Mathematics Colloquium: Hierarchical Games under Uncertainty

Speaker:   Uday V. Shanbhag, Penn State 

Title:   Hierarchical Games under Uncertainty

Abstract:   This will cover algorithms for a range of hierarchical games. The first part of the talk will focus on single-stage and two-stage Stackelberg equilibrium problems where the emphasis will be on presenting rate and complexity guarantees for an inexact variance-reduced smoothed scheme. In the second part of the talk, we will consider a subclass of multi-leader multi-follower games. In the context of such games, we will provide convergent algorithms under suitably defined potentiality or monotonicity requirements.

Time:  Thursday, April 13, 12:30pm - 1:30pm

Zoom

(Joint with the East Coast Optimization Meeting)