Optimization of Complex Systems

Description

This course in Optimization of Complex Systems (cod. 10612380) is elective in the Masters Degree Programme in Management Engineering (cod. 29936).

Lectures start on february 28 2024, end on may 30 2024, and take place in classrooms A4 (wednesday) and A5 (thursday) in the Department of Computer, Control, and Management Engineering, via Ariosto 25, Rome.

The purpose of this course is to study mathematical models useful in taking decisions when more than a decision maker is present. In particular multi-objective, Nash equilibrium and bilevel models will be analyzed. Emphasis will be given to computational aspects. At the end of the course students will be able to deal with multi-agent problems and to use suitable solution algorithms. They will also learn how to use game theoretic models in realistic cases.

Suggested prerequisites: Operations Research (basic course), fundamentals of Mathematics