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銆愭椂闂淬€2017骞6鏈30鏃 (鍛ㄤ簲)10:00-11:30
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銆愮畝鍘嗐€慏an Zhang鑰佸笀鐨勭畝鍘
Dan Zhang, Associate Professor , University of Colorado Boulder锛歋ome Recent Results on Linear Programming Based Approximate Dynamic Programming
銆怱peaker銆慏an Zhang, Associate Professor , University of Colorado Boulder
銆怲itle銆慡ome Recent Results on Linear Programming Based Approximate Dynamic Programming
銆怲ime銆慗une.30锛孎riday,10:00-11:30
銆怴enue銆慠oom 453, Weilun Building, Tsinghua SEM
銆怢anguage 銆慐nglish
銆怬rganizer銆慏epartment of Management Science and Engineering
銆怉bstract銆慣he linear programming based approximate dynamic programming has received considerable attention in the recent literature. In this approach, high dimensional dynamic programs are solved approximately as large scale linear programs to tackle the curse of dimensionality. The linear programming formulations are called approximate linear programs (ALPs) and typically have a large number of decision variables and constraints. A major challenge of the approach therefore lies in efficient solution of the ALPs. In this talk, I report some recent applications and theoretical results in this area of research. Example applications include network revenue management, medical appointment scheduling, and queueing control. I will conclude with discussions on research directions and also potential applications in other application areas.
銆怋io銆慏an Zhang is Associate Professor of Operations Management at Leeds School of Business, University of Colorado Boulder. Dr. Zhang鈥檚 primary research interest is data-driven decision making with applications to pricing and revenue management, supply chain management, and healthcare operations. He published about twenty peer-reviewed journal articles on these topics and frequently speaks at conferences, companies, and academic institutions. He consulted in his area of expertise for companies in Canada, China, Europe, and United States. He is the current president of the INFORMS Rocky Mountain Chapter, a society of analytics professionals in the rocky mountain region in the United States. More recently, he was elected chair of INFORMS Pricing and Revenue Management Section, an international society of pricing and revenue management researchers and professionals. He is a Senior Editor for the journalProduction and Operations Managementand a frequent reviewer for academic journals and grant agencies. Dr. Zhang teaches in the area of operations management and data analytics in undergraduate, masters, MBA, and PhD programs. Together with two colleagues, he has been offering a five course specialization on Data Analytics for Business since September 2016 on the MOOC platform Coursera.