报告题目：Bayesian Nash Equilibrium in price competition under multinomial logit demand
报告人：孙海琳教授  
报告时间：2025年6月21日（星期六） 09:30-10:30
报告地点：7教204
摘要：In this paper, we propose a Bayesian Nash equilibrium (BNE) model for analyzing price competition under multinomial logit demand where firm’s marginal cost is private information: each firm may predict the range of the marginal cost of its rival but does not know the true marginal cost. Differing from the existing Nash equilibrium models (Aksoy-Pierson et al., 2013; Pang et al., 2015) where the market equilibrium is described as a tuple of prices at which no firm can be better off by unilaterally changing its position, the BNE is a tuple of firm’s optimal price functions each of which depends on their respective marginal costs and the equilibrium is a situation at which no firm can be better off by unilaterally changing its own optimal price function. This kind of equilibrium model may help individual firms set optimal prices strategically for their future products. We derive sufficient conditions for existence and uniqueness of a continuous BNE. Moreover, we propose a computational scheme to calculate an approximate BNE. Specifically, we develop step-like approximation of firm’s optimal price function and then convert the BNE problem into a finite-dimensional stochastic variational inequality problem (SVIP). We demonstrate how the specific structure of the SVIP may be decomposed into scenario-based VIP and solve the latter by the well-known progressive hedging method. Preliminary numerical tests show that the computational scheme works well.

报告人简介：孙海琳博士，南京师范大学球速(中国)教授。他于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，他在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青年科学基金（B类、C类）项目、面上项目以及国家重点研发计划课题。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，担任《运筹学学报》、《计算数学》、《Journal of Optimization Theory and Applications》

编辑：王苗   审核：舒乾宇   终审：屈加文