講座題目：Matrix-Analytic Methods and their Applications

講座人：加拿大滑鐵盧大學(xué)工程學(xué)院管理科學(xué)系、博士生導(dǎo)師

? ? ? ? ? ? ? ?Qi-Ming He ?教授

講座時間：2015年6月15日- 2015年6月25日

? ? ? ? ? ?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

講座地點(diǎn)：泰山科研樓309

講座內(nèi)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.

? ? ? ? ? ? ? ? ? ? ?2. ? ? ?From Poisson process to Markovian arrival process.

? ? ? ? ? ? ? ? ? ? ?3. ? ? ?From birth-and-death process to structured Markov chains.

? ? ? ? ? ? ? ? ? ? ?4. ? ? ?Applications in queueing theory

? ? ? ? ? ? ? ? ? ? ?5. ? ? ?Applications in inventory theory and supply chain management.

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?Qi-Ming He教授簡介：

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.?

Teaching Interests：

* Operations Research

* Production and Operations Management

* Applied Probability and Statistics

* Applied Stochastic Processes, Queueing Theory, and Inventory Theory

* Algorithmic Methods in Applied Probability