陈宏

联系方式:hchen@saif.sjtu.edu.cn
秘书:王涵
邮箱:hwang@saif.sjtu.edu.cn

教育背景:
博士学位:斯坦福大学工程经济系统学, 1987
硕士学位:斯坦福大学工程经济系统学, 1983
学士学位:西安交通大学数学系, 1982
教授介绍:

陈宏教授现任上海交通大学上海高级金融学院管理科学教授。他曾任加拿大英属哥伦比亚大学供应链管理讲席教授及运营物流系主任,并兼任西安交通大学管理学院院长。之前,他还担任长江商学院创始教授,并任学术副院长;中欧国际工商学院运营管理教授。陈宏教授曾在香港科技大学、斯坦福大学、佐治亚理工学院及香港中文大学做访问教授/学者,也曾任清华大学经济管理学院特聘教授。陈宏教授还曾赴哈佛大学进行博士后深造。

 

陈宏教授曾在世界顶级运营管理学术期刊上发表了大量的研究论文,其中包括在“Operations Research(运筹学)”、“Management Science(管理科学)”、“Annals of Probability”、“Mathematics of Operations Research”、“Manufacturing and Service Operations Management”、“IEEE Transactions on Automatic Control” 等一流刊物上发表文章达六十余篇,并就排队网络理论合著出版了一本书。陈宏教授撰写了大量中国供应链管理教学案例及《哈佛商业评论》(中文版)文章,陈宏教授曾担任应用概率学会(INFORMS Society on Applied Probability)主席,并获得国家“千人计划”。


生产与供应链管理、金融服务运营与风险管理;排队网络理论与应用;中国供应链管理最佳实践案例研究等。目前主要研究风险管理和量化金融。包括系统风险、信用风险、市场风险和运营风险管理;还有债卷定价、期货定价。



1. Chen, Hong, and Murray Frank, 2016, Are Direct Investments by the Federal Reserve a Good Idea? A Corporate Finance Perspective, Quarterly Journal of Finance.

2. Wu, Owen Q., and Hong Chen, 2016, Chain-to-chain competition under demand uncertainty, Journal of the Operations Research Society of China .

3. Chen, Hong, and Heng-Qing Ye, 2016, An Examination of Some Factory Physics Principles, Journal of the Operational Research Society of China.

4. Chen, Hong, Qu Qian, and Anming Zhang, 2015, Would allowing privately funded health care reduce the public waiting time? Theory and empirical evidence from Canadian joint replacement surgery data, Production and Operations Management.

5. Chen, Hong, and Zhan Zhang, 2014, Technical note – Joint inventory and pricing contro with general additive demand, Operations Research.

6. Chen, Hong, and Heng-Qing Ye, 2012, Asymptotic Optimality of Balance Routing, Operations Research.

7. Chen, Hong, and Heng-Qing Ye, 2011, Methods in Diffusion Approximation for Multi-Server Systems: Sandwich, Uniform Attraction and State-Space Collapse, International Series in Operations Research & Management Science.

8. Chen, Hong, Owen Q. Wu, and David D. Yao, 2010, On the Benefit of Inventory-Based Dynamic Pricing Strategies, Production and Operations Management.

9. Wu, Owen Q., and Hong Chen, 2010, Optimal control and equilibrium behavior of production-inventory systems, Management Science.

10. Chao, Xiuli, Hong Cheng, and Shaohui Zheng, 2009, Dynamic Capacity Expansion for a Service Firm with Capacity Deterioration and Supply Uncertainty, Operations Research.

11. Chen, Hong, C. Tong, and L. Bai, 2009, The Lenovo Duo Model, Harvard Business Review (China Edition).

12. Chen, Hong, L. Qin and X.H. Shi, 2009, Towards an Agility Supply Chain, Harvard Business Review (China Edition).

13. X. Chao, H. Chen, and S. Zheng, 2008, Joint Replenishment and Pricing Decisions in Inventory Systems with Stochastically Dependent Supply Capacity, European Journal of Operational Research.

