CARLETON WIRELESS SEMINAR SERIES
Time: Tuesday, 13 August 2019, 2:00-3:00 pm
Place: Carleton University, Systems and Computer Engineering
The Maker Lab, 4463 Mackenzie Building, map.
Title: A REINFORCEMENT LEARNING ALGORITHM FOR COORDINATION IN STOCHASTIC GAMES
Speaker: Bora Yongacoglu
PhD Candidate, Department of Mathematics and Statistics, Queen’s University
(Supervisor: Professor Serdar Yuksel)
* ABSTRACT: Stochastic games provide a useful model for the decentralized control of a stochastic system. We study a class of games called common interest games, for which there exist globally optimal joint policies that minimize the long-run cost incurred by all agents. Despite the incentive to coordinate behaviour, achieving optimality in such a setting can be difficult because of communication constraints and lack of system knowledge. Existing methods either rely heavily on communication or otherwise fail to guarantee convergence to optimal policies. In this talk, we present a reinforcement learning algorithm for playing a common interest game that requires no control-sharing and comes with provable convergence guarantees.
* BIO: Bora Yongacoglu received his B.A. from McGill University, with majors in mathematics and economics. He received his M.Sc. in Applied Mathematics from Queen’s University, where he is currently a Ph.D. student. His research interests include learning in games, stochastic control, and decentralized control.