管理科学系、商务分析与运营创新研究中心学术讲座

时间：2023年7月4日（周二） 13:30-15:00

地点：管理学院史带楼302室

主题：Co-, Cross- and Transfer Learning with Operational Data Analytics in a Newsvendor System

主讲人：J. George Shanthikumar 普渡大学教授

主持人：冯天俊复旦大学管理学院教授

摘要：

Decision making with limited data is challenging. In this talk, we introduce the framework of operational data analytics (ODA) that integrates data to predictive or prescriptive solutions for small sample regimes. The two pillars of the ODA framework are (i) a data-integration model that identifies the class of operational statistics based on the desired structural properties of the models within the domain of validation, and (ii) a validating model that appropriately utilize the data to validate the choice of the operational statistics. We present co-, cross- and transfer learning with ODA for a newsvendor system in two specific scenarios:(1) When ample data form a related system can be used to supplement the limited data from the focal system, and (2) When there are multiple related systems each with limited data. Our results underscore the importance of domain knowledge and the structural relationships (between the data and the decision) in designing efficient decisions with limited data.

主讲人简介：

J. George Shanthikumar is the Richard E. Dauch Distinguished Chair Professor of Manufacturing and Operations Management at the Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, IN and a Professor Emeritus of Industrial Engineering and Operations Research at the University of California, Berkeley, CA. Before joining Purdue, he was a Chancellor's Professor of Industrial Engineering and Operations Research at the University of California, Berkeley, CA. He received the B. Sc. degree in Mechanical Engineering from the University of Sri Lanka, Peradeniya, and the M. A. Sc. and Ph. D. degrees in Industrial Engineering from the University of Toronto, Toronto, Canada.

He was the president of POMS for the year 2018, is a Fellow of the Institute for Operations Research and Management Science (INFORMS) and Production and Operations Management (POM) Societies. He is a member of the editorial advisory boards of Asia-Pacific Journal of Operations Research, Flexible Services & Manufacturing Journal and Journal of Blockchain Research and was a member of the editorial advisory boards of IEEE Transactions on Automation Sciences and Engineering. He is a departmental editor of Management Science, and Production and Operations Management Society Journal, an associate editor of Naval Research Logistics. He was a member of the editorial advisory board of Journal of the Production and Operations Management Society, was a co-editor of Flexible Services & Manufacturing Journal, area editor for Operations Research Letters and was an associate editor for IIE Transactions, International Journal of Flexible Manufacturing Systems, Journal of Discrete Event Dynamic Systems, Operations Research, OPSEARCH, Probability in the Engineering and Informational Sciences and Queueing Systems: Theory and Applications.