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<span style="font-size:15.0pt;line-height:115%;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN"> </span><span style="font-size:14.5pt;line-height:115%;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">Prof.
Jeff Shamma<o:p></o:p></span></p>
<p class="MsoNormal" align="right" style="margin-top:5.0pt;text-align:right"><span style="font-size:16.0pt;font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN">Department Head and Jerry S. Dobrovolny Chair</span><b><span style="font-size:16.0pt;font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN"><o:p></o:p></span></b></p>
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<span style="font-size:16.0pt;font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN">Industrial and Enterprise Systems Engineering</span><span style="font-size:15.0pt;font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN">
<o:p></o:p></span></p>
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<span style="font-size:15.0pt;font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN">University of Illinois Urbana-Champaign
</span><b><span style="font-size:15.0pt;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">Date</span></b><span style="font-size:15.0pt;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">:
Thursday, October 31, 2024</span><span style="font-size:16.0pt;font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN"><o:p></o:p></span></p>
<p class="MsoNormal" align="right" style="margin-top:5.0pt;text-align:right"><b><span style="font-size:15.0pt;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">Time</span></b><span style="font-size:15.0pt;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">:
1 - 1:50 pm<o:p></o:p></span></p>
<p class="MsoNormal" align="right" style="margin-top:5.0pt;text-align:right"><b><span style="font-size:15.0pt;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">Location:</span></b><span style="font-size:15.0pt;font-family:"Times New Roman",serif;color:black;background:white;mso-ligatures:none;mso-fareast-language:ZH-CN">
AERB 100<o:p></o:p></span></p>
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970 7656 5407<o:p></o:p></span></p>
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477211<o:p></o:p></span></p>
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<b><span style="font-size:16.0pt;line-height:115%;color:#174E86;mso-ligatures:none;mso-fareast-language:ZH-CN"> </span></b><b><span style="font-size:16.0pt;line-height:115%;mso-ligatures:none;mso-fareast-language:ZH-CN">Multi-agent higher-order
learning vs Nash equilibrium <o:p></o:p></span></b></p>
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<b><span style="font-size:14.0pt;line-height:115%;font-family:"Times New Roman",serif;color:black;mso-ligatures:none;mso-fareast-language:ZH-CN">Abstract</span></b><span style="font-size:14.0pt;line-height:115%;font-family:"Times New Roman",serif;color:black;mso-ligatures:none;mso-fareast-language:ZH-CN">:
</span><span style="font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN">The framework of multi-agent learning explores the dynamics of how individual agent strategies evolve in response to the evolving strategies of other agents.
Of particular interest is whether agent strategies converge to solutions such as Nash Equilibrium (NE). Most “fixed order” learning dynamics restrict an agent’s underlying state to be its own strategy. In “higher order” learning, agent dynamics can include
auxiliary states that can capture phenomena such as path dependencies. We introduce higher-order gradient play dynamics that resemble projected gradient ascent with auxiliary states. The dynamics are “payoff based” in that each agent's dynamics depend on its
own evolving payoff. While realized payoffs depend on the strategies of other agents in a game setting, agent dynamics do not depend explicitly on the nature of the game or the strategies of other agents. In this sense, dynamics are “uncoupled” since an agent’s
dynamics do not depend explicitly on the utility functions of other agents. We show that for any game with an isolated completely mixed-strategy NE, there exist higher-order gradient play dynamics that lead (locally) to that NE, both for the specific game
and nearby games with perturbed utility functions. Conversely, we show that for any higher-order gradient play dynamics, there exists a game with a unique isolated completely mixed-strategy NE for which the dynamics do not lead to NE. These results build on
prior work that showed that uncoupled fixed-order learning cannot lead to NE in certain instances, whereas higher-order variants can. Finally, we consider the mixed-strategy equilibrium associated with coordination games. While higher-order gradient play can
converge to such equilibria, we show such dynamics must be inherently irrational.<o:p></o:p></span></p>
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<b><span style="font-size:14.0pt;line-height:115%;font-family:"Times New Roman",serif;color:black;mso-ligatures:none;mso-fareast-language:ZH-CN">Short Bio:</span></b><span style="font-size:14.0pt;line-height:115%;font-family:"Times New Roman",serif;color:black;mso-ligatures:none;mso-fareast-language:ZH-CN">
</span><span style="font-family:"Times New Roman",serif;mso-ligatures:none;mso-fareast-language:ZH-CN">Jeff S. Shamma is with the University of Illinois at Urbana-Champaign where he is the Department Head of Industrial and Enterprise Systems Engineering (ISE)
and Jerry S. Dobrovolny Chair. His prior academic appointments include faculty positions at the King Abdullah University of Science and Technology (KAUST) and the Georgia Institute of Technology, where he was the Julian T. Hightower Chair in Systems and Controls.
Jeff received a PhD in Systems Science and Engineering from MIT in 1988. He is a Fellow of IEEE and IFAC; a recipient of the IFAC High Impact Paper Award, AACC Donald P. Eckman Award, and NSF Young Investigator Award; and a past Distinguished Lecturer of the
IEEE Control Systems Society. He has been a plenary or semi-plenary speaker at several conferences, including NeurIPS, World Congress of the Game Theory Society, IEEE Conference on Decision and Control, and the American Control Conference. Jeff is currently
serving as the Editor-in-Chief for the IEEE Transactions on Control of Network Systems.<o:p></o:p></span></p>
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<p class="MsoNormal" style="margin-top:6.0pt;text-align:justify"><!--[if gte vml 1]><o:wrapblock><v:shape id="_x0000_s1026" type="#_x0000_t75" alt="Faculty Host: Dr. Jiming Peng jopeng@central.uh.edu http://www.ie.uh.edu/research/seminars http://www.ie.uh.edu/research/seminars " style='position:absolute;left:0;text-align:left;margin-left:.3pt;margin-top:14.4pt;width:540pt;height:24pt;z-index:251661312;visibility:visible;mso-width-percent:0;mso-height-percent:0;mso-wrap-distance-left:9pt;mso-wrap-distance-top:0;mso-wrap-distance-right:9pt;mso-wrap-distance-bottom:0;mso-position-horizontal:absolute;mso-position-horizontal-relative:text;mso-position-vertical:absolute;mso-position-vertical-relative:text;mso-width-percent:0;mso-height-percent:0;mso-width-relative:margin;mso-height-relative:page'>
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<td><img width="720" height="32" style="width:7.5in;height:.3333in" src="cid:image007.png@01DB2955.18EB14A0" alt="Faculty Host: Dr. Jiming Peng jopeng@central.uh.edu http://www.ie.uh.edu/research/seminars
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