Hanqin

ZHANG, Hanqin

Professor

ANALYTICS & OPERATIONS

Educational Qualifications

  • PhD, Institute of Applied Mathematics, Chinese Academy of Sciences (CAS), China, 1991
  • MASc, Xi'an Jiaotong University, China, 1986
  • Graduate Certificate, Chengde Normal Institute, China, 1981

Academic Experience

  • Professor, National University of Singapore, Department of Decision Sciences, 2011 - current
  • Professor, Chinese Academy of Sciences (CAS), Academy of Mathematics and Systems Sciences, 2000 - current
  • Visiting Professor, National University of Singapore, Department of Decision Science, 2008 - 2011
  • Visiting Scholar, The Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management, 2002 - 2003
  • Visiting Scholar, The Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management, 1999 - 2000
  • Professor, Chinese Academy of Sciences (CAS), Institute of Applied Mathematics, 1997 - 2000
  • Visiting Scholar, The University of Texas at Dallas, School of Management, 1997 - 1998
  • Research Associate, University of Toronto, Faculty of Management, 1996 - 1997
  • Visiting Scholar, University of British Columbia, Faculty of Commerce and Business Administration, 1995 - 1996
  • Post-Doctor, University of British Columbia, Faculty of Commerce and Business Administration, 1994 - 1995
  • Post-Doctor, Chinese Academy of Sciences (CAS), Institute of Applied Mathematics, 1992 - 1993
  • Post-Doctor, University of Marburg, Germany, 1991 - 1992
  • Lecturer, Hebei Institute of Technology, Tianjing, 1986 - 1988
  • Teaching Assistant, Chengde Normal Institute, 1981 - 1983

Selected Publications

Ang M., Sigman K., Song J.S. and Zhang, Hanqin (2017), "Closed-Form Approximations for Optimal (r,q) and (S, T) Policies in a Parallel Processing Environment", Operations Research, 65, 5, 1414-1428
Tie J., Zhang, Hanqin and Zhang Q. (2017), "An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions", Journal of Optimization Theory and Applications, 1-22
Song J.S., Xiao L., Zhang, Hanqin and Zipkin P. (2017), "Optimal Policies for a Dual-Sourcing Inventory Problem with Endogenous Stochastic Lead Tiems", Operations Research, 65, 2, 379-395
Huang J., Mandelbaum A., Zhang, Hanqin and Zhang J. (2017), "Refined Models for Efficiency-Driven Queues with Application to Delay Announcements and Staffing", Operations Research, 65, 5, 1380-1397
HE SHUANGCHI, Yao D. and Zhang, Hanqin (2016), "Optimal ordering policy for inventory systems with quantity-dependent setup costs", Mathematics of Operations Research

