Seminar "Uncertainty and Games" - Barbara Franci, Maastricht University

Wednesday, March 5, 2025 at 14:30 in Aula Buzano DISMA
Barbara Franci, Maastricht University
Uncertainty and Games
Abstract: 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 we formally model this uncertainty? And how do we deal with its presence? What if the agents themselves are the ones introducing noise and bias? In this seminar I will try to answer these questions using game theory. In particular I will focus on stochastic generalized Nash equilibrium problems and the possible ways to deal with them. Moreover, I will talk about how the behaviour of the agents can create uncertainty and how we can address this case as well.
Bio: Barbara Franci is an Assistant Professor with the Department of Advanced Computing Sciences at Maastricht University, The Netherlands. She received her Bachelor’s and Master’s degrees in Pure Mathematics from Università di Siena, Siena, Italy, respectively in 2012 and 2014. Then, she received her PhD from Politecnico di Torino and Universitá di Torino (joint program), Turin, Italy, in 2018. In September-December 2016 she visited the Department of Mechanical Engineering, University of California, Santa Barbara, USA. After the PhD, she was a PostDoc researcher at the Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands, until 2021. She was recently among the winners of the “Rita Levi Montalcini” program to continue her research at Politecnico di Torino. Her research interests are on game theory and its applications.