喻园管理论坛2019年第12期(总第463期)
演讲主题: Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising
主 讲 人: Suresh P. Sethi教授, 德克萨斯大学达拉斯分校
主 持 人: 杨彦武教授,工商管理系
活动时间: 2019年3月24日（周日）下午18:30-20:00
活动地点: 学院119室
主讲人简介: Suresh P. Sethi是德克萨斯大学达拉斯分校Charles & Nancy Davidson运营管理教授、智能供应网络中心主任、加拿大皇家科学院院士。他目前担任Production and Operations Management期刊（UT Dallas 24种顶级期刊之一）的Department Editor，Springer Briefs in Operations Management资深主编，Journal on Risk and Decision Analysis、Journal of Systems Science and Systems Engineering、Journal of Industrial and Management Optimization副主编，International Journal of Production Research、International Journal of Industrial Engineering and Productivity Management编委会成员，Baltic Journal of Real Estate Economics and Construction Management国际编辑会成员；曾担任Production and Operations Management协会主席，Manufacturing and Service Operations Management和Flexible Services and Manufacturing Journal 资深主编，Operations Research、Automatica、Journal of Mathematical Analysis & Applications等副主编。Sethi教授的研究涉猎广泛，在运作管理、金融与经济、营销、优化理论等领域均做出了杰出贡献，最为人熟知的研究成果是Sethi advertising model、DNSS Points以及有关最优控制的教科书。他撰写有7本著作，并在制造和运营管理、金融和经济、市场营销和优化理论领域发表了400多篇研究论文，其中在UTD顶级期刊Management Science、Operations Research、Production and Operations Management、Manufacturing & Service Operations Management中发表论文总数达56篇。Sethi教授的其他荣誉包括：IEEE会士（2001年）、INFORMS研究员（2003年）、美国科学促进会成员（2003年）、POMS研究员（2005年）、IITB杰出校友（2008年）、SIAM研究员（2009年）、POMS主席（2012年）、卡内基梅隆大学泰珀商学院校友成就奖（2015年）。
活动简介: In this paper we characterize the feedback equilibrium of a general infinite-horizon Stackelberg-Nash differential game where the roles of the players are mixed. By mixed we mean that one player is a leader on some decisions and a follower on other decisions. We prove a verification theorem that reduces the task of finding equilibrium strategies in functional spaces to two simple steps: First solving two static Nash games at the Hamiltonian level in a nested version and then solving the associated system of Hamilton-Jacobi-Bellman equations. As an application, we study a novel manufacturer-retailer cooperative advertising game where, in addition to the traditional setup into which the manufacturer subsidizes the retailer's advertising effort, we also allow the reverse support from the retailer to the manufacturer. We find an equilibrium that can be expressed by a solution of a set of quartic algebraic equations. We then conduct an extensive numerical study to assess the impact of model parameters on the equilibrium.
