岭南学术论坛－管理学系列Seminar－Stochastic Optimization with Decisions Truncated by Random Variables and Its applications in Operations
(5-28PM2:30)第488期岭南学术论坛（管理学系列Seminar）
报告题目：Stochastic Optimization with Decisions Truncated by Random Variables and Its applications in Operations
报 告 人：Xin Chen（University of Illinois, Professor）
主 持 人：徐佳焱（中山大学岭南学院 助理教授）
时 间：2018年5月28日（周一）下午2：30—4：00
地 点：岭南堂汪道涵会议室
语 言：中文+英文
摘要：
We study stochastic optimization problems with decisions truncated by random variables. The technical difficulty is that the optimization problems may not be convex programs due to the truncation. We develop a transformation technique to convert the original non-convex problems to equivalent convex ones. Our transformation allows us to prove the preservation of some desired structural properties, such as convexity, submodularity, and L-natural-convexity, under optimization operations, that are critical for identifying the structures of optimal policies and developing efficient algorithms. We demonstrate the applications of our approach to several important models in inventory control and revenue management.
个人简介：
Xin Chen is a professor, an Abel Bliss Faculty Scholar and the Jerry S. Dobrovolny Faculty Scholar at the University of Illinois at Urbana-Champaign. He obtained his PhD from MIT in 2003, MS from Chinese Academy of Sciences in 1998 and BS from Xiangtan University in 1995. His research interest lies in optimization, data analytics, revenue management and supply chain management. He received the Informs revenue management and pricing section prize in 2009. He is the coauthor of the book “The Logic of Logistics: Theory, Algorithms, and Applications for Logistics and Supply Chain Management (Second Edition, 2005, & Third Edition, 2014)”, and serving as an associate editor of several journals including Operations Research, Management Science, Mathematics of Operation Research and Production and Operations Management.
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