Convex Optimization and Game Theory
PhD course @ Dutch Institute for Systems and Control (DISC)
Lecturers: Sergio Grammatico (TU Delft), Peyman Mohajerin Esfahani (TU Delft)
When: May-June 2021
Where: Online / "Cursus en Vergadercentrum Domstad", Koningsbergerstraat 9, 3531 AJ Utrecht, The Netherlands.
Course information: DISC course platform
Lecture slides:
Convex Analysis
Operator Theory
Convex Optimization
Monotone Game Theory
Reference material:
Bauschke, Combettes, "Convex analysis and monotone operator theory in Hilbert spaces", Springer, 2nd ed.
Berinde, "Iterative approximation of fixed points", Springer, 2nd ed.
Rockafellar, Wets, "Variational analysis", 3rd print.
Combettes, Pesquet, "Fixed-point strategies in data science", IEEE Trans. Signal Processing, 2021.
Ryu, Boyd, "A primer on monotone operator theory", Appl. Comp. Math., 2016.