Associate Professor Richard La
Department of Electrical and Computer Engineering
and Institute for Systems Research
There has been an increasing interest in applying a game theoretic framework to engineering problems, including communication networks, distributed control systems and transportation systems. In the first part of the talk, I will provide a short review of basic concepts in game theory, followed by several examples of engineering problems studied using the tools from game theory. In the second part of the talk, I will present our recent results on learning in games. The first rule, called Generalized Better Reply Path Algorithm (GBRPA), guarantees almost sure convergence to a pure-strategy Nash equilibrium in a class of games we call generalized weakly acyclic games, even in the presence of feedback delays to the agents. Under the second rule, called Simple Experimentation with Monitoring (SEM), the only stochastically stable states are pure-strategy Nash equilibria with certain desired resilience properties under mild technical conditions.