中石油MBA 6月11日“知行致远”系列讲座预告

MBAChina
2015-01-19 17:59 浏览量: 1612

MBAChina网讯】中石油MBA 6月9日“知行致远”系列讲座即将举办,具体活动安排如下:


讲座时间:2014年6月11日 周三下午3:30


讲座地点:国际交流中心报告厅306


讲座题目:A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Form


报告人:杜东雷教授(现任加拿大新布朗什维克工商管理学院副院长)


报告摘要: Scarf's max-min order formula for the risk-neutral and ambiguity-averse newsvendor problem is a classical result in the field of inventory management. In this article, we extend Scarf's formula by deriving an analogous closed-form order formula for the risk and ambiguity-averse newsvendor problem. Specifically, we provide and analyse the newsvendor order quantity that maximizes the worst-case expected profit vs risk tradeoff (risk-averse) when only the mean and standard deviation of the product's demand distribution are assumed to be known (ambiguity-averse), and the risk is measured by the newsvendor's profit standard deviation. We provide both analytical and experimental results to illustrate the combined effect of considering risk and ambiguity aversion in computing the newsvendor order.


报告人简历:杜东雷教授,现任加拿大新布朗什维克工商管理学院副院长(分管科研及研究生),从事运筹学研究。其主要研究兴趣为组合优化,鲁棒优化,近似算法,社会网络分析,算法博弈论,供应链管理,选址问题及排序理论。其科研成果发表在诸多国际一流学术期刊上,如Operations Research, Algorithmica, SIAM Journal on Discrete Mathematics, European Journal of Operation Research, Omega 等。并多次获得所在学校及学院的奖励,包括University Research Scholar (校级, 2014), University Merit Award (校级, twice, 2006 and 2012), Excellence in Research Award (院级, 2007), and Annual Research Award (院级,2004).


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