Many real-life problems can be described by a collection of interacting agents making decisions in an uncertain environment, formally, by an uncertain multi-agent system. As an example, consider the energy grid, where companies and prosumers (who produce and consume energy at the same time) try to handle the uncertainty coming from renewable sources and demand imbalances. How can the agents take into account this unpredictability to optimize their decision-making process? What happens if very few information on the uncertainty is available? How can optimization and game theory help?
If you want to answer these questions, join us!
Job description
In the context of the NWO project ‘Game theoretic approach for uncertain multi-agent systems’, you will model these problems using stochastic (generalized) Nash equilibrium problems with particular focus on the characterization of distributionally robust games. One of the main objectives of the project is then to find distributed optimization algorithms which are guaranteed to converge to an equilibrium despite this lack of knowledge on the uncertainty. To achieve this goal, you will use tools from monotone operator theory, stochastic (non-convex) optimization and stochastic programming.
We are looking for a motivated PostDoc with a background in Game Theory and Optimization. The successful candidate will conduct theoretical and algorithmic research on uncertain multi-agent systems and will be responsible for developing state-of-the-art algorithms that are guaranteed to converge to the Nash equilibrium. Your research task will be to propose and validate such algorithms and find suitable application domains for these models. Your work will be mostly on the theoretical analysis, but it will potentially have a societal impact as well, via its possible applications.
Curious?
Are you interested in this exciting position but still have questions?
You can find more info here!
Feel free to contact Barbara Franci (Assistant Professor) at b.franci@maastrichtuniversity.nl for any question.
Applying?
Or are you already convinced and ready to become our new Post Doctoral researcher? Apply now, no later than August 18th 2024, for this position.
You can do it here!
