Linear Generalized Nash Equilibrium Problems

In der vorliegenden Arbeit werden verallgemeinerte Nash Spiele (LGNEPs) unter Linearitätsannahmen eingeführt und untersucht. Durch Ausnutzung der speziellen Struktur lassen sich theoretische und algorithmische Resultate erzielen, die weit über die Ergebnisse für allgemeine LGNEPs hinausgehen

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Equilibrium Constrained Optimization Problems

We consider equilibrium constrained optimization problems, which have a general formulationthat encompasses well-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi-infinite programming problems. Based on the celebrated K K M lemma, we prove the existence of feasible points for the equilibrium constraints. Moreover, we analyze the topological and analytical structure of the feasible set. Alternative formulations of an equilibrium constrained optimization problem (ECOP) that are suitable for numerical purposes are also given. As an important _rst step for developing ef_cient algorithms, we provide a genericity analysis for the feasible set of a particular ECOP, for which all the functions are assumed to be linear

Risk, Security and Robust Solutions

The aim of this paper is to develop a decision-theoretic approach to security management of uncertain multi-agent systems. Security is defined as the ability to deal with intentional and unintentional threats generated by agents. The main concern of the paper is the protection of public goods from these threats allowing explicit treatment of inherent uncertainties and robust security management solutions. The paper shows that robust solutions can be properly designed by new stochastic optimization tools applicable for multicriteria problems with uncertain probability distributions and multivariate extreme events

Operational Decision Making under Uncertainty: Inferential, Sequential, and Adversarial Approaches

Modern security threats are characterized by a stochastic, dynamic, partially observable, and ambiguous operational environment. This dissertation addresses such complex security threats using operations research techniques for decision making under uncertainty in operations planning, analysis, and assessment. First, this research develops a new method for robust queue inference with partially observable, stochastic arrival and departure times, motivated by cybersecurity and terrorism applications. In the dynamic setting, this work develops a new variant of Markov decision processes and an algorithm for robust information collection in dynamic, partially observable and ambiguous environments, with an application to a cybersecurity detection problem. In the adversarial setting, this work presents a new application of counterfactual regret minimization and robust optimization to a multi-domain cyber and air defense problem in a partially observable environment

Mathematics in the Supply Chain

[no abstract available

Essays in Game Theory and Natural Resource Management.

This thesis presents a collection of essays in game theory with applications to environmental resource problems and their management. A major focus of these essays is related to coalitional games in which several classes of games, their properties and solution concepts are studied. Game theory is applied to international fisheries management in the context of the 1995 United Nations Agreement on the Implementation of the UN Convention on the Law of the Sea.

CVAR-BASED FORMULATION AND APPROXIMATION METHOD FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

Abstract. In this paper, we consider CVaR-based formulation and approximation method proposed by Chen and Li