第四届仿真方法和应用研讨会——复杂系统仿真
The 4th Annual Workshop on Simulation Methodologies and Applications
Simulation of Complex Systems
三年前，在国内外仿真学者的大力支持下，我们召开了第一届仿真方法和应用研讨会。研讨会的初衷是为我国仿真领域的学者提供一个分享研究成果、推动仿真研究和建立社会网络的平台。前三届的研讨会在上海（2017）、北京（2018）和深圳（2019）举办，分别由上海交通大学、北京大学、香港中文大学（深圳）承办，获得了巨大的成功。今年，因为新冠肺炎疫情的影响，组委会决定将研讨会搬到云端。这也给本届研讨会提供了一个特殊的机遇，邀请了更多的国外学者，也期盼着更多的参会人员。
今年研讨会由复旦大学管理学院承办，主题是“复杂系统仿真”，研讨会的报告人将涵盖医疗健康、共享经济、无人驾驶、港口设计运营、金融风险管理等领域的很多复杂系统仿真问题，探讨复杂系统对随机仿真领域研究所带来的挑战。研讨会还组织了两场论坛，第一场邀请多位国内外著名仿真学者探讨复杂系统仿真对随机仿真领域研究所带来的机遇和挑战，第二场邀请多名国内青年才俊探讨“青年教师的发展”。我们希望所有的会议参与人都能从本次会议中有所收获，满意而归。
会议时间：2020年6月6日（星期六）8:00-17:00
会议形式：Zoom 在线会议
承办单位：复旦大学管理学院
会议组委会：
洪 流（主席） 复旦大学
胡建强 复旦大学
胡照林 同济大学
姜广鑫 哈尔滨工业大学
罗 俊 上海交通大学
会议日程：
8:00 – 8:15 Opening Remarks
L. Jeff Hong, Fudan Distinguished Professor
Area Editor, Operations Research
School of Management and School of Data Science
Fudan University
8:15 – 9:15 Keynote 1: Perspectives on Simulation Optimization.
Shane G. Henderson, Professor and INFORMS Fellow
Editor-in-Chief, Stochastic Systems
School of Operations Research and Information
Engineering, Cornell University
9:20 – 10:20 Keynote 2: Safety Evaluation of Intelligent Systems via Rare-Event
Simulation.
Henry Lam, Associate Professor
Associate Editor, Operations Research, INFORMS JOC
Department of Industrial Engineering and Operations
Research, Columbia University
10:30– 11:30 Panel Discussion: Simulation of Complex Systems: Opportunities and
Challenges
复杂系统仿真的机遇与挑战
Moderator: Jianqiang Hu, Hongyi Professor of Management Science
School of Management
Fudan University
Panelist: Shane G. Henderson, Professor and INFORMS Fellow
Editor-in-Chief, Stochastic Systems
School of Operations Research and
Information Engineering
Cornell University
L. Jeff Hong, Fudan Distinguished Professor
Area Editor, Operations Research
School of Management and School of Data
Science, Fudan University
Henry Lam, Associate Professor
Associate Editor, Operations Research,
INFORMS JOC
Department of Industrial Engineering and
Operations Research Columbia University
Loo Hay Lee, Associate Professor
Co-Editor, Journal of Simulation
Department of Industrial and Systems
Engineering
National University of Singapore
13:00 – 14:00 Keynote 3: Development of Digital twin for Next Generation
Container Port.
Loo Hay Lee, Associate Professor
Co-Editor, Journal of Simulation
Department of Industrial and Systems Engineering
National University of Singapore
14:10–15:40 Parallel Session 1: Emerging Applications of Stochastic Simulation
随机仿真领域的应用研究
Session Chair: Li Xia, Professor
School of Management
Sun Yat-sen University
1.Joint Resource Allocation for Input Data Collection and
Simulation
Zeyu Zheng, Assistant Professor
Department of Industrial Engineering and
Operations Research
University of California Berkeley.
