报告地点：线上 腾讯会议 ID 915 246 062
邀请人：孙海琳教授
报告摘要：The two-stage stochastic variational inequality (SVI) provides a powerful modeling paradigm for many important applications in which uncertainties and equilibrium are present. The two-stage SVI is to find a pair: here-and-now solution and wait-and-see solution. The here-and-now solution represents now-decisions, while the wait-and-see solution depends on future events described by random variables. This talk reviews new developments in theory and algorithms for two-stage SVI, and their application in the analysis of equilibrium oil market share under the COVID-19 pandemic.
报告人简介：陈小君，香港理工大学应用数学系讲座教授。2013-2019年担任香港理工大学应用数学系主任，现任香港理工大学大数据分析中心实验室主任，中科院数学与系统科学研究院-香港理工大学应用数学联合实验室主任。研究领域包括随机均衡问题、变分不等式、非光滑非凸优化、大数据分析中的稀疏优化。担任包括SIAM Journal on Numerical Analysis，SIAM Journal on Optimization 等国际著名刊物的编委，至今已在国际顶尖学术期刊上发表论文80余篇。她曾多次在国际学术会议上做邀请报告，如曾于2012年在国际数学规划会议上作特邀报告。