嘉宾介绍
He Qi-Ming博士目前任职加拿大滑铁卢大学管理科学系教授，是排队论和运营管理研究领域的国际著名学者。他的主要研究领域包括：应用概率计算方法、排队论、库存控制、随机建模、供应链管理等。近年来，他聚焦于研究多类顾客排队系统、多类需求库存系统以及相位型(PH)分布的拟合计算与分析等。
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讲座介绍
This talk is about stochastic clearing systems with a discrete-time Markovian input process, and an output mechanism that intermittently and instantaneously clears the system partially or completely. The decision to clear the system depends on both quantities and delays of outstanding inputs. Clearing the system incurs a fixed cost, and outstanding inputs are charged a delay penalty, which is a general increasing function of the quantities and delays of individual inputs. By recording the quantities and delays of outstanding inputs in a sequence, we model the clearing system as a tree-structured Markov decision process over both a finite and infinite horizon. We show that the optimal clearing policies, under realistic conditions, are of the on-off type or the threshold type. Based on the characterization of the optimal policies, we develop efficient algorithms to compute parameters of the optimal policies for such complex clearing systems for the first time.? Numerical examples will be presented to gain insight into the impact of the nonlinear delay penalty cost function, the comparison of the optimal policy and the classical hybrid policy, and the impact of the state of the input process.