14. H. Chen, O. Wu and M. Frank, 2007, U.S. Retail and Wholesale Inventory Performance from 1981 to 2003, Manufacturing and Service Operations Management.

15. H. Chen, Y.-W. Wan, 2005, Capacity Competition of Make-to-Order Firms, Operations Research Letters.

16. H. Chen, M. Frank and O. Wu, 2005, What Actually Happened to the Inventories of American Companies between 1981-2000?, Management Science.

17. H. Chen , M. Frank, 2004, Monopoly Pricing when Customer Queues, IIE Transactions.

18. H. Chen, Y.-W. Wan, 2003, Price Competition of Make-to-Order Firms, IIE Transactions.

19. H. Chen, X. Shen, 2003, The Finite Element Method for Computing the Stationary Distribution of an SRBM in an Orthant with Applications to Open Queueing Networks, Queueing Systems, Theory and Applications.

20. H. Chen, H. Ye, 2002, Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks, Queueing Systems, Theory and Applications.

21. H. Chen, X. Shen and D.D. Yao, 2002, Brownian Approximations of Multiclass Open Queueing Networks, Operations Research.

22. H. Chen, H. Ye, 2002, Piecewise linear Lyapunov Function for the Stability of Multiclass Queueing Networks, IEEE Transactions on Automatic Control.

23. X. Shen, H. Chen, J.G. Dai and W. Dai, 2002, The Finite Element Method for Computing the Stationary Distribution of an SRBM in a Hypercube with Applications to Finite Buffer Queueing Networks, Queueing Systems, Theory and Applications.

24. H. Chen, M. Frank, 2001, State Dependent Pricing with a Queue, IIE Transactions.

25. H. Ye, H. Chen, 2001, Lyapunov Function as a Necessary and Sufficient Condition for the Stability of Fluid Networks, Operations Research Letters.

26. H. Chen, H. Zhang, 2000, Stability of Multiclass Queueing Networks Under Priority Service Disciplines, Operations Research.

27. H. Chen, H. Zhang, 2000, A Necessary Condition and a Sufficient Condition for the Diffusion Approximations of Multiclass Queueing Networks Under Priority Service Disciplines, Queueing Systems, Theory and Applications.

28. H. Chen, X. Shen, 2000, Strong Approximation for Multiclass Feedforward Queueing Networks, Annals of Applied Probability.

29. H. Chen, H. Zhang, 2000, Diffusion Approximations for Some Multiclass Queueing Networks Under FIFO Service Disciplines, Mathematics of Operations Research.

30. H. Chen, 1999, Basic Adjoint Relation for Transient and Stationary Analysis of Some Markov Processes, Annals of Operations Research.

31. J.J. Liu, H. Chen, 1999, Optimal Pacing in an Assembly-Based Multistage Production System, Annals of Operations Research.

32. H. Chen, H. Zhang, 1998, Diffusion Approximations for Kumar-Seidman Network Under a Priority Service Discipline, Operations Research Letters.

33. H. Chen, H. Zhang, 1997, Stability of Multiclass Queueing Networks Under FIFO Discipline, Mathematics of Operations Research.

34. H. Chen, O. Kella and G. Weiss, 1997, Fluid Approximations for a Processor-Sharing Queue, Queueing Systems, Theory and Applications.

35. H. Chen, 1996, Rate of Convergence of the Fluid Approximation for Generalized Jackson Networks, Journal of Applied Probability.

36. H. Chen, 1996, A Sufficient Condition for the Positive Recurrence of a Semimartingale Reflecting Brownian motion in an orthant, Annals of Applied Probability.

37. H. Chen, H. Zhang, 1996, Diffusion Approximations for Multiclass Re-entrant Lines Under a Firstbuffer- First-Served Discipline, Queueing Systems, Theory and Applications.

38. H. Chen, 1995, Fluid Approximations and Stability of Multiclass Queueing Networks: Work-Conserving Disciplines, Annals of Applied Probability.

