江南体育官网学术报告[2024] 046号
(高水平大学建设系列报告926号)
报告题目: Screening with Limited Information: A Dual Perspective
报告人:陈植 副研究员(香港中文大学深圳研究院)
报告时间:2024年06月05日上午10:30-11:30
讲座地点:汇星楼 514
报告内容:Consider a seller seeking a selling mechanism to maximize the worst-case revenue obtained from a buyer whose valuation distribution lies in a certain ambiguity set. For a generic convex ambiguity set, we show via the minimax theorem that strong duality holds between the problem of finding the optimal robust mechanism and a minimax pricing problem where the adversary first chooses a worst-case distribution and then the seller decides the best posted price mechanism. This implies that the extra value of optimizing over more sophisticated mechanisms exactly amounts to the value of eliminating distributional ambiguity under a posted price mechanism. We further provide a geometric approach to analytically solving the minimax pricing problem. The solutions are then used to construct the optimal robust mechanism.
报告人简历:陈植博士目前担任香港中文大学深圳研究院副研究员,香港中文大学商学院助理教授,他的研究兴趣主要集中于:(1)面对不确定环境下的决策问题,针对不同数据可用性层次设计优化模型与求解算法,并应用于商业、经济、金融和运营等领域的实际问题;(2)探讨资源分配和风险管理等共同活动中的竞争与合作方式。
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报告邀请人: 涂凯
江南体育官网
2024年6月3日