Kalender Department Mathematik

Tue, 30.05.2017, 16:30
Polymatroid Optimization and Equilibrium Computation
Kolloquium

Referent: Prof. Dr. Tobias Harks, Uni Augsburg
Veranstalter: Alexander Martin
Raum: Hörsaal H13

Joint work with Max Klimm and Britta Peis.

The talk will discuss the sensitivity of optimal solutions of convex separable optimization problems over an integral polymatroid base polytope with respect to parameters determining both the cost of each element and the polytope. Under convexity and a regularity assumption  on the functional dependency of the cost function with respect to the parameters, it is shown show that reoptimization after a change in parameters can be done by elementary local operations. I will show that these sensitivity results can be applied to a new class of non-cooperative games played on integral polymatroid base polytopes in order to compute pure Nash equilibria.