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热烈庆祝湖南大学工商管理学院黎建强教授的文章在国际著名的经济管理类刊物“Journal of the Operational Research Society”和“Dynamics of Continuous Discrete and Impulsive Systems-Series”刊出。在经济管理领域，湖南大学是目前湖南高校中在国际级别的刊物中（被SSCI收录）唯一能发表高质量论文的学校。
黎建强教授的文章（以湖大的名义发表的）
Title: A stochastic programming approach for multi-site aggregate production planning
Author(s): Leung SCH, Wu Y, Lai KK
Source: JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 57 (2): 123-132 FEB 2006
Document Type: Article
Language: English
Abstract: Production planning problems play a vital role in the supply chain management area, by which decision makers can determine the production loading plan - consisting of the quantity of production and the workforce level at each production plant - to fulfil market demand. This paper addresses the production planning problem with additional constraints, such as production plant preference selection. To deal with the uncertain demand data, a stochastic programming approach is proposed to determine optimal medium-term production loading plans under an uncertain environment. A set of data from a multinational lingerie company in Hong Kong is used to demonstrate the robustness and effectiveness of the proposed model. An analysis of the probability distribution of economic demand assumptions is performed. The impact of unit shortage costs on the total cost is also analysed.
Author Keywords: production management; stochastic programming; supply chain management
KeyWords Plus: FUZZY ENVIRONMENT; MODEL
Addresses: Leung SCH (reprint author), City Univ Hong Kong, Dept Management Sci, 83 Tat Chee Ave, Hong Kong, Hong Kong Peoples R China
City Univ Hong Kong, Dept Management Sci, Hong Kong, Hong Kong Peoples R China
Univ Southampton, Southampton, Hants England
Hunan Univ, Changsha, Peoples R China
E-mail Addresses: mssleung@cityu.edu.hk
Publisher: PALGRAVE PUBLISHERS LTD, BRUNEL RD BLDG, HOUNDMILLS, BASINGSTOKE RG21 6XS, HANTS, ENGLAND
Subject Category: MANAGEMENT; OPERATIONS RESEARCH & MANAGEMENT SCIENCE
IDS Number: 005WQ
ISSN: 0160-5682
Title: Multiperiod portfolio selection on a minimax rule
Author(s): Yu M, Wang SY, Lai KK, Chao X
Source: DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS 12 (4): 565-587 AUG 2005
Document Type: Article
Language: English
Abstract: In this paper, we study the multiperiod portfolio selection problem in a financial market using a minimax principle. The investor seeks an investment strategy to maximize his/her terminal wealth and to minimize the total risk which is defined as the sum of the maximum of absolute deviations of investment on each asset over all periods. A closed-form analytical optimal strategy is obtained via dynamic programming method. This model can be used as an alternative to the multiperiod asset allocation model, first proposed by Markowitz (1959), in which the risk is defined as the variance of the terminal wealth. An example is given to demonstrate, the application of this model.
Author Keywords: portfolio optimization; minimax rule; bicriteria piecewise linear program; dynamic programming
KeyWords Plus: OPTIMIZATION; REVISION; CHOICE; MODEL
Addresses: Yu M (reprint author), Univ Int Business & Econ, Sch Business & Finance, Beijing, 100029 Peoples R China
Univ Int Business & Econ, Sch Business & Finance, Beijing, 100029 Peoples R China
Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing, 100080 Peoples R China
City Univ Hong Kong, Dept Management Sci, Hong Kong, Hong Kong Peoples R China
Hunan Univ, Coll Business Adm, Changsha, 410082 Peoples R China
N Carolina State Univ, Dept Ind Engn, Raleigh, NC 27695 USA
E-mail Addresses: yumei@uibe.edu.cn, sywang@iss02.iss.ac.cn, mskklai@cityu.edu.hk, xchao@cos.ncsu.edu
Publisher: WATAM PRESS, C/O DCDIS JOURNAL, 317 KAREN PLACE, WATERLOO, ONTARIO N2L 6K8, CANADA
Subject Category: MATHEMATICS, APPLIED
IDS Number: 971ZU
ISSN: 1492-8760 |
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