標(biāo)題：Pure Characteristics Demand Models under Stochastic and Distributionally Robust Environment
報(bào)告時(shí)間：2025年8月2日（星期六）15：00-16：00
報(bào)告地點(diǎn)：人民大街校區(qū)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院二樓會(huì)議室
主講人：孫海琳
主辦單位：數(shù)學(xué)與統(tǒng)計(jì)學(xué)院
報(bào)告內(nèi)容簡(jiǎn)介：
Pure characteristics demand models is a utility-based choice model which is used to determine a consumer’s purchase decision among a list of available products and to provide an estimate of product demands. Under stochastic and distributionally robust environment, we consider the two challenge problems: the problem of estimating model parameters based on generalizd method of moments and the multiproduct pricing problem based on pure characteristics demand models. In stochastic case, the regularized sample average approximation method is used to handle the set-valued stochastic equilibrium constraints. In distributionally robust case, we use the regularization method and the data driven approach to handle the set-valued distributionally robust equilibrium constraints. The corresponding convergence analysis results are given and numerical results are reported to show that validate the effectiveness and scalability of our approach.
主講人簡(jiǎn)介：
孫海琳博士是南京師范大學(xué)數(shù)學(xué)科學(xué)學(xué)院教授。他于2007年在吉林大學(xué)獲得統(tǒng)計(jì)學(xué)學(xué)士學(xué)位，2013年畢業(yè)于哈爾濱工業(yè)大學(xué)，獲數(shù)學(xué)博士學(xué)位。在其博士期間，他在英國(guó)南安普頓大學(xué)和香港理工大學(xué)聯(lián)合培養(yǎng)。2015-2017年在香港理工大學(xué)應(yīng)用數(shù)學(xué)系做博士后研究。2018年獲中國(guó)運(yùn)籌學(xué)會(huì)青年科技獎(jiǎng)和江蘇省數(shù)學(xué)成就獎(jiǎng)，主持國(guó)家自然科學(xué)基金青年科學(xué)基金（B類(lèi)、C類(lèi)）項(xiàng)目、面上項(xiàng)目以及國(guó)家重點(diǎn)研發(fā)計(jì)劃課題。他的研究領(lǐng)域包括隨機(jī)優(yōu)化，分布魯棒優(yōu)化、隨機(jī)變分不等式及其在投資組合、風(fēng)險(xiǎn)管理和經(jīng)濟(jì)學(xué)模型上的應(yīng)用。他在包括《Mathematical Programming》、《SIAM Journal on Optimization》、《Mathematics of Operations Research》等國(guó)際權(quán)威期刊發(fā)表了二十多篇論文，擔(dān)任《運(yùn)籌學(xué)學(xué)報(bào)》、《計(jì)算數(shù)學(xué)》、《Journal of Optimization Theory and Applications》、《Asia-Pacific Journal of Operational Research》、《Numerical Algebra, Control and Optimization》等期刊編委。
