2023年5月16日上午，现代供应链管理研究院第82期学术论坛在明哲楼326如期举行。论坛主讲人是香港城市大学商学院管理科学系陈植助理教授，其报告题目为“Screening with Limited Information: A Dual Perspective and A Geometric Approach”。

陈教授在分享过程中与观众进行了细致交流。本次学术论坛的召开为相关领域内师生提供了学习交流的机会。未来，我院会继续加强高质量科研交流平台建设，促进领域内学者间的交流讨论，从而推动相关研究的发展。

【摘要】

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.

【个人简介】

Zhi Chen is an Assistant Professor in the Department of Management Sciences, College of Business, City University of Hong Kong. His research interests include (1) developing models and designing algorithms for decision-making under uncertainty with different levels of data availability as well as applications in business, economics, finance, and operations; (2) cooperative game theory for joint activities and its applications in production economics, resource pooling, and risk management. His works appear in journals such as INFORMS Journal on Computing, Management Science, Operations Research, Production and Operations Management, Transportation Science, and TRB.

撰稿人：刘昱含

审核人：张颖