Chinese University of Hong Kong, Norwegian University of Science and Technology, Trondheim, Norway.
Abstract
Stochastic Game Theory with applications to Energy Management and Network Design Problems.
Context
Game Theory studies situations of competition and cooperation between several involved parties. Applications of Game Theory range from strategic questions in warfare to understanding economic competition, from economic or social problems to behaviour of animals in competitive situations, from parlor games to voting systems…
The Stochastic Game Theory goes back to the pioneering work of Shapley in the earlier fifties of the last century. These games are dynamic, stochastic models of noncooperative games. They include as a special case of the static noncooperative games, the repeated games with complete information, and also the Markovian Decision Processes. Stochastic Game Theory constitutes now a significant topic within the discipline of Game Theory, as demonstrated by the high level of research activity in this area. One of the major trends in stochastic game theory for the last decades is algorithms for solving Stochastic Games.
Objectives
The research topic is at the crossroads between economy, mathematics, optimization, probability theory and recently theoretical computer science.
The project aims at studying and developing new and fast methods and efficient algorithms for finding exact or approximated solutions to Stochastic Games. Recent combinatorial and stochastic methods and algorithms will be studied, and used to achieve these objectives. Several models in stochastic programming will be considered to solve such problems using efficient formulations based on chance constraints and also stochastic models with recourse. Semidefinite programming will be also used as an efficient tool for solving hard combinatorial problems. The project will focus on, but not limited to, finite two-persons Zero-Sum Games, finite/state finite/action stochastic games with complete information, stationary strategies problems…
Work program
Working on that and related topics may be part of the PhD research project, as well as algorithmic, complexity analysis and computational studies to practical applications amongst all energy management, and telecommunication network design problems.
Extra information
Prerequisite
The candidate should have a strong background in mathematics in general and more specifically in probability theory, statistics and optimization. Skills in computer science and game theory are appreciated.
Détails
Expected funding
Institutional funding
Status of funding
Expected
Candidates
Utilisateur
abdel.lisser
Créé
Jeudi 10 mai 2012 10:12:49 CEST
dernière modif.
Mercredi 19 juin 2013 10:21:07 CEST
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Connexion
Ecole Doctorale Informatique Paris-Sud
Directrice
Nicole Bidoit Assistante
Stéphanie Druetta Conseiller aux thèses
Dominique Gouyou-Beauchamps
ED 427 - Université Paris-Sud
UFR Sciences Orsay
Bat 650 - aile nord - 417
Tel : 01 69 15 63 19
Fax : 01 69 15 63 87
courriel: ed-info à lri.fr