【前沿讲座】Data-Driven Optimization for Commodity Procurement under Price Uncertainty
2019年09月19日 信息来源:原婷 浏览次数:1682
  • 讲座人:
  • 讲座时间: 09月20日 10:00--12:00
  • 讲座地点:SD611
  • 预约人数:
已过期
讲座内容:

讲座人介绍:

•Full Professor of Department of Logistics and Supply Chain Management at TUM School of Management, Technische Universität München.
•Editor-in-Chief, International Journal of Production Economics, 03/2018-
•Editor-In-Chief, OR Spectrum, 01/2008-12/2013
•Editor-In-Chief, Logistics Research, 01/2013-
•Editor-in-Chief, Business Research, 01/2015-

讲座内容:

A practice-motivated multi-period stochastic commodity procurement problem under price uncertainty with forward and spot purchase options is proposed. A non-parametric, data-driven approach (DDA) that is consistent with the optimal procurement policy structure but without requiring the a-priori specification and estimation of stochastic price processes is presented.

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