题目：Two-stage stochastic variational inequalities for two-stage non- cooperative game under uncertainty

报告人：陈小君 教授

时间：2019年4月2日（星期二）上午10：00-12:00

地点：西交大财经校区教学楼8楼学术报告厅

报告摘要：

Abstract:A convex two-stage non-cooperative multi-agent game under uncertainty is equivalently formulated as a two-stage stochastic variational inequality (SVI). We provide sufficient conditions for the extension of solutions of the two-stage SVI and propose a regularized sample average approximation method for solving the two-stage SVI. We prove the convergence of the method as the regularization parameter tends to zero and the sample size tends to infinity. We apply our results to a two-stage stochastic production and supply planning problems with homogeneous commodity in an oligopolistic market. Numerical results using real data in crude oil market are presented to describe the market share of oil producing agents.

报告人简介：

陈小君，香港理工大学应用数学系系主任、讲席教授。1987年博士毕业于西安交通大学数学系，1991年博士毕业于日本岡山理科大学数学系。曾担任澳大利亚南威尔士大学的研究员，现任香港理工大学应用数学系教授。陈小君教授长期从事随机均衡问题、非线性或非光滑方程组的迭代算法、互补问题及其应用、变分不等式、非光滑优化、随机优化与平行算法等方面的研究工作。陈小君教授主持了18 项由香港研究资助局、日本科学协会等组织资助的科研项目，并在国际著名刊物发表了一百多篇学术论文。

经金学院

2019.4.1