Title

:

Mechanism Design for Stochastic Optimization Problems

Speaker

:

Samuel Ieong

Date

:

January 9th, 2008 (Wednesday)

Time

:

4:30 p.m. - 5:30 p.m.

Venue

:

Room 513

William M.W. Mong Engineering Building

(Engineering Building Complex Phase 2)

CUHK

Mechanism design is the study of protocols for selfish agents. It
focuses on the question of how to elicit information from such agents
to perform optimization. In the past, most work in mechanism design
has focused on static one-shot settings. In this talk, I will present
our research on extending the mechanism design methodologies to a
dynamic setting motivated by the two-stage stochastic optimization
with recourse framework. Our results address both the economic and
the algorithmic issues arising from this novel setting.

This is joint work with Anthony So (CUHK) and Mukund Sundararajan
(Stanford University).

Samuel Ieong is a PhD candidate in the Computer Science department at
Stanford University. His research interests include Artificial
Intelligence, Game Theory, Machine Learning, and Optimization. His
thesis work focuses on integrating ideas from game theory and computer
science to study cooperation - how to achieve it, and how to divide
its benefits. He has also worked on various topics in algorithmic
game theory and multiagent systems. He is advised by Professor Yoav
Shoham.

Host

:

Prof. So Man-Cho, Anthony

Tel

:

(852) 2609-8477

Email

:

manchoso@se.cuhk.edu.hk

Enquiries

:

Prof. Nan Chen or Prof. Sean X. Zhou

:

Department of Systems Engineering and Engineering Management

CUHK

Website

:

http://www.se.cuhk.edu.hk/~seg5810

Email

:

seg5810@se.cuhk.edu.hk