“Learning equilibria in multi-agent systems”
Thursday March 9, 2023 | Time 10:30am CET
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.
Maryam Kamgarpour holds a Doctor of Philosophy in Engineering from the University of California, Berkeley and a Bachelor of Applied Science from University of Waterloo, Canada. Her research is on safe decision-making and control under uncertainty, game theory and mechanism design, mixed integer and stochastic optimization and control. Her theoretical research is motivated by control challenges arising in intelligent transportation networks, robotics, power grid systems, financial markets and healthcare. She is the recipient of NASA High Potential Individual Award, NASA Excellence in Publication Award, the European Union (ERC) Starting Grant and NSERC Discovery Accelerator Grant.