Scalable Bayesian–XAI Framework for Multi-Objective Decision-Making in Uncertain Dynamic Systems

This study proposes a scalable Explainable Artificial Intelligence (XAI)–driven Bayesian–AI decision–control framework for multi-objective optimisation in uncertain and dynamic systems. The framework integrates Bayesian networks, stochastic control, and expected utility theory within a unified probabilistic architecture. Unlike traditional black-box models, the proposed framework provides intrinsic interpretability through probabilistic reasoning and dependency-aware modelling. This allows users to understand how decisions are formed and how variables influence outcomes. To further strengthen explainability, the framework incorporates post hoc XAI techniques, including SHAP-based feature attribution and sensitivity-based local explanations. These methods quantify the contribution of each variable and provide clear explanations at both global and local levels. The system is formulated as a stochastic state-space model and implemented as a closed-loop adaptive architecture. It updates decisions continuously as new data becomes available. Scalable inference is achieved using variational inference, Markov Chain Monte Carlo, and Sequential Monte Carlo methods. This ensures efficient performance in complex and high-dimensional environments. A simulation study based on 370 observations shows that the proposed framework improves decision quality, robustness under uncertainty, and transparency compared to conventional methods. Explainability is evaluated using Fidelity, Stability, and Transparency metrics. The results confirm that the model produces consistent and reliable explanations. The framework supports human-centred decision-making by providing visual analytics and clear probabilistic explanations. This makes it suitable for high-stakes applications such as cyber–physical systems, intelligent platforms, and real-time AI systems. The main contribution of this study is the integration of intrinsic probabilistic interpretability with post hoc XAI techniques into a single, scalable framework. This approach bridges a key gap in XAI research and offers a practical and transparent solution for decision-making under uncertainty.