Qi-Ming He 教授
6.15 8:30 – 11:30 13:30 – 16:30
6.16 8:30 – 11:30
6.17 8:30 – 11:30
6.18 8:30 – 11:30
6.19 8:30 – 11:30 13:30 – 16:30
6.22 8:30 – 11:30
6.23 8:30 – 11:30 13:30 – 16:30
6.24 8:30 – 11:30
6.25 8:30 – 11:30
讲座内容: This course offers a brief introduction to matrix-analytic methods and their applications in queueing theory, inventory theory, supply chain management, telecommunications networks, reliability, finance mathematics, risk and insurance analysis, and biostatistics. In the first half of the course, the basic theory on phase-type distributions, Markovian arrival processes, and matrix-geometric solutions is introduced. In the second half of the course, applications of matrix-analytic methods in stochastic modeling (queueing, reliability, inventory, supply chain, etc.) are examined. Several interesting papers related to the theory of matrix-analytic methods and their applications are discussed.
Topics: 1. From exponential distribution to phase-type distribution.
- From Poisson process to Markovian arrival process.
- From birth-and-death process to structured Markov chains.
- Applications in queueing theory
- Applications in inventory theory and supply chain management.
Dr. He received BSc degree from the University of Science and Technology of China (Mathematics), his first Ph.D from the Institute of Applied Mathematics, Chinese Academy of Sciences (Operations Research), and his second Ph.D from the University of Waterloo (Management Sciences). His research interests are in the areas of Operations Research, Management Sciences, Applied Probability, and Matrix analytic methods. He teaches courses in operations research, industrial engineering, and management science. He is a member of the Institute for Operations Research and the Management Sciences (INFORMS), a member of the Canadian Operational Research Society (CORS), and a member of the Statistical Society of Canada.
* Operations Research
* Production and Operations Management
* Applied Probability and Statistics
* Applied Stochastic Processes, Queueing Theory, and Inventory Theory
* Algorithmic Methods in Applied Probability