MS-Mo-D-43
Stochastic Equilibrium Problems: Economic Modeling, Analysis and Computation

Date: August 10
Time: 13:30--15:30
Room: 4-1

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Organizer:
Su, Che-Lin (Univ. of Chicago)

Abstract: Motivated by empirical demand estimation problems in economics, the objective of this minisymposium is to discuss and address both theoretical and numerical challenges of stochastic equilibrium problems, arisen from estimation and pricing of pure characteristics demand models. The four presentations aim to first provide an overview of stochastic equilibrium problems and their economic applications, to discuss a regularization method for analyzing and solving stochastic equilibrium problems, to examine the analysis of sample average approximation for a pricing problem formulated as a stochastic equilibrium problem, and finally, to present alternative formulations for studying estimation and pricing problems.


MS-Mo-D-43-1
13:30--14:00
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models
Chen, Xiaojun (Department of Applied Mathematics, The Hong Kong Polytechnic Univ.)


MS-Mo-D-43-2
14:00--14:30
Sample Average Approximation Regularized Method for Products Pricing Problem Based on Pure Characteristics Demand Models
Hailin, Sun (Nanjing Univ. of Sci. & Tech.)
Chen, Xiaojun (Department of Applied Mathematics, The Hong Kong Polytechnic Univ.)
Su, Che-Lin (Univ. of Chicago)


MS-Mo-D-43-3
14:30--15:00
Topics in Computing Nash Equilibria
Pang, Jong-Shi (Univ. of Southern California)


MS-Mo-D-43-4
15:00--15:30
A Constructive Approach to Estimating Pure Characteristics Demand Models with Pricing
Su, Che-Lin (Univ. of Chicago)
Pang, Jong-Shi (Univ. of Southern California)

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Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA