报告题目：Pure Characteristics Demand Models under Stochastic and Distributionally Robust Environment

报 告 人：孙海琳 教授  南京师范大学 优青

邀请人：赵志华  

报告时间：2025年4月25日（周五） 11:00-13:15

报告地点：北校区会议中心303-1

报告人简介：孙海琳，南京师范大学数学科学学院教授，副院长，国家级青年人才。孙教授于2007年在吉林大学获得统计学学士学位，2013年毕业于哈尔滨工业大学，获数学博士学位。在其博士期间，先后前往英国南安普顿大学和香港理工大学联合培养。2015-2017年在香港理工大学应用数学系做博士后研究。2018年获中国运筹学会青年科技奖和江苏省数学成就奖，主持国家自然科学基金优秀青年科学基金项目、面上项目和青年科学基金项目。他的研究领域包括随机优化，分布鲁棒优化、随机变分不等式及其在投资组合、风险管理和经济学模型上的应用。他在包括《Mathematical Programming》《SIAM Journal on Optimization》《Mathematics of Operations Research》等国际权威期刊发表了二十多篇论文。

报告摘要：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 generalized 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.

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