课程大纲

课程大纲

机制设计专题

课程编码:1201Z1M07002H 英文名称:Topics in Mechanism Design 课时:20 学分:1.00 课程属性:高级强化课 主讲教师:胡震禹

教学目的要求
The lectures intend to cover the following topics.
? Screening: mechanism design with one seller and one buyer. We will review the basic approach of Myerson, and look at the problem from different angles.
? Auction: mechanism design with one seller and multiple buyers. We will also discuss reduced form and Border’s theorem.
? Robust mechanism design. We will discuss some recent research on robust screening and some related problems.

Whenever possible, an optimization perspective to mechanism design will be emphasized. In this regard, a good knowledge in linear programming would be very helpful.

预修课程
运筹学,数学优化

大纲内容
第一章 Screening 4学时 胡震禹
第1节 basic approach of Myerson
第2节 mechanism design with one seller and one buyer
第3节 viewing the problem from different angles
第二章 Auction (I) 4学时 胡震禹
第1节 mechanism design with one seller and multiple buyers
第2节 reduced form
第三章 Auction (II) 4学时 胡震禹
第1节 Border's Theorem
第2节 extesions and related topics
第四章 Robust mechanism design (I) 4学时 胡震禹
第1节 robust screening
第2节 robust screening from the view of optimization
第五章 Robust mechanism design (II) 4学时 胡震禹
第1节 robust auction
第2节 other related problems

教材信息
1、 An Introduction to the Theory of Mechanism Design Tilman Borgers, Daniel Krahmer and Roland Strausz 2015 Oxford University Press

参考书
1、 Mechanism Design: A Linear Programming Approach Rakesh Vohra 2011 Cambridge University Press

课程教师信息
Zhenyu Hu is now an Associate Professor and Dean's Chair Professor of National University of Singapore. He received his Ph.D. in Industrial Engineering from the University of Illinois at Urbana-Champaign (UIUC). Prior to that, he obtained his B.Sc. in Applied Mathematics from Sun Yat-sen University. He worked as a Research Summer Intern at IBM T.J. Watson Research Center in 2014. He is the recipient of Dobrovolny Scholarship and William A. Chittenden Award from UIUC. Zhenyu's current research focuses on applying and developing rigorous quantitative methods to analyze and solve practical problems in pricing analytics and supply chain management. Methodologically, he is also interested in sequential decision making and game theory.