题目:Distribution Free Newsvendor Problem and its Applications
主讲人:岳劲峰 教授(美国中田纳西州立大学教授 / 上海财经大学信息管理与工程学院经理)
时间:2015年6月11日下午15:00-17:30
地点:主楼6楼(能源与环境政策研究中心)
主讲人简介:
岳劲峰,华盛顿州立大学博士,中田纳西州立大学教授,上海财经大学信息管理与工程学院经理。从事运营管理研究,研究兴趣为库存管理、供应链管理、优化极其运用。论文发表在Operations Research, Production and Operations Management 等期刊上。
内容简介:
This research extends previous work on the distribution-free newsvendor problem, where only partial information about the demand distribution is available. More specifically, the analysis assumes that the demand distribution f belongs to a class of probability distribution functions (pdf) F with mean μ and standard deviation σ. While previous work has examined the expected value of distribution information (EVDI) for a particular order quantity and a particular pdf f, this paper aims at computing the maximum EVDI over all f ∈ F for any order quantity. In addition, an optimization procedure is provided to calculate the order quantity that minimizes the maximum EVDI.
(主办:能源与环境政策研究中心)