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12 June 2024 - "Optimal game equilibrium seeking" by Dr. Sergio Grammatico

12 June 2024, 11:15 Athens time, 2041



Dr. Sergio Grammatico
Associate Professor at the Delft Center for Systems and Control, TU Delft



12 June 2024, 11:15 Athens time, Science Building 2041



Optimal game equilibrium seeking



A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE seeking algorithms have in fact convergence guarantees toward an arbitrary, possibly inefficient, equilibrium. In this talk, we discuss this open problem by leveraging results from fixed-point selection theory and in turn show distributed algorithms for the computation of an optimal GNE in monotone games. We also discuss a time-varying setting and propose an algorithm that tracks the sequence of optimal equilibria up to an asymptotic error, whose bound depends on the local computational capabilities of the agents.

About the Speaker

Sergio Grammatico is an Associate Professor at the Delft Center for Systems and Control, TU Delft, The Netherlands. He received the Bachelor’s degree in Computer Engineering, the Master’s degree in Automatic Control, and the Ph.D. degree in Automatic Control, all from the University of Pisa, Italy, in 2008, 2009, and 2013 respectively. He also received a Master’s degree in Engineering Science from the Sant’Anna School of Advanced Studies, Pisa, in 2011. In 2013–2015, he was a postdoc researcher in the Automatic Control Laboratory, ETH Zurich, Switzerland. In 2015–2018, he was an Assistant Professor in the Department of Electrical Engineering, Control Systems, TU Eindhoven. He was a recipient of the Best Paper Award at the 2016 ISDG Int. Conf. on Network Games, Control and Optimization, of the 2021 Roberto Tempo Best CDC Paper Award, and co-author for the 2022 IEEE CSS Italy Young Author Best Journal Paper Award. He is currently an Associate Editor of the IEEE Trans. on Automatic Control and of IFAC Automatica. His research interests include dynamic game theory, multi-agent systems and extremum seeking control.

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