Publications

Markov Decision Processes

J. Wang and C.-G. Lee, “Multi-state Bayesian Control Chart over a Finite Horizon,” Operations Research, Vol. 63, Issue 4, pp. 949-964, July 2015.

O. Shlakhter and C.-G. Lee, “Acceleration Operators in the Modified Policy Iteration Algorithms for Markov Decision Processes,” Mathematical Methods of Operations Research, Vol. 78, pp. 61-76, 2013.

M. Kim, R. Jiang, V. Makis and C.-G. Lee, “Optimal Bayesian Fault Prediction Scheme for a Partially Observable System Subject to Random Failure,” European Journal of Operational Research, Vol. 214, pp. 331-339, 2011.

O. Shlakhter, C.-G. Lee, D. Khmelev and N. Jaber, “Acceleration Operators in the Value Iteration Algorithms for the Discounted MDPs,” Operations Research, Vol. 58, No. 1, pp. 193-202, 2009.

Reinforcement Learning

Aboussalah, A.M. and Lee, C.-G., “Continuous Control with Stacked Deep Dynamic Recurrent Reinforcement Learning for Portfolio Optimization,” Expert Systems with Applications, forthcoming, 2019.

Gimelfarb, M. Sanner, S. and Lee, C.-G., “ε-BMC: A Bayesian Ensemble Approach to Epsilon-Greedy Exploration in Model-Free Reinforcement Learning,” Uncertainty in Artificial Intelligence, Tel Aviv, Israel, July 22-25, 2019.

Gimelfarb, M. Sanner, S. and Lee, C.-G., “Reinforcement Learning with Multiple Experts: A Bayesian Model Combination Approach,” Neural Information Processing Systems (NIPS), Montreal, Canada, December, 2018.

Shaikh, M., Kim, J.-S., Giwa, B., Lee, C.-G., Stancari, S., Montanari, D., Anceschi, G. and Ferrari, F.,“Multi-agent Reinforcement Learning Approach to Building Energy and Comfort Management,” The 7th International Energy Conference & Workshop – REMOO, Venice, Italy, May 10-12, 2017.

Financial Engineering

Lee, M., Kwon, R.H., Lee, C.-G. and A. Anis, “Decentralized strategic asset allocation with global constraints,” Journal of Asset Management, to appear, 2017.

Lee, M., Kwon, R.H., and Lee, C.-G., “Bounds for Portfolio Weights in Decentralized Asset Allocation,” INFOR, Vol. 54, Iss. 4, pp. 344-354, 2016.

Z. Zeng and C.-G. Lee, “Pairs trading: optimal thresholds and profitability,” Quantitative Finance, Vol. 14, No. 11, pp. 1881-1893, 2014. (Feature article of the issue)

M.I.M. Wahab and C.-G. Lee, “Pricing Swing Options with Regime-Switching”, Annals of Operations Research, Vol. 185, pp. 139-160, 2011.

M.I.M. Wahab and C.-G. Lee, “A Lattice Approach to Pricing of Multivariate Contingent Claims with Regime Switching”, Journal of Derivatives, Vol. 17, No. 1, pp. 49-61, 2009.

Supply Chain Management

Harijani, A.M., Manour, S. Karimi, B and, C.-G. Lee, “Multi-period Sustainable and Integrated Recycling Network for Municipal Solid Waste,” Journal of Cleaner Production, Vol. 151, pp. 96-108, 2017.

Kim, K., Lee, C.-G., and Park, S. “Dynamic Pricing with “BOGO” Promotion in Revenue Management,” International Journal of Production Research, Vol. 54, Issue 17, pp. 5283-5302, 2016

K.K. Kim, J. Liu and C.-G. Lee, “Stochastic Inventory Management with Price Search,” IIE Transactions, Vol. 47, Issue 8, pp. 851-864, 2014.

