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学术前沿讲座--Principal-agent problems based on credibility measure with applications

发布时间:2013-11-20访问量:644

 

报告题目
Principal-agent problems based on credibility measure with applications
报告人(单位)
武晓莉(天津大学管理与经济学部)
点评人(单位)
舒嘉,刘新旺,侯合银,王文平
点评人(单位)
 
时间地点
时间: 2013年11月22日(周五)下午2
地点:九龙湖经管楼B-201
报告内容摘要
 
报告内容:This presentation is about how to design the optimal contract under incomplete information for dealing with the principal-agent problems based on credibility measure. As we all know, principal-agent problems exist in all walks of social life, and agency theory is an essential approach to dealing with them under incomplete information. Due to incomplete information, it is necessary for the principal to design an optimal incentive scheme to induce the agent to choose the action which is best possible for maximizing his own utility. In order to depict the incomplete information, the approach based on credibility measure is provided by characterizing the incomplete information about the agent’s ability as a fuzzy variable. On this view, a class of novel fuzzy agency (FA) models is developed. Under some particular assumptions, the sufficient and necessary conditions for the optimal contracts are proven by the variational method. Finally, this presentation further demonstrates the validity of the approach based on credibility measure by applying it into two practical problems, one of which is the optimal purchasing contract problem between one retailer and one manufacturer and the other is to verify the validity of purchasing relief material by one agent in disaster relief efforts, respectively.
 
报告人简介:
武晓莉,现为天津大学管理与经济学部管理科学与工程专业博士研究生, 研究方向为不对称信息下的最优合同设计及其在急救物资库存管理中的应用。截至目前,已在Expert Systems with ApplicationsFuzzy Optimization and Decision Making等国际期刊上发表学术论文9篇,另有3篇论文在审。在读期间,先后获得国家奖学金和天津大学浦发银行奖学金等,并于2012年6月获得教育部博士研究生学术新人奖,现主持天津大学优秀博士学位论文基金1项,同时参与国家自然基金项目及天津大学自主创新项目4项。2013年11月13日负责组织开展了天津大学管理与经济学部第一期博士研究生学术沙龙活动,担任活动主席。
 
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