中山大学岭南学院导师：冯灏霖 正文

　　姓名：冯灏霖　 　性别：男　 职称：助理教授　　
　　学院：岭南学院　 最后学历：工业工程博士
　　主要研究方向：随机优化及其应用, 运营管理

■教育背景

美国普度大学工业工程博士，2009.5
美国普度大学工业工程硕士，2007.5
浙江大学理学学士， 2004.6

■研究论文

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.

■主要奖项

2010年 中山大学年度考核优秀
2004年 普度大学Lynn Fellowship
2004年 浙江大学竺可桢学院特优毕业生
2004年 浙江大学优秀本科毕业生
2004年 浙江大学数学陈省身奖学金
2003年 浙江大学数学陈省身奖学金

■审稿经历

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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