SOGGA: Stochastic optimization, generalized games and applications

Programa AmSud
SOGGA

Math AmSud

Starting year: 2024

Ending year: 2025

Leading institutions:

Project Summary

Chile, Peru and France, as well as many countries in South America and Europe, share a very similar systems to deal with their electricity markets. In parallel, all three countries (together with the rest of the world) are being affected by climate change in many aspects, such as scarcity of water, intense droughts, pollution and the greenhouse effect, the necessity of new energy sources, just to name a few.

To face these challenges, we need new technology coming from many fields of science. One of such fields is mathematics and in particular, stochastic optimization and game theory. These theoretical fields allow us to model economic interactions, management solutions, optimal design and operations, among many other relevant aspects of Natural Resources and Energy Management. In the present project, we propose to develop new theoretical and numerical advances in four research lines, concerning Stochastic Optimization and Game Theory. Namely, we will work on: 1) Continuity-like properties in Equilibrium problems; 2) Regularity in Generalized Equilibrium problems; 3) Bilevel games with decision-dependent uncertainty; and 4) Algorithms and mechanism design in learning games. The four research lines are strongly motivated by the aforementioned applications.

Team

 

In France: 

  • Didier Aussel, researcher, SOGGA coordinator, Université de Perpignan

  • Luce Brotcorne, researcher, SOGGA coordinator, INOCS project-team, Inria Centre at the University of Lille, Inria

  • Le Cadre, Hélène, researcher, INOCS project-team, Inria Centre at the University of Lille, Inria

In Chile: 

  • David Salas, researcher, SOGGA coordinator, Centro de Modelamiento Matemático (CMM) y Universidad de O'Higgins

  • Anton Svensson, researcher, SOGGA coordinator, Universidad de O'Higgins

  • Francisco Venegas Martínez, postdoctoral researcher, Universidad de O'Higgins

In Peru: 

  • John Cotrina, researcher, SOGGA coordinator, Universidad del Pacífico