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Better Reply Dynamics and Exploration for Robust Strategy Updates in Games

Event Date: June 29, 2015
Speaker: Richard J. La
Speaker Affiliation: Associate Professor ~ University of Maryland
Dept. of Electrical and Computer Engineering
Time: 10:30am
Location: EE 317
Contact Name: Professor Shreyas Sundaram
Contact Phone: 765-49-60406
Contact Email: sundara2@purdue.edu to meet with speaker

Abstract

Recently, there has been a growing interest in applying a game theoretic framework to engineering systems.  However, most of the literature on learning in games does not take into account several important aspects of engineering systems.  In this talk, we take a first step towards handling two key issues in many engineering systems – delays and perturbations.  In the first part of this talk, we study a simple, yet intuitive better reply rule with provable almost sure convergence of strategy profile to pure-strategy Nash equilibria (PSNEs) even with delayed payoff information in a class of games called generalized weakly acyclic games (GWAGs) under mild technical conditions. Conversely, we also demonstrate that GWAGs are the only games for which the proposed rule guarantees almost sure convergence of strategy profile, i.e., for a non-GWAG, there is an initial condition, starting with which the studied rule is guaranteed not to lead to a PSNE.  In the second part, we investigate the problem of selecting resilient PSNEs when imperfect players occasionally make erroneous decisions.  We propose a second rule that allows us to select either (i) the most resilient PSNE(s) or (ii) only PSNEs with a certain level of resilience as stochastically stable equilibria under a so-called interdependence assumption on games.

This is joint work with Siddharth Pal.

Biography

Richard J. La received his B.S.E.E. from the University of Maryland, College Park in 1994 and M.S. and Ph.D. degrees in Electrical Engineering from the University of California, Berkeley in 1997 and 2000, respectively. From 2000 to 2001 he was with the Mathematics of Communication Networks group at Motorola Inc,. Since 2001 he has been on the faculty of the Department of Electrical and Computer Engineering at the University of Maryland, where he is currently an Associate Professor.