DMMP Seminar

Boglárka Mosoni — From Convex Analysis to Game Theory

Time: Wednesday, June 16, 2010, 12:45-13:30
Location: Room 101, Citadel

I would like to present the scalar and the vector optimization problems (which is part of my primary research interest), after this I will turn to the dual optimization problem, the Fenchel dual problem in particular, since the Fenchel-Moreau conjugate used for this dual problem helps us connect convex analysis with cooperative game theory. I would like to show how we can get a game from a convex function and vice versa.