Discrete Mathematics and Optimization Seminar

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).