题　目：Managing Inventory and Pricing with Contextual Robust Optimization

嘉　宾：陈植 助理教授 香港中文大学

主持人：许欢 教授 上海交通大学安泰经济与管理学院

时　间：2025年5月28日（周三）10:00-11:30

地　点：安泰楼A507室

内容简介：

Multiproduct inventory and pricing problems are traditionally approached by estimating parameters for a presumed “sufficiently accurate" demand model and then optimizing with this specified demand model to determine optimal inventory and pricing decisions. However, obtaining an accurate demand model is nearly impossible due to unobservable parameters, resulting in parameter uncertainty; meanwhile, the unknown distribution of the error term in the stochastic demand model raises residual ambiguity. Additionally, the predicted demand is endogenously affected by pricing, leading to decision-dependent prediction that often brings about intractable bilinear optimization problems. We introduce a contextual robust optimization model that simultaneously addresses these challenges. Extensive numerical studies demonstrate the effectiveness of our approach, whcich exhibits greater resilience when contextual information is disregarded, reflecting practical situations where collecting such information might be impossible or costly.

演讲人简介：

Zhi Chen is an Assistant Professor in the CUHK Business School, the Chinese University of Hong Kong. His research interests include (1) developing models and designing algorithms for decision-making under uncertainty with different levels of data availability as well as applications in business, economics, finance, and operations; (2) how to compete or cooperate in joint activities such as resource allocation and risk management.

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