Annals of Operations Research最新文献_第9页

Portfolio selection revisited 重新审视投资组合的选择

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-11-04 DOI: 10.1007/s10479-024-06340-7

Alex Shkolnik, Alec Kercheval, Hubeyb Gurdogan, Lisa R. Goldberg, Haim Bar

引用次数: 0

Optimal refund policy design for ship berthing appointment mechanism 船舶靠泊预约机制的最优退款政策设计

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-11-01 DOI: 10.1007/s10479-024-06318-5

Haoqing Wang, Yan Liu, Yuquan Du, Shuaian Wang

{"title":"Optimal refund policy design for ship berthing appointment mechanism","authors":"Haoqing Wang, Yan Liu, Yuquan Du, Shuaian Wang","doi":"10.1007/s10479-024-06318-5","DOIUrl":"10.1007/s10479-024-06318-5","url":null,"abstract":"<div><p>Seaports, the nodal and bottleneck points in the global supply chain network, have been making effort to encourage shipping companies to book berths before ships arrive at the ports. The information and communication technology (ICT) system is essential for the success of this effort. We propose an appointment mechanism with a refund policy for the berth booking ICT system to mitigate port congestion. Two refund policies are investigated: cash refund policy and coupon refund policy. We develop a bi-level model that considers the interests of the port and shipping companies, with which the cash refund policy determines its optimal booking fee and the returned cash, and the coupon refund policy determines its optimal booking fee, the value of the coupon, and the shelf life of the coupon. Numerical experiments are conducted to analyze the two refund policies, the reactions of shipping companies with different characteristics, and how the port takes advantage of the characteristics of shipping companies to maximize profit. The proposed appointment mechanism achieves a win-win performance for the port and shipping companies as it increases the income of the port and reduces the delay cost of shipping companies. This study innovatively investigates the refund policy for the berth booking system and helps understand the mechanism of the system, thereby providing theoretical support for applying the berth booking system in the maritime industry. Moreover, this study contributes to alleviating port congestion and to environmental sustainability by reducing ship emissions caused by waiting at port and inappropriate sailing speed.\u0000</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1643 - 1670"},"PeriodicalIF":4.4,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06318-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925506","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

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

引用次数: 0

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 asset allocation and nonlinear return predictability from the dividend-price ratio 最优资产配置与股利价格比的非线性收益可预测性

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-30 DOI: 10.1007/s10479-024-06332-7

Fabrizio Ghezzi, Anindo Sarkar, Thomas Quistgaard Pedersen, Allan Timmermann

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

Conditional shortfall risk of lifetime consumption 终身消费的条件不足风险

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-10-25 DOI: 10.1007/s10479-024-06316-7

Tom Anichini, Jim Grabot, Sherrie Grabot, Ming Yee Wang, Ganlin Xu, Louis van Zijl

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

引用次数: 0