题 目:Better Than Dynamic Mean-Variance: Time Inconsistency and Free Cash Flow Stream
主讲人:李端教授 香港中文大学
时 间:1月15日下午2:30—4:30
地 点:中心教学楼1003
主讲人简介:
Duan Li was born in Shanghai, China. He graduated from Fudan University, received his M.E. degree in automatic control from Shanghai Jiaotong University, and obtained his Ph.D. degree in systems engineering from Case Western Reserve University. From 1987 to 1994, he was a Faculty Member at Department of Systems Engineering, the University of Virginia and also served as Associate Director, Center for Risk Management of Engineering Systems. He joined the Department of Systems Engineering and Engineering Management, the Chinese University of Hong Kong, in December 1994, where he is currently Chair Professor and Department Chairman. Duan Li’s research interests include optimization and control, financial engineering and management science. Duan Li was an Associate Editor of IEEE Transactions on Automatic Control and has been a member of the editorial board or a guest editor for many other journals, including Journal of Global Optimization, IIE Transactions on Operations Engineering and Control-Theory and Advanced Technology. He is currently the vice president of Chinese Society of Mathematical Programming.
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