
[2025-1] 4/3(목), Robust Intervention in Networks, 신은철 교수 (카이스트대학교 경영공학부)
가. 일시 : 4월 3일(목) 12시~13시
나. 장소 : 미래관 906호 세미나실
다. 연사 : 신은철 교수 (카이스트대학교 경영공학부)
라. 제목 : Robust Intervention in Networks
마. ABSTRACT : In economic settings such as learning, social behavior, and financial contagion, agents interact through interdependent networks. This paper examines how a decision maker (DM) can design an optimal intervention strategy under network uncertainty, modeled as a zero-sum game against an adversarial “Nature” that reconfigures the network within an uncertainty set. Using duality, we characterize the DM’s unique robust intervention and identify the worst-case network structure, which exhibits a rank-1 property, concentrating risk along the intervention strategy. We analyze the costs of robustness, distinguishing between global and local uncertainty, and examine the role of higher-order uncertainties in shaping intervention outcomes. Our findings highlight key trade-offs between maximizing influence and mitigating uncertainty, offering insights into robust decision-making. This framework has applications in policy design, economic regulation, and strategic interventions in dynamic networks, ensuring their resilience against uncertainty in network structures.