题目：Multi-period Stochastic Manpower and Productivity Optimization in A Hierarchical System

报告人：Kok Lay Teo 澳大利亚科廷大学 杰出教授

报告时间：2017年9月18日（周一） 下午3:00-5:00

地点：管理楼管阶二

摘要：

In this talk, we consider the manpower optimization problem for a manufacturing company with a hierarchy system of M levels. We take both the manufacturing plant workers and managerial staff into account. The aim of the problem is to minimize the total human resource cost at the end of the time horizon, while maximizing the total output. The problem is subject to a series of chance constraints, for which the number of staff operating in each level is ensured to satisfy the minimum number requirement with a specified probability. This manpower optimization problem can naturally formulated as a stochastic discrete-time optimal control problem. We then show that this stochastic optimal control problem is equivalent to a deterministic optimal control problem. It is further shown that the deterministic optimal control problem can be reduced to an equivalent linear programming problem, which can be solved very efficiently by using the interior-point algorithm. Finally, we conclude the paper with numerical simulations using real data from Singapore, Denmark and China.

报告人简介：

Kok Lay Teo（张国礼）教授，博士毕业于加拿大渥太华大学，1998年至2005年任香港理工大学应用数学系的首席教授和系主任，2005年至2010年任科廷大学数学与统计系的首席教授和系主任，现为澳大利亚科廷大学（Curtin University）数学与统计系杰出教授（John Curtin Distinguished Professor）。张教授主要从事最优控制、优化理论与应用、通讯信号处理、金融优化决策理论等方面研究。出版英文专著5本，发表高水平科研论文近400篇，应邀做主题发言、大会报告和邀请报告20余次，作为大会主席组织多个专题国际学术大会。曾主持完成合计470万港元和近200万澳元的科研项目，领导开发了用于求解非线性最优控制问题的专门软件包MISER等。担任Journal of Industrial and Management Optimization；Dynamics of Continuous, Discrete and Impulsive Systems, Series B; Numerical Algebra, Control and Optimization主编及十余种国际期刊的区域编辑以及编委。

(责任编辑：国际交流与合作)