時間：10月23日（星期日）上午9:00-11:50
地點：騰訊會議
報告人：新加坡國立大學孫秋壯研究員
主講人簡介：
孫秋壯博士現為新加坡國立大學工業系統工程與管理系的研究員。他將于今年加入悉尼大學數學與統計學院擔任助理教授。孫博士于2015年在上海交通大學取得工業工程學士學位和計算機科學第二學士學位，于2019年在新加坡國立大學取得工業系統工程博士學位。他的研究興趣主要在數據驅動決策、工業統計、可靠性工程等。
報告內容簡介：
We study the robust production and maintenance control for a production system subject to degradation. A periodic maintenance scheme is considered, and the system production rate can be dynamically adjusted before maintenance, serving as a proactive way of degradation management. Optimal control of the degradation rate aims to strike a balance between the risk of failure and the production profit. We first consider the scenario in which the degradation rate increases linearly with the production rate. Different from the existing literature that posits a parametric stochastic degradation process, we suppose that the degradation increment during a period lies in an uncertainty set, and our objective is to minimize the maintenance cost in the worst case. The resulting model is a robust mixed-integer linear program. We derive its certainty equivalent and establish structural properties of the optimal production plan. These properties are then used for real-time condition-based dynamic control of the production rate through reoptimization. By contrast, there is no known structural policy when the problem is cast into a Markov decision process framework. The model is further generalized to the nonlinear production-degradation relation. Based on a real production-degradation data set from an extruder system, we conduct comprehensive numerical experiments to illustrate the application of the model. Numerical results show that our model significantly outperforms existing methods in terms of the mean and variance of cost rate when model misspecification presents.
（承辦：管理科學與物流系、科研與學術交流中心）
