Vorträge im WiSe 2025/26
Die Lehrveranstaltung zum Oberseminar mit Terminen und Räumensowie finden Sie unter cmlife (WiSe 2025/26).
10. Dezember 2025 um 12:15 Uhr:
Ort: S 102, FAN, Gebäudeteil „FAN-B“
Doc. Ing. Jiří Outrata, Dr Sc.
Institut für Informationstheorie und Automatisierung (UTIA),
Tschechische Akademie der Wissenschaften (ASCR), Prag,Tschechische Republik
„On the numerical solution of a class of EPECs via the Gauss-Seidel method for computation of Nash equilibria“
- AbstractEinklappen
-
The talk is focused on a class of multi-leader multi-follower games for which we use the acronym EPEC. One of the prominent applications of this modeling framework is the deregulated electricity market, where one has to do with only one Follower. Recently, in [2], a variant of the implicit programming approach (ImP) to a class of MPECs has been suggested, based on the usage of a bundle method along with a special semismooth derivative. It seems that this variant might be used in the framework of the Gauss-Seidel method from [1] which, under suitable assumptions, would then converge to a stationary point of the considered EPEC. In this way we intend to enrich the current, rather modest arsenal of numerical techniques, capable to solve some types of EPECs. The approach will be illustrated by academic examples constructed via a modification of Nash-Cournot equilibria, where one firm takes over the role of the follower, selecting its strategy in dependence on the strategies, applied by its concurrents.
This is a joint work with H.Gfrerer, T. Roubal, and J. Valdman.
- [1] Ch. Kanzow, A.Schwartz: Spieltheorie, Birkhäuser, 2018.
- [2] H. Gfrerer, M. Kočvara, J.V. Outrata: On the role of semismoothness in the implicit programming approach to selected nonsmooth optimization problems, arXiv:2412.05953