Talk of Prof. Maryam Kamgarpour

November 19, 2019

--- Title: Learning Nash Equilibria in Multi-Agent Games

Time: November 19, 2019
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Prof. Maryam Kamgarpour
Automatic Control Laboratory
Swiss Federal Institute of Technology
Zurich, Switzerland

 

Tuesday 2019-11-19 16:00
IST-Seminar-Room V9.2.255 - Pfaffenwaldring 9 - Campus Stuttgart-Vaihingen

 

Abstract

A rising challenge in control of large-scale control systems such as the electricity and the transportation networks is to address autonomous decision making of interacting agents, i.e. the subsystems, with local objectives while ensuring global system safety and performance. In this setting, a Nash equilibrium is a stable solution outcome in the sense that no agent finds it profitable to unilaterally deviate from her decision. Due to geographic distance, privacy concerns or simply the scale of these systems, each agent can only base her decision on local measurements. Hence, a fundamental question is: do agents learn to play a Nash equilibrium strategy based only on local information? I will discuss conditions under which we have an affirmative answer to this question and will present algorithms that achieve this learning task.

Biographical Information

Maryam Kamgarpour is an assistant professor at ETH Zurich, Automatic Control Laboratory. She holds a Doctor of Philosophy in Engineering from the University of California, Berkeley and a Bachelor of Applied Science from the University of Waterloo, Canada. Her research is on multi-agent decision-making and control, game theory, mixed integer and stochastic optimization and control. Her theoretical research is driven by control challenges arising in intelligent transportation networks, robotics and power grid systems. She is the recipient of the NASA High Potential Individual Award, NASA Excellence in Publication Award, and the European Union (ERC) Starting Grant.

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