaire, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, Alejandro Rodríguez-Martínez","doi":"10.1007/s10479-024-06282-0","DOIUrl":"10.1007/s10479-024-06282-0","url":null,"abstract":"<div><p>Partially Observed Markov Decision Processes (<span>Pomdp</span>) share the structure of Markov Decision Processs (<span>Mdp</span>) — with stages, states, actions, probability transitions, rewards — but for the notion of solutions. In a <span>Pomdp</span>, observation mappings provide partial and/or imperfect knowledge of the state, and a policy maps observations (and not states like in a <span>Mdp</span>) towards actions. Theroretically, a <span>Pomdp</span> can be solved by Dynamic Programming (DP), but with an information state made of probability distributions over the original state, hence DP suffers from the curse of dimensionality, even in the finite case. This is why, authors like (Littman, M. L. 1996). Algorithms for Sequential Decision Making. PhD thesis, Brown University) and (Bonet, B. 2009). Deterministic POMDPs revisited. In <i>Proceedings of the Twenty-Fifth Conference on Uncertainty in Artificial Intelligence, UAI ’09</i> (pp. 59-66). Arlington, Virginia, USA. AUAI Press) have studied the subclass of so-called Deterministic Partially Observed Markov Decision Processes (<span>Det-Pomdp</span>), where transitions and observations mappings are deterministic. In this paper, we improve on Littman’s complexity bounds. We then introduce and study a more restricted class, Separated <span>Det-Pomdp</span>s, and give some new complexity bounds for this class.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"344 1","pages":"345 - 382"},"PeriodicalIF":4.4,"publicationDate":"2024-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142912746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Optimal environmental regulation and firms’ location choice under yield uncertainty 收益不确定性下的最优环境规制与企业区位选择

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-28 DOI: 10.1007/s10479-024-06225-9

Bin Wei, Nengmin Wang, Bin Jiang, Zhengwen He

{"title":"Optimal environmental regulation and firms’ location choice under yield uncertainty","authors":"Bin Wei, Nengmin Wang, Bin Jiang, Zhengwen He","doi":"10.1007/s10479-024-06225-9","DOIUrl":"10.1007/s10479-024-06225-9","url":null,"abstract":"<div><p>Environmental regulations have led to firms considering offshoring their production to avoid compliance costs. However, overseas production comes with yield uncertainty. This study examines optimal environmental regulations and firms’ responses under three production scenarios. The government’s objective is to maximize social welfare by selecting the type and intensity of regulatory instruments, while firms seek to optimize profits by adjusting their optimal production quantities. Our analysis finds that price and quantity regulation instruments have similar impacts on social welfare, but firms prefer quantity instruments despite price instruments being more beneficial for consumers. Furthermore, both pollution damage coefficient and yield uncertainty are important factors affecting social welfare and firms’ location choice and there exist win–win situations that benefit the government, firms, and consumers. Additionally, offshoring tends to be more environmentally friendly to the local environment. To further validate the main model, we examine various extensions. Results show that the hybrid instrument does not significantly enhance social welfare, but it does offer flexibility in adjusting firms’ production transfer motivations. Additionally, factors such as positive production and fixed costs, as well as multi-market issues, do not alter the government’s preference for regulatory instruments.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"344 1","pages":"413 - 456"},"PeriodicalIF":4.4,"publicationDate":"2024-10-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142913067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

20 years review of the multi actor multi criteria analysis (MAMCA) framework: a proposition of a systematic guideline 多参与者多标准分析（MAMCA）框架的20年回顾：一个系统性指导方针的命题

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-26 DOI: 10.1007/s10479-024-06357-y

He Huang, Shary Heuninckx, Cathy Macharis

{"title":"20 years review of the multi actor multi criteria analysis (MAMCA) framework: a proposition of a systematic guideline","authors":"He Huang, Shary Heuninckx, Cathy Macharis","doi":"10.1007/s10479-024-06357-y","DOIUrl":"10.1007/s10479-024-06357-y","url":null,"abstract":"<div><p>Multi-criteria Decision Making (MCDM) involves evaluating alternatives based on a comprehensive set of conflicting criteria, often requiring the involvement of varied decision makers. This has led to the emergence of stakeholder-based multi-criteria group decision-making (MCGDM) frameworks. However, traditional MCGDM frequently overlooks the interactions and trade-offs among different actors and criteria. The Multi-actor Multi-criteria Analysis (MAMCA), developed in 2000, provides a transparent decision-making process explicitly considering these interrelationships. It allows diverse stakeholder groups to represent their priorities, thereby enhancing their understanding of their own and others’ positions. Over the past two decades, MAMCA has seen a significant rise in popularity and has been widely applied in diverse contexts, proving valuable as both a decision-making and stakeholder engagement tool. However, our analysis of publications on cases in which MAMCA was applied over the years shows that considerable variation exists in the overall process approach, contingent upon the specific goals and context. To address these variations, this paper proposes a modularized MAMCA structure, complemented by systematic application guidelines, to aid future users in navigating the process steps and identifying the most suitable methods for each step. Additionally, future research directions are suggested for potential enhancements to the MAMCA framework by integrating varied methodologies.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 1","pages":"313 - 348"},"PeriodicalIF":4.4,"publicationDate":"2024-10-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06357-y.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142789277","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

