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Séminaire hybride : Policy Revision Dynamics and Algorithm Design in Stochastic and Mean-Field Games

Séminaire hybride : Policy Revision Dynamics and Algorithm Design in Stochastic and Mean-Field Games
Séminaire du GERAD

Policy Revision Dynamics and Algorithm Design in Stochastic and Mean-Field Games

15 février 2023   11 h — 12 h

Bora Yongacoglu Queen's University, États-Unis

Séminaire en format hybride au local 4488 du GERAD ou Zoom.

Game theoretic models are a popular framework for analyzing strategic interaction in systems with several autonomous agents. In this talk, we consider stochastic games and N-player mean-field games, two models that are useful for studying multi-agent learning. In this context, we discuss common learning paradigms used for selecting policies and give special attention to simple algorithms that can be used under decentralized information. We will present structural results on policy dynamics and illustrate how such results can guide algorithm design. Finally, we present a decentralized learning algorithm and analyze its convergence to near equilibrium policies in several classes of games.


Bio: Bora Yongacoglu is a post-doctoral fellow in the department of mathematics and statistics at Queen’s University. He recently received his PhD in mathematics at Queen’s University, where he was supervised by Serdar Yuksel and Gurdal Arslan. Before Queen’s, he studied economics and mathematics at McGill University. His research focuses on multi-agent reinforcement learning and strategic dynamics in games.

Date

Mercredi 15 février 2023
Débute à 11h00

Prix

Gratuit

Contact

Lieu

Zoom et salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour
Montréal Québec H3T 1J4
Canada
4488

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