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DTSTAMP:20240423T160036
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SUMMARY:Talk of Prof. Mathias Staudigl
DESCRIPTION:Prof. Mathias Staudigl\nDepartment of Mathematics\nUniversity of Mannheim\nMannheim, Germany \n\n \nTuesday 2024-04-30 4 p.m.\nIST Seminar Room 2.255 - Pfaffenwaldring 9 - Campus Stuttgart-Vaihingen \nAbstract\nThe development of distributed control and optimisation strategies in large complex systems is a\nvery active field in control theory and mathematical programming. In particular, computational\napproaches for of generalised Nash equilibrium problems (GNEPs) have become a fundamental topic in\ncontrol theory, as it provides a solid mathematical framework for modelling and analysing\nmulti-agent optimisation and control problems. A mathematically attractive approach has been the\nconnection between structured variational inequalities and certain classes of equilibrium points in\nGNEPS. In this talk we will present new computational strategies for Nash equilibrium problems in\ndifferent environments. In the first part of the talk, we will introduce new computational tools\nfor solving Nash equilibrium problems in the deterministic regime. In this part we provide a new\nperspective on equilibrium computation, using mixed-integer programming tools, and dynamical system\ntechniques. Once uncertainty afflicts the equilibrium problem, we present a new algorithmic\nframework to solve hierarchical equilibrium problems under stochastic uncertainty. In particular,\nwe describe a new variance-reduced modified extragradient framework for learning hierarchical\nequilibria in a stochastic setting. Theoretical statements are illustrated with numerical\nexperiments. \nBiographical Information\nProf. Staudigl obtained his master's and doctoral degrees from the University of Vienna (with\nhonours). He completed his doctoral degree in Operations Research and Mathematical Economics in\n2010 under the supervision of Immanuel Bomze. Prof. Staudigl was a Max-Weber Fellow at the European\nUniversity Institute, Florence, Italy. From 2011 to 2015 he worked as Akademischer Rat at the\nInstitute of Mathematical Economics, University Bielefeld. From 2015 to 2018 he was an Assistant\nProfessor (Tenure-Track) in Mathematical Game theory at the University Maastricht. From 2018 to\n2023 he worked as an Associate Professor at the University of Maastricht. Since July 2023 he has\nbeen working as a professor in mathematical optimization at the University of Mannheim.
DTSTART;VALUE=DATE:20240430
URL;VALUE=URI:https://www.ist.uni-stuttgart.de/events/Talk-of-Prof.-Mathias-Staudigl/
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