中山大學嶺南學院導師：馮灝霖 正文

　　姓名：馮灝霖　 　性別：男　 職稱：助理教授　　
　　學院：嶺南學院　 最后學歷：工業工程博士
　　主要研究方向：隨機優化及其應用, 運營管理

■教育背景

美國普度大學工業工程博士，2009.5
美國普度大學工業工程碩士，2007.5
浙江大學理學學士， 2004.6

■研究論文

A. Chockalingam, H. Feng and K. Muthuraman, “American options: Upper Bounds on the Cost of Delayed Exercise”. Working paper, 2012.

H. Feng and K. Muthuraman, “A Computational Method for Stochastic Impulse Control Problems”. Mathematics of Operations Research, Vol.35, No.4, pp.830 - 850, 2010

K. Muthuraman, H. Feng and V. Deshpande, “Policies for Multi-Product
Stochastic Inventory Systems with Joint-Replenishment Costs”, Proceedings of the National Science Foundation Awardees Conference, Honolulu, Jun 2009.

H. Feng, Q. Wu, K. Muthuraman and V. Deshpande, “Replenishment Policies for Multi-Product Stochastic Inventory Systems with Correlated Demand and
Joint-Replenishment Costs”. In revision.

■Coferences/Presentations

H. Feng and K. Muthuraman, “A Computational Method for Stochastic Impulse Control Problems with Applications in Finance”, INFORMS Annual Meeting, Austin,TX, November 2010.

H. Feng and K. Muthuraman, “A Computational Method for Stochastic Impulse Control Problems with Applications in Operations Management and Finance”, a seminar in the Department of Decision Sciences, National University of Singapore, January 6th, 2009

H. Feng, K. Muthuraman and V. Deshpande, “Application of High Performance Computing: Optimal Policies for Multi-Product Stochastic Inventory Systems with Correlated Demand and Joint-Replenishment Costs”. NSF CMMI Engineering Research and Innovation Conference, Knoxville, January 2008.

V. Deshpande, H. Feng and K. Muthuraman, “Optimal Replenishment Policies for Multi-product Stochastic Inventory Systems”, INFORMS Annual Meeting, Seattle, November 2007.

H. Feng, K. Muthuraman and V. Deshpande, “Optimal ordering policies for a
multi-product stochastic inventory system”, INFORMS Annual Meeting, Pittsburgh, November 2006.

■主要獎項

2010年 中山大學年度考核優秀
2004年 普度大學Lynn Fellowship
2004年 浙江大學竺可楨學院特優畢業生
2004年 浙江大學優秀本科畢業生
2004年 浙江大學數學陳省身獎學金
2003年 浙江大學數學陳省身獎學金

■審稿經歷

Reviewer for Mathematics of Operations Research
Reviewer for Operations Research
Reviewer for Journal of Applied Probability
Reviewer for the Aisa-Pacific Journal of Operational Research
Reviewer for the Interface of Finance, Operations, and Risk Management (iFORM) SIG 2009 Conference (MIT, June 28, 2009).
 

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