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【学术讲座】Optimal Modified (s,S) Policies with Uniform-Generated Demand
2024-09-14
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讲座主题:Optimal Modified (s,S) Policies with Uniform-Generated Demand Distributions
讲座时间:2024年9月18日(周三) 16:00-17:30
讲座地点:商学院203教室
讲座内容:In capacitated inventory systems with fixed setup ordering costs, the quest for optimal replenishment policies has remained a significant challenge for over two decades. While modified (s,S) policies are widely desirable due to their intuitive nature, their general optimality has yet to be established. To explore the conditions under which these modified (s,S) policies may achieve optimality, we introduce a novel class of demand distributions, referred to as uniform-generated demand distributions. These distributions are formulated by manipulating uniform demand variables—through addition, multiplication with arbitrary random variables, or mixing existing enabling distributions. By employing graph fitting and artificial intelligence techniques, we demonstrate that a wide range of empirical density functions, drawn from diverse supply chain applications, can be effectively approximated by uniform-generated demand distributions. This innovative approach offers fresh insights into the circumstances under which modified (s,S) policies might be optimal, potentially guiding more efficient inventory management strategies.
主讲人:冯有翼,四川大学特聘教授。他曾是西班牙萨拉戈萨MIT全球物流教研中心绿色供应链终身讲座教授,也是MIT交通和物流中心的兼职研究员。曾任香港中文大学工学院系统工程与工程管理系副教授,香港城市大学商学院管理科学系访问教授,电子科技大学特聘教授,INFORMS协会会员,全球供应链管理会议组委会成员等职。先后获得南京大学数学系数学学士、数学硕士,美国哥伦比亚大学工程与应用科学学院工业工程硕士、工业工程和运筹学博士学位。冯教授的研究方向包括:可持续发展的绿色(低碳)供应链管理,金融工程与风险管理,实物期权理论和应用,经济综合发展,能源合理利用,保护环境和控制污染的创新模型,能源需求和价格均衡预测,随机工业制造和服务系统控制与博弈,大规模零售和制造业供应链管理基础理论与优化算法。其研究成果广泛发表于《Management Science》《Operations Research》《IIE Transactions》《IEEE Transactions on Automation Control》《Naval Research Logistics Quarterly》等高水平的学术杂志上。他同时也是其中部分期刊的审稿人。 冯教授还有丰富的产业咨询经验,先后担任过纽约Bearing证券、Marshall Lazer银行金融分析师和美国休斯顿安然公司天然气运输收益和风险研究项目经理。
主办单位:商学院