Annals of Operations Research最新文献

{"title":"No good Markov strategies for Büchi objectives in countable MDPs","authors":"Stefan Kiefer,&nbsp;Richard Mayr,&nbsp;Mahsa Shirmohammadi,&nbsp;Patrick Totzke","doi":"10.1007/s10479-026-07226-6","DOIUrl":"10.1007/s10479-026-07226-6","url":null,"abstract":"<div><p>We study countably infinite Markov decision processes with Büchi objectives, which ask to visit a given subset of states infinitely often. A question left open by T.P. Hill (1979) is whether there always exist <span>(varepsilon )</span>-optimal Markov strategies, i.e., strategies that base decisions only on the current state and on the clock (the number of steps taken so far). We provide a negative answer to this question by constructing a non-trivial counterexample.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"711 - 726"},"PeriodicalIF":4.5,"publicationDate":"2026-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-026-07226-6.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148060764","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}

{"title":"Developing an interpretable decision support framework for brain tumor screening","authors":"Ismail Abdulrashid,&nbsp;Theerawat Jindapoo,&nbsp;Dursun Delen,&nbsp;Samuel Gaskins,&nbsp;Moses Ndovie","doi":"10.1007/s10479-026-07262-2","DOIUrl":"10.1007/s10479-026-07262-2","url":null,"abstract":"<div><p>Brain and other Central Nervous System (CNS) tumors affect nearly one million people each year, with an estimated 93,470 diagnosed new cases in the United States alone in 2022. There is a significant global imbalance between the supply of medical equipment and the demand for experienced healthcare professionals, especially in developing countries. As a result, experts advocate for innovative technologies to enhance patient screening. This paper presents a comprehensive framework based on eXplainable Artificial Intelligence (XAI) aimed at improving brain tumor screening. Unlike traditional AI models, which often operate as \"black boxes\" with little transparency, our framework offers accountability through an explainable and interpretable solution, thereby increasing trust among clinical radiologists and oncologists. Key features of our findings include: (1) utilizing an XAI-based method that not only predicts brain tumors but also explains the features that contributed to each prediction; (2) employing three advanced XAI techniques—SHAP, Guided BackPropagation (GBP), and Occlusion Sensitivity (OS)—to create a comparative, multi-class explanatory visual strategy for interpreting CNN-based models; and (3) generating full-color diagnostic images that highlight the volume and severity of each tumor type. Using magnetic resonance imaging (MRI) data from patients, we demonstrate that our XAI-based approach significantly outperforms existing state-of-the-art AI methods for brain tumor screening, ultimately improving clinical decision-making.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"989 - 1012"},"PeriodicalIF":4.5,"publicationDate":"2026-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148060853","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}

{"title":"Analysing responsible investment practices: a tool for corporate social responsibility implementation using MCDM approach","authors":"Liyuan Lu,&nbsp;Murugesan Palaniappan,&nbsp;Mark Christhian Barrueta Pinto,&nbsp;Adriana Montenegro Torres","doi":"10.1007/s10479-026-07058-4","DOIUrl":"10.1007/s10479-026-07058-4","url":null,"abstract":"<div><p>Achieving social sustainability becomes a key debate after the introduction of sustainable development goals globally. However, the existing strategies like green manufacturing, and circular economy proposed for industries more focussed on economic and environment sustainability and have a little direct impact on social aspects. Considering the fact, studies started to correlate the impact of corporate social responsibility as one of the key strategies for achieving social sustainability goals. There are many existing studies exists with tools and strategies which effectively implement corporate social responsibility. Most of these studies stressed the importance of responsible investment for effective implementation of corporate social responsibility. This study seeks the opportunity to explore and understand the relationship among responsible investment practices which could drives the effective implementation of corporate social responsibility for achieving social sustainability goals. Totally 16 common responsible investment practices were considered in this study, which further analysed through DEMATEL-ANP with the assistance of case study methodology. The findings revealed that among 16 considered common practices, “investment on communications” (<b>RP13</b>) holds the top position followed by “Invest on socially responsible mutual funds and exchange traded funds” (<b>RP12</b>). Contrary to this, “providing micro finance to local startups within the mining ecosystem” (<b>RP16</b>) holds the least influence responsible investment practice, which is followed by investment on training and education of workers to understand their social rights (<b>RP14</b>). This study contributes to strengthen the theoretical discussions by including social aspects in company’s long term investment practices. The obtained results were used to provide key managerial implications including finding different strategies to enhance (<b>RP13</b>), which could further be considered by industrial managers for implementation of corporate social responsibility in their organization in effective way for long term goal achievement.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"779 - 803"},"PeriodicalIF":4.5,"publicationDate":"2026-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148060967","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}

