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讲座 | 大数据与管理科学系列讲座(第3期)


讲座题目:Continuous-ReviewInventory Systems with Discontinuous Setup Costs


In thistalk, we will discuss continuous-review inventory systems, in which the setupcost of each order is a general function of the order quantity and the demandprocess is modeled as a Brownian motion with a positive drift.Assuming the holding and shortage cost to be a convex function the inventorylevel, we prove that an (s, S) policy is optimal among all admissible policiesunder the long-run average cost criterion. However, under the discounted costcriterion, we find that although some (s,S)-type policy isindeed optimal in some cases, any (s,S) policy cannot always beoptimal for all initial inventory levelxRin theother cases.

主讲人简介:姚大成,中国科学院数学与系统科学研究院副研究员,博士生导师,主要从事库存管理、随机最优化、随机最优控制等方面的研究,研究论文发表于OperationsResearchMathematicsof Operations Research,IEEE Transactions on AutomaticControl,SIAM Journal on Control and Optimization等国际知名期刊。获得中国运筹学会青年科技奖(2020)和北京市运筹学会青年优秀论文奖(2018)。中国运筹学会理事。曾访问杜克大学商学院、佐治亚理工大学工业与系统工程学院、新加坡国立大学商学院和工学院、香港中文大学工学院等。


时 间:2020年12月3日(周四)晚上19:00

地 点:腾讯会议(会议号:662633 538会议密码:123321)