報告題目:Real-time procurement problem for deteriorating items with limited price information
報告時間:2019年5月14日 上午 9:00
報告地點:旭日樓306教室
報告人: 代文強教授
報告人簡介:
代文強,電子科技大學經濟與管理學院教授,已主持2項國家自科基金項目、1項教育部高等學校博士學科點專項科研基金,以及主持或參與多項其他縱向課題。現已在EJOR、IJPR、JOCO、APJOR、TCS、IPL等主流SCI檢索期刊,以及管理科學學報、系統工程理論與實踐等國内主流期刊上發表論文20多篇。
報告内容簡介:
Traditional procurement model for deteriorating items assume the procurer have full information about the procurement price. In this talk, we will discuss two procurement models in which a procurer faces price uncertainty, under constant deterioration rate assumption or random deterioration rate assumption. For each models, we propose a simple and effective real-time procurement policy where the decisions are made only based on the current arriving price and inventory level, with entirely arbitrary non-stationary and even adversarial price sequence arrivals. The only information we need is the lower and upper bounds for price. Thus, our policy delivers robust performance to changing price over time. A theoretical closed-form relative performance criterion of the competitive ratio (CR) is also proven to give the performance guarantee. Our numerical experiments demonstrate even better empirical performance than the corresponding proven worst-case bounds.