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Stationary distributions and ergodicity of reflection-type Markov chains 期刊论文
STATISTICS & PROBABILITY LETTERS, 2022, 卷号: 189, 页码: 8
Authors:  Liu, Yujie;  Niu, Minwen;  Yao, Dacheng;  Zhang, Hanqin
Favorite  |  View/Download：5/0  |  Submit date：2023/02/07
Markov chain  Ergodicity  Stationary distribution  Feller chain  Small set  
IMPULSE CONTROL WITH DISCONTINUOUS SETUP COSTS: DISCOUNTED COST CRITERION 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 1, 页码: 267-295
Authors:  Xu, Fen;  Yao, Dacheng;  Zhang, Hanqin
Favorite  |  View/Download：106/0  |  Submit date：2021/04/26
inventory  impulse control  quantity-dependent setup cost  (s, S) policy  (s, S(x) : x <= s) policy  
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
Authors:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
Favorite  |  View/Download：146/0  |  Submit date：2018/11/16
Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs 期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2017, 卷号: 42, 期号: 4, 页码: 979-1006
Authors:  He, Shuangchi;  Yao, Dacheng;  Zhang, Hanqin
Favorite  |  View/Download：108/0  |  Submit date：2018/07/30
stochastic inventory model  quantity-dependent setup cost  (s, S) policy  base stock policy  impulse control  instantaneous control  
Average Cost Optimality in Inventory Models With Dynamic Information Delays 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2011, 卷号: 56, 期号: 12, 页码: 2863-2876
Authors:  Bensoussan, Alain;  Cakanyildirim, Metin;  Sethi, Suresh P.;  Wang, Mingzheng;  Zhang, Hanqin
Favorite  |  View/Download：95/0  |  Submit date：2018/07/30
Average cost optimality  base stock policies  dynamic information delays  partial observations  stochastic inventory  
Algorithms for Coxianization of Phase-Type Generators 期刊论文
INFORMS JOURNAL ON COMPUTING, 2011, 卷号: 23, 期号: 1, 页码: 153-164
Authors:  He, Qi-Ming;  Zhang, Hanqin;  Xue, Jungong
Favorite  |  View/Download：92/0  |  Submit date：2018/07/30
matrix-analytic methods  Coxian distribution  phase-type distribution  probability distribution  
Near-optimal (r,Q) policies for a two-stage serial inventory system with Poisson demand 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2011, 卷号: 133, 期号: 2, 页码: 728-735
Authors:  Yang, Lei;  Yang, Jian;  Yu, Gang;  Zhang, Hanqin
Favorite  |  View/Download：112/0  |  Submit date：2018/07/30
Multi-echelon inventory  (r,Q) policy  Stochastic demand  Algorithm  
Risk analysis of commitment-option contracts with forecast updates 期刊论文
IIE TRANSACTIONS, 2011, 卷号: 43, 期号: 6, 页码: 415-431
Authors:  Buzacott, John;  Yan, Houmin;  Zhang, Hanqin
Favorite  |  View/Download：88/0  |  Submit date：2018/07/30
Mean-variance  commitment-option contract  forecast updates  stochastic order  
THE ALGEBRAIC DEGREE OF PHASE-TYPE DISTRIBUTIONS 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2010, 卷号: 47, 期号: 3, 页码: 611-629
Authors:  Fackrell, Mark;  He, Qi-Ming;  Taylor, Peter;  Zhang, Hanqin
Favorite  |  View/Download：84/0  |  Submit date：2018/07/30
Phase-type distribution  rational Laplace-Stieltjes transform  algebraic degree  matrix-analytic method  
The Effect of Lead Time and Demand Uncertainties in (r, q) Inventory Systems 期刊论文
OPERATIONS RESEARCH, 2010, 卷号: 58, 期号: 1, 页码: 68-80
Authors:  Song, Jing-Sheng;  Zhang, Hanqin;  Hou, Yumei;  Wang, Mingzheng
Favorite  |  View/Download：81/0  |  Submit date：2018/07/30