Control Meets Learning Seminar
Jeff S. Shamma is a Professor of Electrical and Computer Engineering at the King Abdullah University of Science and Technology (KAUST). At the end of the year, he will join the University of Illinois at Urbana-Champaign as the Department Head of Industrial and Enterprise Systems Engineering (ISE) and Jerry S. Dobrovolny Chair in ISE. Jeff received a Ph.D. 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. Jeff is currently serving as the Editor-in-Chief for the IEEE Transactions on Control of Network Systems.
System models often include the presence of relatively infrequent random events, such as exploration, mutations, or errors. The concept of stochastic stability concerns how such random effects can impact long run behavior, even as they become progressively infrequent. This talk presents an overview of stochastic stability as applied to finite state Markov chain models. The talk begins with a tutorial introduction to stochastic stability and its application in a variety of settings, with a particular emphasis on multi-agent systems, namely: (1) large population signaling games, (2) coordination games, and (3) programmable self-assembly. The talk continues with a comparison and contrast of stochastic stability with the concept of an evolutionarily stable strategy (ESS), a related notion that also examines the effect of random perturbations in multi-agent population dynamics. The comparison is through the introduction of a so-called transitive-stability graph, or TS-graph, that leverages the definition of an ESS to reach stochastic stability conclusions. The talk concludes with a discussion of how short and medium run behavior can distinguish dynamics that exhibit identical long run stochastic stability properties.