M.M. Tajbakhsh, C.-G. Lee, and S. Zolfaghari, “An Inventory Model with Random Discount Offerings,” Omega, Vol. 39, pp. 710-718, 2011.

Z. Ma, R.H. Kwon and C.-G. Lee, “A Stochastic Programming Winner Determination Model for Truckload Procurement under Shipment Uncertainty,” Transportation Research Part-E, Vol. 46, Issue 1, pp. 49-60, 2010.

M.M. Tajbakhsh, C.-G. Lee and S. Zolfaghari, “Sole Sourcing in EOQ Models with Binomial Yield,” Journal of Purchasing and Supply Management, Vol. 16, pp. 163-170, 2010.

M.M.Tajbakhsh, C.-G. Lee, and S. Zolfaghari, “On the Supplier Diversification under Binomial Yield,” Operations Research Letters, Vol. 38, pp. 505-509, 2010.

H. Jung, B. Jeong and C.-G. Lee, “An Order Quantity Negotiation Model for Distributor-Driven Supply Chain”, International Journal of Production Economics, Vol. 111, pp. 147-158, 2008.

M.I.M. Wahab, D. Wu and C.-G. Lee, “A Generic Approach to Measuring the Machine Flexibility”, European Journal of Operational Research, Vol. 186, Issue 1, pp. 137-149, 2008.

I. Hajizadeh and C.-G. Lee, “Alternative configurations for cutting machines in a tube cutting mill,” European Journal of Operational Research, Vol. 183, Issue 3, pp. 1385-1396, 2007.

S.-J. Jeong, C.-G. Lee and J. Bookbinder, “The European Freight Railroad System as a Hub-and-Spoke Network,” Transportation Research Part-A, Vol. 41, Issue 6, pp. 523-536, 2007.

C.-G. Lee, R.H. Kwon and Z. Ma, “Carrier’s optimal bid generation problem in combinatorial auctions for transportation procurement,” Transportation Research Part-E, Vol. 43, Issue 2, pp. 173-191, 2007.

J. Liu and C.-G. Lee, “Evaluation of Inventory Polices with Unidirectional Substitutions,” European Journal of Operational Research, Vol. 182, pp. 145-163, 2007.

C.-G. Lee, M.A. Epelman, C.C. White III, and Y.A. Bozer, “A shortest path approach to the multiple-vehicle routing problem with split pick-ups,” Transportation Research Part-B, Vol. 40, pp. 265-284, 2006.

Y. Bozer and C.-G. Lee, “Using existing workstation as transfer station in tandem AGV system,” Journal of Manufacturing Systems, Vol. 23, pp. 229-241, 2004.

 

ETC.

H. Jung, C.-G. Lee and C.C. White III, “Socially Responsible Service Operations Management: An Overview,” Annals of Operations Research, Vol. 230, pp. 1-16, 2015.

Y. Liu, T. Chan, C.-G. Lee, Y.-B. Cho and M.K. Islam, “A Stochastic Model for Tumor Geometry Evolution during Radiation Therapy in Cervical Cancer,” Medical Physics, Vol. 41, Issue 2, 021705, 2014.

K. Ferreira and C.-G. Lee, “An Integrated Two-stage Diffusion of Innovation Model with Market Segmented Learning,” Technological Forecasting and Social Change, Vol. 88, pp. 189-201, 2014.

K.K. Kim and C.-G. Lee, “Evaluation and Optimization of Feed-In Tariffs,” Energy Policy, Vol. 49, pp. 192-203, 2012.

D. Wu and C.-G. Lee, “Stochastic DEA with Ordinal Data Applied to a Multi-attribute Pricing Problem,” European Journal of Operational Research, Vol. 207, pp. 1679-1688, 2010.

E.K. Doyle, C.-G. Lee and D.I. Cho, “Justification for the Next Generation of Maintenance Modelling Techniques,” Journal of the Operational Research Society, Vol. 60, No. 4, pp. 461-470, 2009.