中国科学院大学王曙明教授学术报告

川主寺

应数理学院赵俊芳老师邀请，中国科学院大学王曙明教授将来我校进行学术交流，并做学术报告。具体安排如下：

题  目：Distributionally Robust Hub Location

时  间：2020年11月19日（星期四）下午14:00-17:40

地  点：科研楼309

报告内容摘要：We study the adaptive distributionally robust hub location problem with multiple commodities under demand and cost uncertainty, in both uncapacitated and capacitated cases. The hub location decision anticipates the worst-case expected cost over an ambiguity set of possible distributions of the uncertain demand and cost, while the routing policy, being adaptive to the uncertainty realization, ships commodities through selected hubs. We investigate the adaptivity and tractability of the distributionally robust model under different distributional information about uncertainty. In the uncapacitated case where demand and cost are independent and costs of different commodities are also mutually independent, the adaptive distributionally robust model is equivalent to a non-adaptive classical robust model and the second-stage routing decision follows an optimal static policy. We then relax the independence assumption and show that the second-stage routing decision follows an optimal scenario-wise policy if either the demand or the cost is supported on a convex hull of given scenarios. We extend our analysis to the capacitated case and show that the second-stage routing decision still follows an optimal scenario-wise policy if the demand is supported on the convex hull of given scenarios. In terms of tractability, for all mentioned cases we reformulate the distributionally robust model as a moderate-sized mixed-integer linear program, and we recover the associated worst-case distribution by solving a collection of linear programs. Through numerical studies using the Civil Aeronautics Board dataset, we demonstrate the advantages of the distributionally robust model by examining its superior out-of-sample performance against the classical robust model and the stochastic model.

王曙明教授简介：中国科学院大学经济与管理学院教授，主要从事鲁棒优化、随机规划研究及其在选址、物流与供应链管理、健康医疗管理等领域的应用。担任Journal of Systems Science and Complexity (JSSC) 期刊编委以及Computers and Operations Research 特刊Managing Guest Editor。研究成果分别发表于Production and Operations Management, INFORMS Journal on Computing, Transportation Science, IISE Transactions, Naval Research Logistics, IEEE Trans. Cybernetics等权威杂志上。

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                                                                                      数理学院

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2020年11月16日