{"title":"A Myerson value for multi-choice games with a communication network","authors":"David Lowing,&nbsp;Satoshi Nakada,&nbsp;Serge Bertrand Nlend Oum,&nbsp;Philippe Solal","doi":"10.1007/s10479-026-07246-2","DOIUrl":"10.1007/s10479-026-07246-2","url":null,"abstract":"<div><p>This paper studies cooperative games where agents have multiple participation levels, and are embedded in a communication network. We introduce a solution concept that generalizes the Myerson value. It is constructed through a restriction operator that captures the interaction between the network structure and agents’ participation levels, and the way this interaction constrains feasible coalitions. The solution is axiomatically characterized and shown to satisfy a stability property. To demonstrate its applicability, we extend the classical sequencing problem to a setting where agents can exert effort to reduce processing times. Our solution then determines how the resulting cost savings are distributed when agents exert maximal effort and tasks are ordered in a cost-minimizing sequence.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"363 3","pages":"2097 - 2120"},"PeriodicalIF":4.1,"publicationDate":"2026-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148710300","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}

{"title":"Fair models in credit: intersectional discrimination and the amplification of inequity","authors":"Savina Kim,&nbsp;Stefan Lessmann,&nbsp;Galina Andreeva,&nbsp;Michael Rovatsos","doi":"10.1007/s10479-026-07086-0","DOIUrl":"10.1007/s10479-026-07086-0","url":null,"abstract":"<div><p>The increasing usage of new data sources and machine learning technology in credit modeling raises concerns with regards to potentially unfair decision-making that rely on protected characteristics (e.g., race, sex, age) or other socio-economic and demographic data. The authors demonstrate the impact of such algorithmic bias in the microfinance context. Whereas most fairness works focus on an individual protected characteristic per dataset, the study sheds light on the usage of multiple, multinomial characteristics simultaneously and the amplification of harmful effects for intersectional cases which is seldom discussed in the current credit literature. Drawing from the intersectionality paradigm, it examines multiple discrimination in credit access based on gender, age, marital status, single parent status and number of children. Alternative credit data from the Spanish microfinance market is utilized to demonstrate how pluralistic realities and intersectional identities can shape patterns of credit allocation when using automated decision-making systems. The study makes three contributions to literature on fairness in credit. First, the authors highlight the usage of new types of microfinance alternative credit data and demonstrate how this can be used to shed light on discriminatory outcomes for single characteristics. Secondly, the results show that in addition to legally protected characteristics, sensitive attributes like single parent status and greater number of children can result in imbalanced harm. Thirdly, the study demonstrates that while on a high-level, fairness may exist superficially, unfairness can exacerbate at lower levels given combinatorial effects; in other words, the core fairness problem may be more complicated than current literature demonstrates. We discuss the implications of these findings for the financial services industry.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 :","pages":"465 - 502"},"PeriodicalIF":4.5,"publicationDate":"2026-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148061105","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}

