Chi-Guhn Lee, Ph.D.
Affiliations: | 2001 | University of Michigan, Ann Arbor, Ann Arbor, MI |
Area:
Industrial Engineering, Operations ResearchGoogle:
"Chi-Guhn Lee"Parents
Sign in to add mentor| Yavuz A. Bozer | grad student | 2001 | University of Michigan | |
| (Vehicle routing and inventory control for in -bound logistics.) | ||||
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Publications
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| Aboussalah AM, Lee C. (2020) Continuous control with Stacked Deep Dynamic Recurrent Reinforcement Learning for portfolio optimization Expert Systems With Applications. 140: 112891 |
| Lee M, Kwon RH, Lee C, et al. (2018) Decentralized strategic asset allocation with global constraints Journal of Asset Management. 19: 13-26 |
| Harijani AM, Mansour S, Karimi B, et al. (2017) Multi-period sustainable and integrated recycling network for municipal solid waste – A case study in Tehran Journal of Cleaner Production. 151: 96-108 |
| Lee M, Kwon RH, Lee C. (2016) Bounds for portfolio weights in decentralized asset allocation Infor: Information Systems and Operational Research. 54: 344-354 |
| Kim K, Lee C, Park S. (2016) Dynamic pricing with ‘BOGO’ promotion in revenue management International Journal of Production Research. 54: 5283-5302 |
| Kim KK, Liu J, Lee CG. (2015) A stochastic inventory model with price quotation Iie Transactions (Institute of Industrial Engineers). 47: 851-864 |
| Zeng Z, Lee CG. (2014) Pairs trading: optimal thresholds and profitability Quantitative Finance. 14: 1881-1893 |
| Ferreira KD, Lee C. (2014) An integrated two-stage diffusion of innovation model with market segmented learning Technological Forecasting and Social Change. 88: 189-201 |
| Wang L, Fu Q, Lee C, et al. (2013) Model and algorithm of fuzzy joint replenishment problem under credibility measure on fuzzy goal Knowledge-Based Systems. 39: 57-66 |
| Shlakhter O, Lee CG. (2013) Accelerated modified policy iteration algorithms for Markov decision processes Mathematical Methods of Operations Research. 78: 61-76 |