Hanqin

ZHANG, Hanqin

张汉勤
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

Closed-Form Approximations for Optimal (r,q) and (S, T) Policies in a Parallel Processing Environment

Journal Articles
Zhang, Hanqin with Ang M., Sigman K., and Song J.S.
Operations Research, 65, (5), 1414-1428

Year
2017

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An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions

Journal Articles
Zhang, Hanqin with Tie J., and Zhang Q.
Journal of Optimization Theory and Applications, 1-22

Year
2017

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Optimal Policies for a Dual-Sourcing Inventory Problem with Endogenous Stochastic Lead Tiems

Journal Articles
Zhang, Hanqin with Song J.S., Xiao L., and Zipkin P.
Operations Research, 65, (2), 379-395

Year
2017

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Refined Models for Efficiency-Driven Queues with Application to Delay Announcements and Staffing

Journal Articles
Zhang, Hanqin with Huang J., Mandelbaum A., and Zhang J.
Operations Research, 65, (5), 1380-1397

Year
2017

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Optimal ordering policy for inventory systems with quantity-dependent setup costs

Journal Articles
Zhang, Hanqin
Mathematics of Operations Research

Year
2016

Selected Publications

29

Journals

3

Books

Journal Articles

Closed-Form Approximations for Optimal (r,q) and (S, T) Policies in a Parallel Processing Environment

Journal Articles
Zhang, Hanqin with Ang M., Sigman K., and Song J.S.
Operations Research, 65, (5), 1414-1428

Year
2017

View

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions

Journal Articles
Zhang, Hanqin with Tie J., and Zhang Q.
Journal of Optimization Theory and Applications, 1-22

Year
2017

View

Optimal Policies for a Dual-Sourcing Inventory Problem with Endogenous Stochastic Lead Tiems

Journal Articles
Zhang, Hanqin with Song J.S., Xiao L., and Zipkin P.
Operations Research, 65, (2), 379-395

Year
2017

View

Refined Models for Efficiency-Driven Queues with Application to Delay Announcements and Staffing

Journal Articles
Zhang, Hanqin with Huang J., Mandelbaum A., and Zhang J.
Operations Research, 65, (5), 1380-1397

Year
2017

View

Optimal ordering policy for inventory systems with quantity-dependent setup costs

Journal Articles
Zhang, Hanqin
Mathematics of Operations Research

Year
2016

Optimal and Asymptotically Optimal Policies for Assemble-to-be-order N-and W-Systems

Journal Articles
Zhang, Hanqin with Lu L., and Song J.S.
Naval Research Logistics , 62, (8), 617-645

Year
2015

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Stability of Multi-Class Queueing Networks with Infinite Virtual Queues

Journal Articles
Zhang, Hanqin with Guo Y., Lefeber E., Nazarathy Y., and Weiss G.
Queueing Systems, 76, (3), 309-342

Year
2014

View

Managing Downstream Competition via Capacity Allcation

Journal Articles
Zhang, Hanqin with Chen F., and Li J.
Production and Operations Management, 22, (2), 426-446

Year
2013

View

Diffusion Approximations for Open Jackson Networks with Reneging

Journal Articles
Zhang, Hanqin with and Huang J.
Queueing Systems, 74, (4), 445-476

Year
2013

View

On Properties of Discrete (r,q) and (s,T) Inventory Systems

Journal Articles
Zhang, Hanqin with Ang M., Song J.S., and Wang M.
European Journal of Operational Research, 229, (1), 95-105

Year
2013

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On Some Properties of Bivariate Exponential Distribution

Journal Articles
Zhang, Hanqin with He Q. M., and Vera J.C.
Stochastic Models, 28, (2), 187-206

Year
2012

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Risk analysis of commitment-option contracts with forecast updates

Journal Articles
Zhang, Hanqin with Buzacott J., and Yan H.
IIE Transactions, 43, (6), 415-431

Year
2011

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Average Cost Optimality in Inventory Models whith Dynamic Information Delays

Journal Articles
Zhang, Hanqin with Bensoussan A., Cakanyildrim M., Sethi S.P., and Wang M.
IEEE Transactions on Automatic Control, 56, (12), 2869-2882

