講座預告丨管理學與經濟學系列前沿講座之四零九講

講座主題

Optimal policies for stochastic clearing systems with time-dependent delay penalties

主講嘉賓

He Qi-Ming教授（加拿大滑鐵盧大學管理科學系）

主持人

夏俐教授

講座時間

2020年11月26日（周四）上午10:00—12:00

講座形式

線上（騰訊會議ID：154 936 557）

主辦單位

「網際網路管理創新」科研團隊

嘉賓簡介

He Qi-Ming博士目前任職加拿大滑鐵盧大學管理科學系教授，是排隊論和運營管理研究領域的國際著名學者。他的主要研究領域包括：應用概率計算方法、排隊論、庫存控制、隨機建模、供應鏈管理等。近年來，他聚焦於研究多類顧客排隊系統、多類需求庫存系統以及相位型(PH)分布的擬合計算與分析等。

講座簡介

This talk is about stochastic clearing systems with a discrete-time Markovian input process, and an output mechanism that intermittently and instantaneously clears the system partially or completely. The decision to clear the system depends on both quantities and delays of outstanding inputs. Clearing the system incurs a fixed cost, and outstanding inputs are charged a delay penalty, which is a general increasing function of the quantities and delays of individual inputs. By recording the quantities and delays of outstanding inputs in a sequence, we model the clearing system as a tree-structured Markov decision process over both a finite and infinite horizon. We show that the optimal clearing policies, under realistic conditions, are of the on-off type or the threshold type. Based on the characterization of the optimal policies, we develop efficient algorithms to compute parameters of the optimal policies for such complex clearing systems for the first time. Numerical examples will be presented to gain insight into the impact of the nonlinear delay penalty cost function, the comparison of the optimal policy and the classical hybrid policy, and the impact of the state of the input process