Defense Stefanny Ramírez Juárez: "Dynamic Cooperative and Non-cooperative Games under Stochastic Uncertainty"

Promotors: Prof. Dario Bauso and Dr Ashish Cherukuri

Abstract: In this thesis, we have studied different models of cooperative and non-cooperative games in a dynamic framework. In cooperative games, we have studied the benefit of coalition formation in different problems, such as coordinated maintenance, coordinated replenishment, wind power production, and linear production games. Through these chapters, we have designed allocation rules to distribute the total income of the coalitions among its members in a fair and stable way, thereby encouraging cooperation between the players. In the chapters related to non-cooperative games, we have investigated dynamic games with various characteristics, including stochasticity, discreteness, and with both complete and incomplete information. The primary focus of these chapters is to determine whether or not an equilibrium exists, namely, if there exist strategies in which all the players are making their best decisions and do not benefit from changing the strategy. In this thesis, we have tackled the problems we set out to solve by using different disciplines. We have applied not only concepts from game theory but also from control theory, optimization, probability, and data learning, among others. By combining these disciplines, we enable decision-makers in the games to learn from their environment and make smarter decisions.

Dissertation