6686体育

Research Areas

•Numerical Methods in Stochastic Control and the Applications in Operations Management and Financial Engineering •Inventory Management •Healthcare Operations Management •Models in Logistics Management  

Education

2009  Doctor of Philosophy, Industrial Engineering, Purdue University, West Lafayette, IN, U.S.
2007  Master of Science, Industrial Engineering, West Lafayette, IN, U.S.
2004 &n♕bsp;Bachelor of Science, Mathematics and Applied Mathematics, Chu Kochen Honors College, Zhejiang University, Hangzhou, China.

 

Professional Experiences

Working Experience

Associate Professor, Lingnan (University) College, Sun Yat-sen University, PRC (June 2015 - Present) Assistant Professor, Lingnan (University) College, Sun Yat-sen University, PRC (May 2009 - June 2015) International Faculty Fellow, Sloan School of Management, Massachusetts Institute of Technology (January 2013 - June 2013) Graduate Teaching and Research Assistant, Purdue University, USA. (August 2005 - May 2009) Summer Intern, San Diego Supercomputer Center (Sponsored by NSF, July 2007-September 2007)  

Referee Experiences

-Referee for Interface of Finance, Operations, and Risk Management (iFORM) SIG 2009 Conference (MIT) -Ad hoc reviewer for several journals including Operations Research, Mathematics of Operations Research, Production and Operations Management, Mathematical Finance, Journal of Applied Probability, Decision Sciences,  International Journal of Production Research,  Automatica, IIE Transactions on Healthcare Systems Engineering, and the Aisa-Pacific Journal of Operational Research  

Awards and Honors

Outstanding Research Award, Lingnan College, Sun Yat-sen University, China (2014) Excellent Faculty Member Award, Lingnan College, Sun Yat-sen University, China (2014) Excellent Faculty Member Award, Lingnan College, Sun Yat-sen University, China (2010) Excellent Teaching Award, Lingnan College, Sun Yat-sen University, China (2010) Lynn Fellowship, Purdue University, USA (2004) Excellent Graduate, Chu Kechen Honors College, Zhejiang University, PRC (2004) Dean’s List 'Shing-shen Chern Scholarship', Department of Mathematics, Zhejiang University (2003 & 2004)  

Publications

Published Papers/Working Papers

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

-Mitchell, D. Feng, H. and Muthuraman, K., 6686体育:"Impulse Control of Interest Rates", Operations Research, Vol. 62, No. 3,

pp. 602–615, 2014. DOI:

-Feng, H., Wu, Q., Muthuraman, K. and Deshpande, V., "Replenishment Policies for Multi-Product Stochastic Inveꦓntory Systems: Correlated Demand and Joint-Replenishment Costs", Production and Operations Management, Vol.24, No.4, pp.647--664, 2015. DOI: 10.1111/poms.12290

-Haolin Feng, Qi Wu, Kumar Muthuraman and Vinayak Deshpande, “Replenishment Policies for Multi-Product Stochastic Inventory Systems with Correlated Demand and Joint Replenishment Costs”, Production and Operations Management, Vol 24, No.4. pp.647—664, 2015

-Arun Chockalingam* and Haolin Feng, “The Implication of Missing the Optimal-Exercise Time of an American Option”, European Journal of Operational Research, Vol.243, No.3, pp.883-896, 2015. DOI: 

-Haolin Feng, Xia Pan, Yanli Tang, and Liujie Xu. “The Efficiency of China's Retail Companies and the Implications in the Stock Market.”, International Business Research, Vol.8, no. 4, pp.83-83,2015

-Feng, H., Alvarado, M., and Lawley, M., "Sequential Clinical Scheduling with Stochastic Patient Re-entrant: Case of Mohs Micrographic Surgery",  submitted

-Feng, H., Alvarado, M., Li, Z., and Colón-Morales, C., "A simulation study🧸 of outpatient surgery clinic with stochastic patient re-entrance", Proceedings of the 2020 Winter Simulation Conference, IEEE. Accepted and forthcoming.

- Chen. G., Feng, H.*, Luo, K., and Tang, Y., "Retrieval-oriented Storage Relocation Optimization of An Automated Storage and Retrieval System", Transportation Research Part E, Vol.155, p.102508, 2021. DOI:

Conferences and Presentations

• FENG, H., ALVARADO, M., LAWLEY, M., and KONDA, S., “Appointment Scheduling for the Mohs Micrographic Surgery”, 2019 MSOM Annual Meeting,  Singapore, July 2019.
• FENG, H., ALVARADO, M., and LAWLEY, M., “Clinic Scheduling With Patient Re-entrant”, 2018 INFORMS Annual Meeting,  Phoenix, Arizona, USA, November 2018
• FENG, H., MITCHELL, D., and MUTHURAMAN K., “Stochastic Impulse Control with Applications in Finance”, POMS-HK the 8th Conference, Hong Kong, China, January 2017.
• FENG, H., MITCHELL, D., and MUTHURAMAN K., “Short Rates Control and Implied Yield Curves”, INFORMS Annual Meeting, Phoenix, AZ, 2012
• FENG, H.  and MUTHURAMAN, K., “Impulse Control of an Ito Diffusion”, INFORMS Annual Meeting, Charlotte, NC, 2011
• FENG, H.  and MUTHURAMAN, K., “A Computational Method for Stochastic Impulse Control Problems with Applications in Finance”, INFORMS Annual Meeting, Austin,TX, 2010
• FENG, H. and MUTHURAMAN, K., “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, 2009
• FENG, H, MUTHURAMAN, K and DESHPANDE, V, “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. 2008
• FENG, H, MUTHURAMAN and DESHPANDE, V, “Optimal Ordering Policies for a Multi-Product Stochastic Inventory System with Joint-Replenishment Setup Costs,” INFORMS Annual Meeting, Pittsburgh. 2006

 

Current Research

Clinic Scheduling with Patients Re-entrants Numerical Methods for Stochastic Impulse Controls with Applications in Operations/Healthcare Management and Financial Engineering  

Research Grants

National Natural Science Foundation of China, “Numerical schemes for stochastic impulse control problems”, Principle Investigator, Grant No.71401187, RMB 210,000, January 2015-December 2017 Natural Science Foundation of Guangdong Province, “Joint Replenishment Strategy for Multi-Item Stochastic Inventory System”, Principle Investigator, Grant No. 2015A030313088, RMB 100,000, Aug. 2015--Aug. 2018 National Natural Science Foundation of China, “Appointment Scheduling with Same-Day Patient Re-Entrance”, Principle Investigator, Grant No. 72071217, RMB 490,000, January 2021-December 2024

Teaching

Data, Models and Decisions (International MBA core course) Logistics System Design and Analysis (Undergraduate core course for Logistic Management) Scientific Computing with MATLAB (Elective course for undergraduate students) Stochastic Dynamic Programming (PhD core course) Business Statistics and Analytics (Core course for Master of Management Science)  

Miscellaneous

(Here are some materials that are supplementary materials for students.)

• Some simple illustration of Gradient De❀scent vs ADADELTA (which use adaptive learning raౠte)
• An example of 66𒆙86体育:Conditional Probability and Bin﷽ary Classification