Felix-Klein-Kolloquium: Branch-and-bound meets non-convex Nash equilibrium problems

We introduce the basic ideas of Nash equilibrium problems and explain why branch-and-bound methods from global optimization do not seem to be an adequate solution approach. However, taking a proper perspective, for continuous box-constrained non-convex Nash equilibrium problems we are able to present the first spatial branch-and-bound method for the computation of the set of all epsilon-Nash equilibria with an approximation guarantee. Thereby, the existence of epsilon-Nash equilibria is not assumed, but the algorithm is also able to detect their absence. We formulate convergence results for the proposed algorithm, and report our computational experience.

Referent: Prof. Dr. Oliver Stein, Karlsruher Institut für Technologie (KIT)

Zeit: 17:15 - 18:30 Uhr

Ort: Gebäude 48, Raum 210

Die Vorträge des Felix-Klein-Kolloquiums finden jeweils um 17.15 Uhr im Raum 210 des Mathematik-Gebäudes 48 statt. Zuvor gibt es ab 16.45 Uhr die Gelegenheit, die Sprecherin oder den Sprecher beim Kolloquiumstee in Raum 580 zu treffen.