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Uncertainty and Games

9 luglio 2024
11:00 am
San Francesco Complex - classroom 1

Many real-life problems can be described by a collection of interacting agents making decisions in an uncertain environment, formally, by an uncertain multi-agent system. As an example, consider the energy grid, where companies and prosumers (who produce and consume energy at the same time) try to handle the uncertainty coming from renewable sources and demand imbalances.

How can we formally model this uncertainty? And how do we deal with its presence? What if the agents themselves are the ones introducing noise and bias? In this seminar I will try to answer these questions using game theory. In particular I will focus on stochastic generalized Nash equilibrium problems and the possible ways to deal with them. Moreover, I will talk about how the behaviour of the agents can create uncertainty and how we can address this case as well.


Join at: imt.lu/aula1

Barbara Franci, Maastricht University