管理科学与工程前沿论坛（22）暨建院四十周年院庆系列讲座——陈友华

时间：2024-07-22

报告人：陈友华 教授

报告题目：Newsvendor Problems with Product Unbundling: An Approach Combining Robust Optimization with Deep Reinforcement Learning

报告时间：2024年7月26日（周五）上午10:00 -12:00

报告地点：劝学楼425

主办单位：东北财经大学管理科学与工程学院

辽宁省大数据管理决策研究生创新与学术交流中心

【报告摘要】

In fashion, food processing, petrochemical production, and agriculture, products (items) are often bundled in a pre-fixed assortment, with a given ratio for each product. For example, one case of non-stick saucepans may contain 24 of 3 different sizes: 6 S sizes, 12 M sizes, and 6 L sizes. Moreover, those pans are packaged independently for retailing. Retailers of such products order them in bundles (cases) and then resell them unbundled. We propose and analyze a newsvendor model where a retailer decides the order quantity of the whole bundle before the uncertain demand for each product/item is realized. We call it a product unbundling newsvendor problem (PUNP): How should the retailer decide the ordering quantity of a product bundle to meet the unknown demands of individual items to maximize its expected profit? We approach this problem with a distributionally robust optimization (DRO) approach that assumes only the means and covariance matrix of stochastic demands but not the demand distributions, which can be estimated from past data. However, the robust approach that considers the worst-case demand scenario is too conservative. In this study, we incorporate the DRO with deep reinforcement learning (DRL) to improve robust policies.  Numerical experiments with simulated and real data demonstrate that our approach significantly outperforms both the DRO and DRL approaches.  Several variants of the PUNP will also be addressed.   

Joint work with Xiao-Li. Yan, Hui Yu & Jiawen Li

【报告人简介】

陈友华教授现为香港城市大学商学院管理科学讲座教授， 兼任一带一路研究中心主任及城大-复旦联合DBA项目主任。他目前的研究兴趣包括数据驱动/机器学习在运营中的应用，医疗运营管理及物流供应链管理。近年来主持多个香港研究局RGC面上项目，开展数据驱动/机器学习研究； 他曾领衔一项关于医疗管理的主题研究项目(2+千万/Theme-based/重大项目， 2021 年结题)；现承担另一类似规模，由「中银香港百年华诞慈善计划」捐赠的应用项目，在香港推广一项新的养老模式。另外，他负责城大团队与中科院（主持）等单位合作，承担了一项国家自然科学基金会关于中国物流发展的重大项目(2019年底结题）。已有20篇学术论文发表在Operations Research, POM, Management Science等UTD杂志。陈教授参与运营管理、供应链管理和物流管理的教学及相关咨询。2012年加入城市大学之前，先后任教于新加坡国立大学及香港中文大学。清华大学工程本科，加拿大滑铁卢大学经济学硕士，多伦多大学管理学博士，美国西北大学博士后。

撰稿： 赵永丽      审核：朱晗