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Ryan Murray, Convergence rates for ficticious play algorithm in decentralized control problems
November 1, 2017 | 3:00 pm - 4:00 pm EDT
In many practical control problems (e.g. in the power grid/traffic flow) agents are not able to effectively coordinate their actions. One classical method proposed by economists for solving such decentralized control problems is known as the ficticious play algorithm. This talk will discuss some recent work which establishes converge rates for ficticious play. In particular, ideas relating to differential inclusions, regular Lagrangian flows and nonsmooth gradient flows will be discussed.