Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

 Siegel der Universität Augsburg

 

Oberseminar Optimierung

 

Dr. Peter Kirst
Wageningen University, Niederlande
 
spricht am
 
Mittwoch, 12. Juli 2023
 
um
 
13:00 Uhr
 
im
 
Raum 2004 (L1)
 
über das Thema:
 

»A branch-and-bound algorithm for non-convex Nash equilibrium problems«

Abstract:
We consider continuous box-constrained non-convex Nash equilibrium problems and propose a spatial branch-and-bound method for the approximate computation of the set of all epsilon-Nash equilibria. The algorithm is proven to terminate after a finite number of iterations with a prescribed approximation tolerance. Computational experience on some illustrative examples is presented as well. The results are recently published as a preprint that can be found at https://optimization-online.org/wp-content/uploads/2022/12/Kir22SS.pdf.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Mirjam Dür


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