2.Two Applications of Gaussian Mixture Models
Zhaolin Hu, Professor
NSFC优秀青年基金获得者
Associate Editor, Journal of Management Science and
Engineering
School of Economics and Management
Tongji University
3.Modeling Heterogeneous Disease-Behavior-Information
Dynamics during Epidemics
Qingpeng Zhang, Assistant Professor
School of Data Science
City University of Hong Kong
Parallel Session 2: Financial Engineering and Risk Management
金融工程与金融风险管理
Session Chair: Guangxin Jiang, Professor
School of Management
Harbin Institute of Technology
1.Sensitivity Estimation of Conditional Value at Risk Using
Randomized Quasi-MC
Zhijian He, Associate Professor
School of Mathematics
South China University of Technology (SCUT)
2.Optimal Tax-Timing with Inflation Risk and Indexed Capital Gains
Jing Xu, Assistant Professor
School of Finance
Renmin University of China
3.On Gamma Estimation via Matrix Kriging
Xin Yun, Joint Postdoctoral Research Associate
School of Data Science
Fudan University
Parallel Session 3: Recent Advances in Simulation Optimization
仿真优化领域的新进展
Session Chair: Siyang Gao, Associate Professor
Department of Systems Engineering and
Engineering Management / School of
Data Science
City University of Hong Kong
1. Dynamic Repositioning in Free-Floating Bike Sharing Systems
Lei Zhao, Associate Professor
Director of the Operation and Services (TOpS)
Research Laboratory
Department of Industrial Engineering
Tsinghua University
2. Stochastic Gradient Estimation
Yijie Peng, Assistant Professor
2019 I-Sim Outstanding Simulation Publication Award
Associate Editor, Asia-Pacific Journal of Operational
Research
Guanghua School of Management
Peking University
3. Survey on Ranking and Selection: A New Perspective
Weiwei Fan, Associate Professor
Advanced Institute of Business
Tongji University
15:50 – 16:50 Panel Discussion 2: Youth Forum — Early Career Development
青年学者论坛：学术生涯早期的规划与发展
Moderator: Zhaolin Hu, Professor
NSFC优秀青年基金获得者
Associate Editor, Journal of Management
Science and Engineering
School of Economics and Management
Tongji University
Panelist: Siyang Gao, Associate Professor
2019 IEEE-CASE Best Conference Paper Award
School of Data Science
City University of Hong Kong
Hai Jiang, Associate Professor (with tenure)
NSFC优秀青年基金获得者
Area Editor, Computer & Industrial Engineering
Department of Industrial Engineering
Tsinghua University
Yijie Peng, Assistant Professor
2019 I-Sim Outstanding Simulation Publication
Award
Associate Editor, Asia-Pacific Journal of
Operational Research
Guanghua School of Management
Peking University
Xiaowei Zhang, Assistant Professor
Associate Editor, Asia-Pacific Journal of
Operational Research
Faculty of Business and Economics
University of Hong Kong
Lu Zhen, Professor and Dean
Fellow of the Operational Research Society (U.K.)
NSFC优秀青年基金获得者
School of Management
Shanghai University
16:50 – 17:00 Closing Remarks
L. Jeff Hong, Fudan Distinguished Professor
Area Editor, Operations Research
School of Management and School of Data Science
Fudan University
主讲嘉宾简介：
Keynote 1：Perspectives on Simulation Optimization
摘要：康奈尔大学Shane Henderson教授的报告分为三部分。首先，他将结合共享单车和救护车服务的案例介绍问题驱动的研究方法。其次，他将介绍如何使用有偏的梯度估计量解决仿真优化问题。最后，他将介绍SimOpt仿真优化测试库近期的重大变化。
Shane G. Henderson, Cornell University
Shane G. Henderson is professor and former Director of the School of Operations Research and Information Engineering at Cornell University. He has previously held positions in the Department of Industrial and Operations Engineering at the University of Michigan and the Department of Engineering Science at the University of Auckland. He is the editor in chief of Stochastic Systems. He has served as chair of the INFORMS Applied Probability Society, and as simulation area editor for Operations Research. He is an INFORMS Fellow. His research interests include discrete-event simulation, simulation optimization, and emergency services planning. He likes cats, climbing walls, biking, Harry Potter and being a Dad.
Keynote 2：Safety Evaluation of Intelligent Systems via Rare-Event Simulation
摘要：无人驾驶汽车和其它智能系统大规模部署之前的测试问题一直非常具有挑战。在本报告中，哥伦比亚大学Henry Lam教授将介绍如何使用小概率事件仿真工具解决这一类问题，并探讨所面临的挑战性问题。
Henry Lam, Columbia University
Henry Lam is an Associate Professor in the Department of Industrial Engineering and Operations Research in Columbia University. He received his Ph.D. in statistics from Harvard University in 2011, and was on the faculty of Boston University and the University of Michigan before joining Columbia in 2017. Henry's research interests include Monte Carlo simulation, uncertainty quantification, risk and extremal analysis, and data-driven optimization. His work has been recognized by venues such as the JP Morgan Chase Faculty Research Award (2020), NSF CAREER Award (2017), the INFORMS JFIG Competition Second Prize (2016) and the Adobe Faculty Research Award (2016). He serves on the editorial boards of Operations Research, INFORMS Journal on Computing, and Stochastic Models.
Keynote 3：Development of Digital twin for Next Generation Container Port
摘要：新加坡港一直是世界著名的货柜码头。在本报告中，新加坡国立大学Loo Hay Lee将介绍新加坡下一代港口建设中的一些举措，并将着重介绍他所领导的团队在港口数字孪生系统开发领域所完成的开创性工作。
Loo Hay Lee, National University of Singapore
Loo Hay LEE is an Associate Professor in the Department of Industrial and Systems Engineering at National University of Singapore and was a visiting professor at the Department of Systems Engineering and Operations Research at George Mason University. Dr Lee has also been appointed as the Eastern Scholar Professor for the Shanghai Maritime University by the Shanghai Municipal Education Commission. He received his B.S (Electrical Engineering) degree from the National Taiwan University in 1992 and his S.M and PhD degrees in 1994 and 1997 from Harvard University. He has served as the associate editor for IEEE Transactions on Automatic Control, TRB, IISE Transactions, among others. He is currently the co-editor for Journal of Simulation and is a member in the advisory board for OR Spectrum. He is a senior member of IEEE. His research focuses on the simulation-based optimization, maritime logistics which includes port operations and the modeling and analysis for the logistics and supply chain system. He has co-lead a team to win the grand prize for the next generation container port challenge in 2013 by proposing a revolutionary double storey container terminal design, called SINGA Port. He is currently the director of the Center for Maritime Studies and center of next generation logistics (C4NGL) and co-director for center of excellence for simulation and modelling for next generation port (C4NGP) in NUS. In 2018, he also received the supply chain educator award.
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