講座題目：Continuous-ReviewInventory Systems with Discontinuous Setup Costs

講座簡(jiǎn)介：

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 levelx?Rin theother cases.

主講人簡(jiǎn)介：姚大成，中國(guó)科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院副研究員，博士生導(dǎo)師，主要從事庫(kù)存管理、隨機(jī)最優(yōu)化、隨機(jī)最優(yōu)控制等方面的研究，研究論文發(fā)表于OperationsResearch，Mathematicsof Operations Research,IEEE Transactions on AutomaticControl,SIAM Journal on Control and Optimization等國(guó)際知名期刊。獲得中國(guó)運(yùn)籌學(xué)會(huì)青年科技獎(jiǎng)（2020）和北京市運(yùn)籌學(xué)會(huì)青年優(yōu)秀論文獎(jiǎng)（2018）。中國(guó)運(yùn)籌學(xué)會(huì)理事。曾訪問(wèn)杜克大學(xué)商學(xué)院、佐治亞理工大學(xué)工業(yè)與系統(tǒng)工程學(xué)院、新加坡國(guó)立大學(xué)商學(xué)院和工學(xué)院、香港中文大學(xué)工學(xué)院等。

主持人：井帥副教授，管理科學(xué)與工程學(xué)院管理科學(xué)系系主任

時(shí) 間：2020年12月3日（周四）晚上19：00

地 點(diǎn)：騰訊會(huì)議（會(huì)議號(hào)：662633 538會(huì)議密碼：123321）

歡迎廣大師生參加！