{"title":"A multigraph and multiplex approach for the recognition of important states in Markov decision processes","authors":"Rudy Milani,&nbsp;Maximilian Moll,&nbsp;Renato De Leone,&nbsp;Stefan Pickl","doi":"10.1007/s10479-026-07225-7","DOIUrl":"10.1007/s10479-026-07225-7","url":null,"abstract":"<div><p>The determination of the most important states in Markov Decision Processes has recently gained interest due to its applicability in increasing both the performance and the explainability of Reinforcement Learning algorithms. In this paper, we extend the concept of Reconstructed Transition Graphs from simple unweighted graphs to advanced notions of weighted Multigraphs and Multiplexes to better represent Markov Decision Processes and identify the most important states. To this end, we adapt the classical centrality measures (betweenness, closeness, and eigenvector) to our proposed frameworks and delineate the theoretical assumptions required to ensure their existence and uniqueness. Compared to other graph-based measures available in the literature, this novel approach can take into account the different rewards and transform them into weights specific to the task. Computational experiments indicate the superior capacity of these measures in the detection of dangerous states and high-reward situations for non-sparse reward environments compared to state-of-the-art methodologies. Moreover, a statistical analysis carried out allowed to discover significant interconnections between the newly defined centrality measure structures and Q-value-based measures that are helpful for the recognition of critical states.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"363 3","pages":"2253 - 2290"},"PeriodicalIF":4.1,"publicationDate":"2026-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-026-07225-7.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148710301","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}

{"title":"Sustainability and resilience improvement in uncertain environment: a risk mitigation approach toward achieving sustainable development goals","authors":"Astha Sharma,&nbsp;Dinesh Kumar,&nbsp;Navneet Arora","doi":"10.1007/s10479-026-07124-x","DOIUrl":"10.1007/s10479-026-07124-x","url":null,"abstract":"<div><p>The pharmaceutical industry (PI) highly impacts the quality of life of its customers; however, its operational performance is affected by various risks that disrupt supply chains and limit access to essential medicines. Growing regulatory and societal pressures have further intensified the need to improve sustainability and resilience within pharmaceutical supply chains (PSCs). In this context, the present work focuses on the identification and sustainability-oriented assessment of risk mitigation strategies (RMSs) for improving resilience in PI. Firstly, RMSs are identified through a systematic literature review and subsequently evaluated using Measurement of Alternatives and Ranking according to COmpromise Solution (MARCOS) method combined with Intuitionistic fuzzy (IF) set theory under decision uncertainty. The strategies are assessed across five sustainability dimensions and sensitivity analysis is performed to validate the results. Implementation of Lean-six sigma (LSS), collaborative planning, and adoption of latest technologies (such as blockchain), are found to be the most effective RMSs for improving the sustainability and resilience of PI. This study is among the first to systematically identify and prioritize RMSs for Indian PI from a sustainability perspective. By aligning RMSs with sustainability, this work highlights the contribution of pharmaceutical risk management to the United Nations Sustainable Development Goals (SDGs), particularly, SDG 3 (Good Health and Well-being), SDG 8 (Decent Work and Economic Growth), SDG 9 (Industry, Innovation, and Infrastructure), SDG 12 (Responsible Consumption and Production), SDG 16 (Peace, Justice, and Strong Institutions), and SDG 17 (Partnerships for the Goals). The study also provides managerial insights for implementing sustainability-driven RMSs within PSCs.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"1013 - 1052"},"PeriodicalIF":4.5,"publicationDate":"2026-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148060836","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}

{"title":"A proximal algorithm for constrained multiobjective minimization with quasiconvex functions","authors":"E. A. Papa Quiroz,&nbsp;O. A. Bermeo Carrasco,&nbsp;R. Ichpas","doi":"10.1007/s10479-026-07241-7","DOIUrl":"10.1007/s10479-026-07241-7","url":null,"abstract":"<div><p>In this paper, an inexact proximal point algorithm with proximal distances is introduced to solve multiobjective minimization problems with locally Lipschitz quasiconvex objective functions constrained to a closed convex set with nonempty interior. We prove the convergence of the sequence generated by the algorithm to a Pareto-Clarke critical point and convergence to a Pareto solution when the objective functions are convex or when we consider the exact proximal algorithm for the quasiconvex problem when the proximal parameter converges to zero. We give some conditions to obtain the finite termination of the algorithm and prove linear or superlinear rate of convergence for a large class of proximal distances. Thus, this work extends the convergence of the proximal point method for quasiconvex multiobjective minimization problems and improves recent convergence results of previous works for the convex case. Finally, we give numerical experiments to confer the practicability of the algorithm.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"837 - 871"},"PeriodicalIF":4.5,"publicationDate":"2026-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148060962","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}

