Computer Science and Game Theory: Solving Problems in a Selfish World

Speaker:	Dr. Samuel IEONG
		Stanford University

Title:		"Computer Science and Game Theory:
		 Solving Problems in a Selfish World"

Date:		Thursday, 5 June 2008

Time:		11:00am - 12 noon

Venue:		Lecture Theatre H
		(Chen Kuan Cheng Forum, near lift nos. 27/28)
		HKUST

Abstract:

Many real-world problems take place in environments where there are
multiple decision makers, each of which is self-interested and only caring
about his own welfare.  Computer Science and Game Theory play
complementary and essential roles in understanding and tackling these
problems.  On the one hand, Computer Science provides the tools for
performing optimization and efficiently solving these problems under time
and space constraints.  On the other hand, Game Theory provides the means
to reason about incentives and analyze how selfish agents will behave
under different situations.

To highlight the synergy between these two fields, I will present my
recent work with Anthony So (CUHK) and Mukund Sundararajan (Stanford) on
designing mechanisms for stochastic optimization problems. Mechanism
design is the study of protocols for selfish agents.  It focuses on the
question of how to elicit information from such agents to perform
optimization.  In the past, most work in mechanism design has focused on
static one-shot settings.  We extend the methodologies to a dynamic
setting motivated by the two-stage stochastic optimization with recourse
framework.  Our results address both the economic and the algorithmic
issues arising from this novel setting.


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Biography:

Samuel IEONG has recently received his PhD from the Department of Computer
Science at Stanford University, under the supervision of Professor Yoav
Shoham.  His research interests include algorithms, game theory, machine
learning, and finance, and he works on interdisciplinary problems that
arise from the interactions of these fields.  He received his BS and MS
degrees in Computer Science and Economics from Yale University.  He was a
recipient of the Russell Henry Chittenden Prize from Yale University,
awarded to the graduate who ranks highest in scholarship in the natural
sciences, as well as a receipt of the Stanford Graduate Fellowship.