Canceled Rescheduling To Fall 2025 On the computation of Stackelberg and Nash equilibria and their variants

Abstract: We being the talk with by discussing the computation of a Stackelberg equilibrium in constrained and uncertain regimes under suitable convexity requirements. We present a smoothing-enabled framework with complexity and rate guarantees for computing an approximate equilibrium. We then show how this framework paves the way for a framework for computing an equilibrium of a stochastic multi-leader multi-follower game, a challenging class of hierarchical nonconvex games. In the second part of the talk, we consider the computation of a suitably defined quasi-Nash equilibrium when player minimize possibly nonconvex but smooth objectives. In this setting, we discuss our recent efforts using both synchronous/asynchronous stochastic gradient-response schemes and provide asymptotic, rate, and complexity guarantees under prescribed requirements.

Bio: Uday V. Shanbhag has been a Professor in the department of Industrial and Operations Engineering at the University of Michigan at Ann Arbor since Fall, 2024. From November 2016 to June 2024, he held the Gary and Sheila Chaired Professorship in the department of Industrial and Manufacturing Engineering (IME) at the Pennsylvania State University. Prior to being at Penn. State, from 2006–2012, he was first an assistant professor, and subsequently a tenured associate professor at the University of Illinois at Urbana-Champaign (UIUC). Uday V. Shanbhag has a Ph.D. from Stanford University’s department of Management Science and Engineering (2006). He currently serves as an Associate Editor (AE) for the SIAM Journal of Optimization and Computational Optimization and Applications, having served as a past AE for the IEEE Transactions on Automatic Control.

*** This Event will take place in a hybrid format. The location for in-person attendance will be room 1311 EECS. Attendance will also be available via Zoom.

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Meeting ID: 967 3187 5637

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Zoom Passcode information is also available upon request to Kristi Rieger([email protected])