题目：Approximate Linear Programming for Large-Scale Stochastic Dynamic Programs

时间：2019年9月27日 10：00-11:30

地点：商学院武东路校区114

主讲人：Dan Zhang, Professor, University of Colorado Boulder

摘要：The 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 potential applications in other application areas.

主讲人简介：Dan Zhang is Professor of Operations Management at Leeds School of Business, University of Colorado Boulder. Dr. Zhang’s primary research interest is revenue management and approximate dynamic programming. He frequently speaks at conferences, companies, and academic institutions, and consults in his area of expertise. Between 2017 and 2018, he is the chair of INFORMS Pricing and Revenue Management Section, an international society of pricing and revenue management researchers and professionals. He was the Department Editor for the Revenue Management and Pricing Area at the journal Decision Sciences between 2017 and 2018 and a Senior Editor for the journal Production and Operations Management between 2014 and 2018. Since January 2019, he has been the Department Editor of Revenue Management Area at Production and Operations Management and an Associate Editor at INFORMS Journal on Computing. Dr. Zhang teaches operations management, statistics, and data analytics courses at all levels. He also offered a PhD level course on Approximate Dynamic Programming at several universities. 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, which has enrolled tens of thousands of students worldwide. Dr. Zhang held visiting appointments at Ross School of Business, University of Michigan, and College of Business, City University of Hong Kong