AI-based decision support systems for sustainable business management under circular economy 基于人工智能的决策支持系统，促进循环经济下的可持续企业管理

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-23 DOI: 10.1007/s10479-024-06347-0

Muhammet Deveci, Dursun Delen, Weiping Ding

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Contemporary approaches in matheuristics an updated survey 数学中的当代方法：最新调查

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-22 DOI: 10.1007/s10479-024-06302-z

Marco Antonio Boschetti, Vittorio Maniezzo

{"title":"Contemporary approaches in matheuristics an updated survey","authors":"Marco Antonio Boschetti, Vittorio Maniezzo","doi":"10.1007/s10479-024-06302-z","DOIUrl":"10.1007/s10479-024-06302-z","url":null,"abstract":"<div><p>Matheuristics are problem independent frameworks that use mathematical programming tools to obtain high quality heuristic solutions. They are structurally general enough to be applied to different problems with little adaptation to their abstract structure, so they can be considered as new or hybrid metaheuristics based on components derived from the mathematical model of the problems of interest. In this survey, we emphasize the mathematical tools and describe how they can be used to design heuristics. We focus on mixed-integer linear programming and report representative examples from the literature of how it has been used for effective heuristic optimization. References to contributions to matheuristics deriving from neighboring research areas such as Artificial Intelligence or Quantum Computing are also included. We conclude with some ideas for possible future developments. This paper extends an original version published in 4OR with new sections on CMSA, Incremental Core, AI hybrids and Quantum Heuristics, and includes references to several recent publications.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 2021-2023)","pages":"663 - 700"},"PeriodicalIF":4.4,"publicationDate":"2024-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06302-z.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142826132","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Blockchain-enabled supply chain finance model: a study of the dual-channel closed-loop supply chain of electronic products 基于区块链的供应链金融模式：电子产品双通道闭环供应链研究

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-19 DOI: 10.1007/s10479-024-06320-x

Quanpeng Chen, Xiaogang Chen, Shu Li, Jun Chen

{"title":"Blockchain-enabled supply chain finance model: a study of the dual-channel closed-loop supply chain of electronic products","authors":"Quanpeng Chen, Xiaogang Chen, Shu Li, Jun Chen","doi":"10.1007/s10479-024-06320-x","DOIUrl":"10.1007/s10479-024-06320-x","url":null,"abstract":"<div><p>Small and medium enterprises (SMEs) in supply chains often struggle to obtain external financial resources from banks, due to their poor supply chain visibility. Prior studies suggest that adopting blockchain technology can enhance supply chain visibility, thus facilitating access to supply chain finance (SCF). In this study, we compare the traditional SCF mode with the blockchain-enabled SCF mode within the framework of a dual-channel closed-loop supply chain (CLSC). Our analysis incorporates both prepayment financing and accounts receivable financing or purchase order financing into the analytical model. Our main findings are as follows. Firstly, adopting blockchain technology leads to a reduction in the interest rate, enabling the manufacturer and the retailer to raise their buy-back prices. This increase in buy-back prices subsequently encourages greater recycling of used products. Secondly, in a context marked by high cross-price elasticity, we observe abrupt pricing fluctuations in both online and offline sales channels. However, adopting blockchain technology can effectively mitigates these fluctuations, thus ensuring the sustained stability of demand in both sales channels. Thirdly, in the blockchain-enabled mode, equilibrium wholesale price, offline sales price, manufacturer’s buy-back price, and retailer’s buy-back price are higher compared to those in the traditional mode. Conversely, the equilibrium direct sales price is lower in the blockchain-enabled mode than in the traditional mode. Fourthly, changes in interest rates and cross-price elasticity have analogous impacts on pricing dynamics in both the traditional and blockchain-enabled modes. Fifthly, adopting blockchain technology leads to an all-win outcome for participants in SCF arrangements only when the benefits of blockchain-enabled traceability and reduced interest rates outweigh the costs associated with hosting and access.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"343 1","pages":"87 - 124"},"PeriodicalIF":4.4,"publicationDate":"2024-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142789387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0