Exact Dynamic Programming Deterministic Dynamic Programming A deterministic DP problem involves a discrete-time dynamic system of the form $$ x_{k+1} = f_k(x_k, u_k), \quad k = 0, 1, \dots, N-1 $$ where $k$ is the time index $x_k$ is the state of……
发表在 Management Science, 2021. DOI: https://doi.org/10.1287/mnsc.2020.3712. Special Section of Management Science: 65th Anniversary. 收益管理的历史 The Early Days: 1970s to Early 1990s 收益管理起源于美国的航空业……
发表于 Management Science, 2016. DOI: http://doi.org/10.1287/mnsc.2015.2204. Keywords: inventory management; inventory pooling; demand uncertainty; heavy-tailed distributions Area of review: operations management This paper considers a classic multilocation newsvendor setting following Eppen (1979), where the demand distribution is heavy tailed rather than……
发表在 Production and operations management, 2021. DOI: https://doi.org/10.1111/poms.13424. Key words: overconfidence; transshipment; behavioral operations management; managerial bias 这篇文章研究了过度自信这一行为对带转运的报童模……
发表在 Management Science, 1979. DOI: https://doi.org/10.1287/mnsc.25.5.498. Keywords: facilities/equipment planning; inventory/production operating characteristics; inventory/production-stochastic models 这篇文章在报童模型的设定下比较了中心化库存和分散化库……
如果 $A, B$ 都是正定矩阵，那么： $$ (A + B)^{-1} = A^{-1}-A^{-1}(A^{-1} + B^{-1})^{-1}A^{-1} $$ 根据 $A^{-1}B^{-1}=(BA)^{-1}$ 可以得到： $$ (A + B)^{-1} = A^{-1} (A^{-1} + B^{-1})^{-1} B^{-1} $$……
发表在 Management Science, 2006. DOI: https://doi.org/10.1287/mnsc.1050.0451. Key words: decision analysis; optimization; optimizer’s curse; Bayesian models; postdecision surprise; disappointment 一个分析团队刚刚将复杂分……
在金融数学中，risk measure 用来度量一组资产的风险。经典的 MPT 使用方差作为风险的度量， 令 $(\Omega,……
Matching 图 $G(V, E)$ 上的一个匹配 (matching) 指的是一个集合 $M\subseteq E$，$M$ 中任何两条边没有公共端点。如果一个……
椭球算法最早于 1977 年由俄罗斯数学家 Shor 提出用于解决一般的凸优化问题，后在 1979 年被 Leonid Khachiyan 用于线……