Discrete Mathematics and Optimization Seminar
JONG-SHI PANG |
Rensselaer Polytechnic Institute
Monday October 25th at 4.30pm
Burnside 1205
Title. Recent Advances in the Computation of Nash Equilibria.
Abstract.
In this talk, we give a survey on the variational approach to the
computation of Nash equilibria. Various equivalent optimization
formulations, their analytic properties, and numerical methods for their
solution are presented. Selected recent applications are discussed,
including models in electric power markets and data communication
networks. Extensions of the basic Nash model and their extended
variational formulations are described; these include the generalized
Nash game (problem with joint constraints), the Stackelberg game (a
leader-follower problem), and an open-loop dynamic game (a
continuous-time problem).