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      Department of Systems Engineering and Engineering Management

                             The Chinese University of Hong Kong

 

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Time: Feb 19th (Friday) , 4:30-5:30pm in ERB 908

 

Title: Existence of Nash equilibrium for Chance Constrained Games

 

 

Abstract: We consider an $n$-player strategic game with finite action set and random payoffs for each player.

The payoff vector of each player follow a multivariate elliptically symmetric distribution.

We assume that each player uses satisficing payoff criterion defined by a chance-constraint, i.e.,

players face a chance-constrained game. We show that there always exists a mixed strategy Nash equilibrium  for this game.

 

We also consider the case where the payoff vector of each player is a random vector whose distribution is not completely known. We assume that the distribution of the random payoff vector of each player belongs to a distributional uncertainty set.  Using distributionally robust approach, we define a chance-constrained game with respect to the worst-case chance-constraint. We call such a game  as distributionally robust chance-constrained game. We show that there always exists a mixed strategy Nash equilibrium for the corresponding distributionally robust chance-constrained game.

 

Pr. Abdel Lisser

Université Paris Sud

 

Bio: Abdel Lisser graduated in Applied Mathematics and Econometrics at the University of Paris 1 jointly with University of Paris 7 in 1984. He got his PhD degree in 1987 at the University of Paris Dauphine (Paris  9) on Interior Point Methods (IPM). After a Postdoc at the research center of France Telecom on IPM for solving multicommodity flow Problems, he joined France Telecom Research Center as Research Engineer in 1990. He had been working on network design problems, survivability optimization problems, and semidefinite programming problems applied to clustering problems. He headed a research group from 1996 up to 2000 on Transmission and Infrastructure Network Optimization Problems. He got his Habilitation Thesis at the University of Paris 13 in 2000 on Multicommodity Flow Problems. He joined the University of Paris 11 as a full Professor in 2001 at the Faculty of Sciences, Department of Computer Science (LRI). From 2006 to 2013, he was heading the Graph Theory and Combinatorial Optimization group composed of 20 members (professors, researchers, PhD students). His main research topic is Combinatorial and stochastic optimization problems with applications to network design problems and recently to energy management problems.

AL has published many papers in different international journals and conferences. He has several international collaborations including a fruitful one with Professors Janny Leung and CH from CUHK.

 

 

This talk is hosted by Prof. Janny Leung.