讲座主题：Space Reduction for a Class of Multi-dimensional Markov Chains: A Summary and Some Applications
主讲嘉宾：何启明
讲座时间：2月17日（星期五）下午14:00—16:00
讲座地点：商学院116报告厅
欢迎感兴趣的老师和研究生们参加！
商学院
2017年2月15日
主讲嘉宾简介
何启明，加拿大滑铁卢大学管理科学系教授，加拿大运筹学会会员，INFORMS会员，主要从事运筹学（随机过程、排队论）及其应用方面的研究，在运筹学、管理科学领域Annals of Operations Research、Naval Research Logistics、OMEGA: The International Journal of Management Science、Computer & Operations Research、Performance Evaluation、Journal of Applied Probability、European Journal of Operational Research、Stochastic Models、J. of Asian-Pacific Journal of Operational Research,等顶级期刊发表论文100余篇，并担任Annals of Operations Research、Performance Evaluation、Stochastic Models等多个期刊的编委。
讲座主要内容：
In this paper, we present examples of a class of Markov chains that occur frequently but whose associated matrices are a challenge to construct efficiently. These are Markov chains that arise as a result of several identical Markov chains running in parallel. Specifically for the cases considered both the infinitesimal generator matrix for the continuous case and more so the transition probability matrix for the discrete equivalent are complex to construct effectively and efficiently. We summarize the algorithms for constructing the associated matrices and present examples of applications, ranging from special queueing problems to reliability issues and order statistics. MatLab subroutines are provided for the implementation of the algorithms.
