Title: Existence of Nash equilibrium for Chance-Constrained Games
Speaker: Vikas Vikram Singh, Universite Paris Sud
Time: Monday November 23 at 11:30 am
Venue: IC 1
Abstract: We consider an n-player strategic game with finite action sets and random payoffs. We formulate this as a chance-constrained game by considering that the payoff of each player is defined using a chance-constraint. We consider that the components of the payoff vector of each player are independent normal/Cauchy random variables. We also consider the case where the payoff vector of each player follows a multivariate elliptically symmetric distribution. We show the existence of a Nash equilibrium in both cases.
Bio: Vikas Vikram Singh completed his Ph.D. in 2013 from the department of Industrial Engineering and Operations Research at IIT Bombay. He works on different aspects of game theory that include stochastic games, network games and chance-constrained games. He is currently a Post-Doc in the Laboratoire de Recherche en Informatique at Universite Paris Sud, France. Before this he was a Post-Doc at INRIA, Sohia Antipolis, France for one year.