报告人: 胡鹏 教授，华中科技大学

时间: 2016年12月6日16:00

地点: 十大网投靠谱平台协鑫楼104

Stochastic inventory management has been extensively explored for more than eight decades, where a number of studies focus on the structure of optimal inventory policies under the periodic-review setting. It turns out these structural results significantly depend on properties of the production cost functions, e.g., with or without fixed cost, capacity limit, diminishing margin and etc., which are usually characterized by convex-like properties, e.g.,  K-convexity, CK-convexity and concavity and etc. This work introduces two convex-like concepts and analyzes the structure of the optimal inventory policies. The first one extends almost all known similar concepts in literature and helps us to develop a uniform framework on related structural results. The second one is weaker yet leads to an elegant preservation result close to the regular convexity, and hence provides a powerful tool to analyze the performance of heuristics for more general cost functions.

Bio:

胡鹏现在是华中科技大学管理学院生产运作与物流管理系副教授，2016年获得了国家自然科学基金委员会优秀青年科学基金项目。他的主要研究方向是运筹与优化、供应链管理、库存管理。他从美国伊利诺依大学香槟分校工业和企业系统工程系获得博士学位，从中国科学院数学与系统研究所系统与控制重点实验室获得硕士，从北京大学数学学院概率与统计系获得学士。