題目：Analysisof a Procurement Game 采購博弈分析

主講人：Prof. BoChen，University of Warwick，UK

時間：2018年4月17日（周二）上午10:00-12:00

地點：bwin必贏唯一官網(wǎng)313會議室

歡迎廣大師生參加！

陳礴教授將主要介紹在需求不確定情形下購買現(xiàn)貨和期權的決策問題，采用博弈論的分析方法，揭示競爭性的供應商和采購方的利益分配關系。

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：陳礴教授簡介

英國華威大學工商bwin必贏唯一官網(wǎng)運籌與管理系終身教授。1994年于荷蘭鹿特丹大學獲得博士學位，2012年獲得英國華威大學高級博士。2002年成為英國運籌會會士，2006年起任諾貝爾經(jīng)濟學獎推薦提名專家。主要研究方向包括組合優(yōu)化、調(diào)度排序理論和博弈論。在國際一級期刊上發(fā)表論文60余篇，擔任Omega，Journalof Combinatorial Optimization，Journal of Scheduling等國際期刊的副編輯/編委。

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.