数学科学学院学术报告[2025] 4号

(高水平大学建设系列报告1027号)

报告题目: Robustness and Separation in Mechanism Design under Approximate Incentive Compatibility

报告人：陈植 副研究员（香港中文大学深圳研究院）

报告时间：2025年01月13日16:00-17:00

讲座地点：深圳大学粤海校区汇星楼金融科技学院1号教室

报告内容：We study a multidimensional mechanism design problem where a seller offers multiple products to a single buyer. The seller possesses only marginal distributional information about the buyer's random valuation of each product. The buyer is not a perfect optimizer and is satisficing whenever his incentive is epsilon away from the optimal---a notion called approximate incentive compatibility (IC). We show by a separation theorem that the optimal mechanism first allocates epsilon among multiple products and then separately screens each product under approximate IC. To compute the optimal mechanism, we first propose a discrete approximation that, powered by our separation theorem, can be reformulated as a scalable finite-dimensional convex program; we then devise an oracle that efficiently extends solutions of the discretization to feasible mechanisms with attractive performance guarantees. We also establish a side result for the robust screening problem under approximate IC that the hard/soft floor mechanism is optimal among deterministic mechanisms.

报告人简历：陈植博士目前担任香港中文大学深圳研究院副研究员，香港中文大学商学院助理教授，他的研究兴趣主要集中于：（1）面对不确定环境下的决策问题，针对不同数据可用性层次设计优化模型与求解算法，并应用于商业、经济、金融和运营等领域的实际问题；（2）探讨资源分配和风险管理等共同活动中的竞争与合作方式。

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邀请人：涂凯

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