喻园管理论坛2024年第109期(总第1041期)
演讲主题：Online Learning and Optimization for Queueing Systems
主讲人：陈昕韫香港中文大学（深圳）数据科学学院副教
主持人：马远征供应链管理与系统工程系讲师
活动时间：2024年12月26日（周四） 10:30-12:00
活动地点：管院大楼209室
主讲人简介：
陈昕韫博士于2014年取得哥伦比亚大学运筹学博士学位。毕业后先后任教于美国纽约州立大学石溪分校和武汉大学，现任香港中文大学（深圳）数据科学学院副教授。陈昕韫博士的主要研究领域为随机模拟、排队模型和强化学习。她的研究工作多次发表在Operations Research、Annals of Applied Probability、Mathematics of Operations Research和ICLR等知名期刊和会议上。陈昕韫博士现任期刊《Operations Research》,《Journal of Applied Probability》,《Advances in Applied Probability》编委。
活动简介：
We investigate online learning and optimization problem for queueing systems in a data-driven environment, i.e. the model parameters are unknown a prior. The service provider’s objective is to seek the optimal service fee and service capacity so as to maximize the cumulative expected profit (the service revenue minus the capacity cost and delay penalty). We develop a framework to developing online learning algorithms that effectively evolve the service provider’s decisions utilizing real-time data including customers’arrival and service times for a variety of queueing systems. Effectiveness of these online learning algorithms is substantiated by (i) theoretical results including the algorithm convergence and analysis of the regret, i.e. the cost to pay over time for the algorithm to learn the optimal policy, and (ii) engineering confirmation via simulation experiments of a variety of representative examples. The talk is based on joint works with Yunan Liu from NCSU and Guiyu Hong from CUHK-Shenzhen.