Year
2011

View

Algorithms of Coxianization of Phase-Type Generators

Journal Articles
Zhang, Hanqin with He Q.M., and Xue J.
INFORMS Journal on Computing , 23, (1), 153-164

Year
2011

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Near-Optimal (r,Q) Policies for a Two-Stage Serial Inventory System with Poisson Demand

Journal Articles
Zhang, Hanqin with Yang L., Yang J., and Yu G.
International Journal of Production Economics, 133, (2), 728-735

Year
2011

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The Effect of Lead Time and Demand Uncertainties in (r,q) Inventory Systems

Journal Articles
Zhang, Hanqin with Song J., Hou Y., and Wang M.
Operations Research, 58, (1), 68-80

Year
2010

View

The Algebraic Degree of Phase-Type Distributions

Journal Articles
Zhang, Hanqin with Fackrell M., He Q.M., and Taylor P.
Journal of Applied Probability, 611-629

Year
2010

Coxian Representations of Generalized Erlang Distributions

Journal Articles
Zhang, Hanqin with and He Q.M.
Acta Mathematicae Applicatae Sinica, 25, (3), 489-502

Year
2009

View

Supply Chain Coordination wit CVaR Criterion

Journal Articles
Zhang, Hanqin with Yang L., Xu M., and Yu G.
Asia-Pacific- Journal of Operational Research, 26, (1), 135-160

Year
2009

View

Special Issue on Matrix-Analytic Methods in Stochastic Models - Preface

Journal Articles
Zhang, Hanqin with He Q.M., Takine T., and Taylor P.
Annals of Operations Research, 160, (1), 1-2

Year
2008

View

An Algorithm for Computin Minimal Coxian Repreentations

Journal Articles
Zhang, Hanqin with and He Q.M.
INFORMS Journal on Computing , 20, (2), 179-190

Year
2008

View

Trading a mean-reverting asset: buy low and sell high

Journal Articles
Zhang, Hanqin with and Zhang Q.
Automatica, 44, (6), 1511-1518

Year
2008

View

Singularly perturbed Markov chains: Limit results and applications

Journal Articles
Zhang, Hanqin with and G. Yin
Annals of Applied Probability, Vol.17, 207-229

Year
2007

Are base-stock policies optimal in inventory problems with multiple delivery modes?

Journal Articles
Zhang, Hanqin with Q. Feng, S. Sethi, and H. Yan
Operations Research, Vol.54, 801-807

Year
2006

Two-time-scale Markov chains and applications to quasi-birth-death queues

Journal Articles
Zhang, Hanqin with and G. Yin
Siam Journal of Applied Mathematics, Vol.65, 567-586

Year
2005

Inventory models with fixed costs, multiple delivery modes and forecast updates

Journal Articles
Zhang, Hanqin with H. Yan, and S. Sethi
Operations Research, Vol.51, 321-328

Year
2003

On a weighted embedding for generalized pontograms

Journal Articles
Zhang, Hanqin
Stochastic Processes and their Applications, Vol.88, 213-224

Year
2000

Diffusion approximations for some multiclass queueing networks with FIFO service disciplines

Journal Articles
Zhang, Hanqin with and H.Chen
Mathematics of Operations Research, 25, 679-707

Year
2000

Stability of multiclass queueing networks under priority service disciplines

Journal Articles
Zhang, Hanqin with and H. Chen
Operations Research, 48, 26-37

Year
2000

Books/Monographs

Inventory and Supply Chain Management with Forecast Updates

Books/Monographs
Zhang, Hanqin with S. Sethi, and H. Yan
Vol.81, Springer-Verlag, New York, 2005, Springer`s International Series in Operations Research & Management Science

Year

Average-Cost Control of Stochastic Manufacturing Systems

Books/Monographs
Zhang, Hanqin with S. Sethi, and Q. Zhang
Vol.54. Springer-Verlag, New York, 2004, Series: Stochastic Modelling and Applied Probability

Year

Stochastic Modeling and Optimization

Books/Monographs
Zhang, Hanqin with D. Yao, and X. Zhou
Springer-Verlag, New York, 2003, editors

Year

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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