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北京大学宋洁:Perishable Resource Allocation with Online Contextual Learning

( 来源: 作者: 发布日期:2019-12-18 18:38)


讲座主题:Perishable Resource Allocation with Online Contextual Learning

主讲人:宋洁 长聘副教授 北京大学

时间:20191219日下午4

地点:经贸学院大楼401

主持人:曹二保教授 经济与贸易学院副院长、教授、博士生导师

主办:万博体育app3.0

摘要:We formulate a novel class of online matching problems with learning. In these problems, randomly arriving customers must be matched to perishable resources so as to maximize a total expected reward. The matching accounts for variations in rewards among different customer-resource pairings. It also accounts for the perishability of the resources. For concreteness, we focus on healthcare platforms, but our work can be easily extended to other service applications. Our work belongs to the online resource allocation streams in service system. We propose the first online algorithm for contextual learning and resource allocation with perishable resources. Our algorithm explores and exploits in distinct interweaving phases. We prove that our algorithm achieve an expected regret per period of O(K −1/3 ),where K is the number of planning cycles. We propose a pioneer algorithm that helps service system to optimize resource allocation decisions while learns the uncertain reward of matching customer-resource pairings.

报告人简介:宋洁,现任北京大学工业工程与管理系长聘副教授,博士生导师,北京大学博雅青年学者。2018年受聘为教育部第十七批长江学者奖励计划青年学者。研究方向是随机优化建模和算法设计,及其应用于以医疗服务,能源管理和国家战略储备等复杂服务系统的资源优化配置与运营管理研究。研究成果服务于国家重大战略需求,为政府与企业管理提供科学量化决策的依据。研究获得来自国家自然科学基金,科技部等资助。在国际知名学术SCI期刊及国际重要会议累计发表论文60余篇。担任IEEE  Automation Science and Engineering等三份国际SCI期刊编委,以及IEEE RAS 国际医疗自动会管理委员会主席。荣获2013IEEE机器人与自动化协会最佳论文奖,北京大学2016年,2017年教学优秀奖。