题目:Analysisof a Procurement Game 采购博弈分析
主讲人:Prof. BoChen,University of Warwick,UK
时间:2018年4月17日(周二)上午10:00-12:00
地点:管理学院313会议室
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陈礴教授将主要介绍在需求不确定情形下购买现货和期权的决策问题,采用博弈论的分析方法,揭示竞争性的供应商和采购方的利益分配关系。
When a firm faces an uncertain demand, it is common toprocure supply using some type of option in addition to spot purchases. Atypical problem of this type involves capacity being purchased in advance, witha separate payment made that applies only to the part of the capacity that isneeded. We consider a discrete version of this problem in which competingsuppliers choose a reservation price and an execution price for blocks ofcapacity, and the buyer, facing known distributions of demand and spot price,needs to decide which blocks to reserve. We show how to solve the buyer'scombinatorial optimization problem efficiently and prove that suppliers can dono better than offer blocks at execution prices that match their costs, makingprofits only from the reservation part of their bids. Furthermore, we show thatin an equilibrium the buyer selects the welfare maximizing set of blocks, whichis also group strategy-proof.
附:陈礴教授介绍
英国华威大学工商管理学院运筹与管理系终身教授。1994年于荷兰鹿特丹大学获得博士学位,2012年获得英国华威大学高级博士。2002年成为英国运筹会会士,2006年起任诺贝尔经济学奖推荐提名专家。主要研究方向包括组合优化、调度排序理论和博弈论。在国际一级期刊上发表论文60余篇,担任Omega,Journalof Combinatorial Optimization,Journal of Scheduling等国际期刊的副编辑/编委。
Professor Bo Chen, Chair of Operations Research & ManagementScience, Warwick Business School, University of Warwick. He holds a Ph.D. inOperations Research (Erasmus University Rotterdam, The Netherlands) and aHigher Doctorate of D.Sc. (University of Warwick, UK). He is Fellow of the UKOperational Research Society (since 2002) and Nominator for Nobel Prize inEconomics (since 2006). His main research interests include (combinatorial)optimization, scheduling theory and transportation, and game theory.
Reference:
E. Anderson, B. Chen, and L. Shao (2017), “Supplier Competitionwith Option Contracts”, Operations Research 65(4), 952–967.