Selected Publications

29

Journals

3

Books

Journal Articles

Ang M., Sigman K., Song J.S. and Zhang, Hanqin (2017), "Closed-Form Approximations for Optimal (r,q) and (S, T) Policies in a Parallel Processing Environment", Operations Research, 65, 5, 1414-1428
Tie J., Zhang, Hanqin and Zhang Q. (2017), "An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions", Journal of Optimization Theory and Applications, 1-22
Song J.S., Xiao L., Zhang, Hanqin and Zipkin P. (2017), "Optimal Policies for a Dual-Sourcing Inventory Problem with Endogenous Stochastic Lead Tiems", Operations Research, 65, 2, 379-395
Huang J., Mandelbaum A., Zhang, Hanqin and Zhang J. (2017), "Refined Models for Efficiency-Driven Queues with Application to Delay Announcements and Staffing", Operations Research, 65, 5, 1380-1397
HE SHUANGCHI, Yao D. and Zhang, Hanqin (2016), "Optimal ordering policy for inventory systems with quantity-dependent setup costs", Mathematics of Operations Research
Lu L., Song J.S. and Zhang, Hanqin (2015), "Optimal and Asymptotically Optimal Policies for Assemble-to-be-order N-and W-Systems", Naval Research Logistics , 62, 8, 617-645
Guo Y., Lefeber E., Nazarathy Y., Weiss G. and Zhang, Hanqin (2014), "Stability of Multi-Class Queueing Networks with Infinite Virtual Queues", Queueing Systems, 76, 3, 309-342
Chen F., Li J. and Zhang, Hanqin (2013), "Managing Downstream Competition via Capacity Allcation", Production and Operations Management, 22, 2, 426-446
Huang J. and Zhang, Hanqin (2013), "Diffusion Approximations for Open Jackson Networks with Reneging", Queueing Systems, 74, 4, 445-476
Ang M., Song J.S., Wang M. and Zhang, Hanqin (2013), "On Properties of Discrete (r,q) and (s,T) Inventory Systems", European Journal of Operational Research, 229, 1, 95-105
He Q. M., Zhang, Hanqin and Vera J.C. (2012), "On Some Properties of Bivariate Exponential Distribution ", Stochastic Models, 28, 2, 187-206
Buzacott J., Yan H. and Zhang, Hanqin (2011), "Risk analysis of commitment-option contracts with forecast updates", IIE Transactions, 43, 6, 415-431
Bensoussan A., Cakanyildrim M., Sethi S.P., Wang M. and Zhang, Hanqin (2011), "Average Cost Optimality in Inventory Models whith Dynamic Information Delays", IEEE Transactions on Automatic Control, 56, 12, 2869-2882
He Q.M., Zhang, Hanqin and Xue J. (2011), "Algorithms of Coxianization of Phase-Type Generators", INFORMS Journal on Computing , 23, 1, 153-164
Yang L., Yang J., Yu G. and Zhang, Hanqin (2011), "Near-Optimal (r,Q) Policies for a Two-Stage Serial Inventory System with Poisson Demand", International Journal of Production Economics, 133, 2, 728-735
Song J., Zhang, Hanqin, Hou Y. and Wang M. (2010), "The Effect of Lead Time and Demand Uncertainties in (r,q) Inventory Systems", Operations Research, 58, 1, 68-80
Fackrell M., He Q.M., Taylor P. and Zhang, Hanqin (2010), "The Algebraic Degree of Phase-Type Distributions ", Journal of Applied Probability, 611-629
He Q.M. and Zhang, Hanqin (2009), "Coxian Representations of Generalized Erlang Distributions", Acta Mathematicae Applicatae Sinica, 25, 3, 489-502
Yang L., Xu M., Yu G. and Zhang, Hanqin (2009), "Supply Chain Coordination wit CVaR Criterion", Asia-Pacific- Journal of Operational Research, 26, 1, 135-160
He Q.M., Takine T., Taylor P. and Zhang, Hanqin (2008), "Special Issue on Matrix-Analytic Methods in Stochastic Models - Preface", Annals of Operations Research, 160, 1, 1-2
He Q.M. and Zhang, Hanqin (2008), "An Algorithm for Computin Minimal Coxian Repreentations", INFORMS Journal on Computing , 20, 2, 179-190
Zhang, Hanqin and Zhang Q. (2008), "Trading a mean-reverting asset: buy low and sell high", Automatica, 44, 6, 1511-1518
Zhang, Hanqin and G. Yin (2007), "Singularly perturbed Markov chains: Limit results and applications", Annals of Applied Probability, Vol.17, 207-229
Zhang, Hanqin, Q. Feng, S. Sethi and H. Yan (2006), "Are base-stock policies optimal in inventory problems with multiple delivery modes?", Operations Research, Vol.54, 801-807
Zhang, Hanqin and G. Yin (2005), "Two-time-scale Markov chains and applications to quasi-birth-death queues", Siam Journal of Applied Mathematics, Vol.65, 567-586
Zhang, Hanqin, H. Yan and S. Sethi (2003), "Inventory models with fixed costs, multiple delivery modes and forecast updates", Operations Research, Vol.51, 321-328
Zhang, Hanqin (2000), "On a weighted embedding for generalized pontograms", Stochastic Processes and their Applications, Vol.88, 213-224
Zhang, Hanqin and H.Chen (2000), "Diffusion approximations for some multiclass queueing networks with FIFO service disciplines", Mathematics of Operations Research, 25, 679-707
Zhang, Hanqin and H. Chen (2000), "Stability of multiclass queueing networks under priority service disciplines", Operations Research, 48, 26-37

Books/Monographs

Zhang, Hanqin, S. Sethi and H. Yan "Inventory and Supply Chain Management with Forecast Updates", Vol.81, Springer-Verlag, New York, 2005, Springer`s International Series in Operations Research & Management Science
Zhang, Hanqin, S. Sethi and Q. Zhang "Average-Cost Control of Stochastic Manufacturing Systems", Vol.54. Springer-Verlag, New York, 2004, Series: Stochastic Modelling and Applied Probability
Zhang, Hanqin, D. Yao and X. Zhou "Stochastic Modeling and Optimization", Springer-Verlag, New York, 2003, editors

Research / Teaching Areas

Stochastic Models And Applied Probability

Algorithms In Stochastic Models

Stochastic Manufacturing Systems

Supply Chain Management

Stochastic Networks And Queues

Courses

  • PhD Seminar Series, Stochastic Processes and Queueing Theory
  • PhD level, Advanced Stochastic Processes
  • DSC2003, Management Science

Membership & Professional Activities

  • Associate Editor, Acta Mathematicae Applicatae Sinica (English Series and Chinese Series)(2001-Present)
  • Associate Editor, Asia-Pacific Journal of Operational Research(2004-present)
  • Associate Editor, IEEE Transactions on Automatic Control(2002-2003)
  • Associate Editor, TOP (an Official Journal of the Spanish Society of Statistics and Operations Research)(2007--Present)
  • Editor, Journal of Mathematics and Systems Science(Chinese)(2001-Present)
  • Editor, Journal of Systems Science and Complexity(2001-2005)
  • Editor, Review in Chinses Management Sciences (Chinese)(2002-Present)
  • Guest Editor, Annals of Operations ResearchVol.135(2005), Vol.160(2008)
  • Member, Editor Board, European Journal of Operational Research(2007 - Present)
  • Member, Editor Board, Mathematical Methods of Operations Research(2007 - Present)
  • Vice-President, Operations Research Society of China (2008-Present)
  • Secretary-General, Operations Research Society of China(2004-2008)
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