{"title":"Strategic financing decisions in E-commerce supply chains: the battle of platform credit financing and trade credit financing","authors":"Wen-Hui Jiang,&nbsp;Zhen-Song Chen,&nbsp;Qiang Yang","doi":"10.1007/s10479-026-07172-3","DOIUrl":"10.1007/s10479-026-07172-3","url":null,"abstract":"<div><p>Small and medium-sized enterprise (SME) sellers on e-commerce platforms frequently face capital constraints and struggle to access traditional bank loans, making trade credit financing (TCF) and platform credit financing (PCF) critical alternatives. This study develops game-theoretic models for an e-commerce supply chain with a manufacturer, a capital-constrained retailer, and a platform to investigate the comparative efficiency of these two financing formats. Our analysis reveals that the retailer with zero initial capital exclusively prefers PCF, while the retailer with positive capital prefers PCF under high commission rates or moderate commission rates with high production costs; otherwise, TCF is preferred. Interestingly, we find that both the platform and the manufacturer are inclined to act as the financial provider rather than adopting a free-rider strategy, as long as neither the commission rate nor the wholesale price is too high. By modeling the strategic interaction among all members, we further identify the financing equilibria: TCF emerges as the stable outcome when the commission rate is low, or when it is moderate alongside a high wholesale price; conversely, PCF becomes the equilibrium when the commission rate is high, or when it is moderate alongside a low wholesale price. These results are driven by the interplay between the revenue recovery effect and the cost markup effect, which stem from structural differences between TCF and PCF. Moreover, from a systemic perspective, we demonstrate that both TCF and PCF can create value and partially coordinate the supply chain if the production cost is sufficiently low or the commission rate is sufficiently high, respectively. Furthermore, when considering that bank credit financing (BCF) is also available, we prove that BCF is not the preferred option for all supply chain members. Finally, extended analyses of more complex scenarios—where the manufacturer is also capital-constrained or the platform operates a competing reselling channel—confirm the robustness of our framework and provide additional insights into financing chain design and the impact of channel competition.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"681 - 710"},"PeriodicalIF":4.5,"publicationDate":"2026-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148061279","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}

{"title":"Scalable Load Balancing in Interference-prone Queueing Systems","authors":"Jazeem Abdul Jaleel,&nbsp;Mohammad Delasay,&nbsp;Sherwin Doroudi","doi":"10.1007/s10479-026-07217-7","DOIUrl":"10.1007/s10479-026-07217-7","url":null,"abstract":"<div><p>We study a dispatching problem in large-scale queueing systems, where each server independently alternates between serving jobs at a fast rate (when the server is functioning normally) and a slow rate (when the server is undergoing performance degradation). This problem arises in cloud computing when dispatching jobs to a large set of virtual machines (VMs) located across a variety of servers. As not all physical resources are easily partitioned across VMs on the same server, VMs frequently experience a temporary and unpredictable, yet detectable, performance degradation known as interference. We address load balancing in interference-prone VMs, where one must immediately dispatch each incoming job to minimize average response times. We propose several distributed dispatching policies that dispatch incoming requests based on the interference and busy status of a randomly sampled subset of the servers under the power-of-<i>d</i>-choices paradigm. Using mean-field analysis and the Recursive Renewal Reward technique, we evaluate the performance of these heuristics exactly in a variety of settings while deducing and proving several surprising results. In particular, we find that while using interference status information for dispatching can reduce the mean response time, using this information naively can be very costly.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"361 2","pages":"637 - 679"},"PeriodicalIF":4.5,"publicationDate":"2026-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148061268","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}