39. D. Atkins, H. Chen, 1995, Performance Evaluation of Scheduling Control of Queueing Networks: Fluid Model Heuristics, Queueing Systems, Theory and Applications.

40. H. Chen, J.G. Shanthikumar, 1994, Fluid Limits and Diffusion Approximations for Networks of Multi-server Queues in Heavy Traffic, Journal of Discrete Event Dynamic Systems.

41. H. Chen, P. Yang and D.D. Yao, 1994, Control and Scheduling in a Two-Station Queueing Network: Optimal Policies and Heuristics, Queueing Systems, Theory and Applications.

42. H. Chen, P. Yang, D.D. Yao and X. Chao, 1993, Optimal Control of a Simple Assembly System, Operations Research Letters.

43. S.H. Xu, H. Chen, 1993, On the Asymptote of the Optimal Routing Policy for Two Service Stations, IEEE Transactions on Automatic Control.

44. H. Chen, D.D. Yao, 1993, Dynamic Scheduling of a Multi-class Fluid Network, Operations Research.

45. H. Chen, W. Whitt, 1993, Diffusion Approximations for Open Queueing Networks with Service Interruptions, Queueing Systems, Theory and Applications.

46. H. Chen, D.D. Yao, 1992, A Fluid Model for Systems with Random Disruptions, Operations Research.

47. H. Chen, A. Mandelbaum, 1991, Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations, Mathematics of Operations Research.

48. H. Chen, A. Mandelbaum, 1991, Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks, Annals of Probability.

49. J.M. Harrison, R.J. Williams and H. Chen, 1990, Brownian Models of Closed Queueing Networks with Homogeneous Customer Populations, Stochastics and Stochastics Reports.

50. H. Chen, D.D. Yao, 1990, Optimal Intensity Control of a Queueing System with State-Dependent Capacity Limit, IEEE Transactions on Automatic Control.

51. H. Chen, D.D. Yao, 1990, Derivatives of the Expected Delay in the GI/G/1 Queue, Journal of Applied Probability.

52. H. Chen, 1989, Optimal Intensity Control of a Multi-Class Queue, Queueing Systems - Theory and Applications.

53. H. Chen, J.M. Harrison, A. Mandelbaum, A.V. Ackere and L.M. Wein, 1988, Empirical Evaluation of a Queueing Network Model for Semiconductor Wafer Fabrication, Operations Research.

54. T. Chi, J.J. Liu and H. Chen, 1987, Optimal Stopping Rule for a Project with Uncertain Completion Time and Salvageability, IEEE Transactions on Engineering Management.

55. H. Chen, Ye, H., Asymptotic Optimality of Balance Routing.

56. H. Chen, Zhang, Z., Joint Pricing and Inventory Control with General Additive Demand.

57. G. Gao, L.M. Hitt and H. Chen, Empirical Evidence on Product Variety and Inventory Performance.

58. H. Chen and H. Ye, Methods in Diffusion Approximation for Multi-Server Systems: Sandwich, Uniform Attraction and State-Space Collapse.

59. H. Chen and Y. Zhao, A New Queueing Model for Aircraft Landing Process.

60. F.L. Xu, H. Chen and Z.B. Tang, Intertemporal Theme-Driven Manipulation.

61. F.L. Xu, H. Chen and Z.B. Tang, Intertemporal Prediction.

62. H. Chen and H. Ye, An Examination of Some Manufacturing Physics Principles.

63. H. Chen, Q. Hu and S. Zheng, Dynamic Pricing and Inventory Replenishment in a Supply Chain.

64. H. Chen and H. Ye, Balanced Routing.

65. H. Chen and M. Frank, Loss Aversion and Corporate Investment.

66. Chen, H., Qian, A., Zhang, A., An Empirical Analysis of Waiting Times Using Canadian Joint Replacement Data.

Operations Management、Quantitative Analysis and Modeling
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