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dynamic_games_with_stochastically_failing_information_channels
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Abstract: This talk will address the intricacies in the characterization and computation of non-cooperative equilibria in dynamic games where state information is acquired through intermittently failing channels. It will be shown that even in a linear-quadratic two-player zero-sum stochastic dynamic game setting, and when there is a common measurement channel for both players, there generally exists a mixed-strategy saddle-point solution, which becomes a pure strategy solution (of the certainty-equivalent type) only in some restricted region depending on the parameters of the game including the channel failure rates. The talk will provide a detailed analysis of a subclass of such problems, with a complete characterization of the different saddle- point equilibria, and outline extensions to more general classes of games. One specific extension as well as an application of these results will be to robust control and estimation problems with packet-dropping networks, where robustness is defined with respect to the presence of a strategic adversary. Expressions for robust controllers and estimators will be given, and stability issues will be discussed. Finally, the difficulties that arise in extensions to stochastic nonzero-sum dynamic games will be briefly mentioned. Bio: Tamer Başar was born in Istanbul, Turkey, on January 19, 1946. He received B.S.E.E. degree from Robert College, Istanbul, in 1969, and M.S., M.Phil, and Ph.D. degrees in engineering and applied science from Yale University, in 1970, 1971 and 1972, respectively. After stints at Harvard University, Marmara Research Institute (Gebze, Turkey), and Bogaziçi University (Istanbul), he joined the University of Illinois at Urbana-Champaign (UIUC) in 1981, where he is with the Department of Electrical and Computer Engineering, and holds the positions of Swanlund Endowed Chair, Center for Advanced Study Professor, Professor at the Coordinated Science Laboratory, Professor with the Information Trust Institute, and Affiliate Professor at the Department of Mechanical Science and Engineering. He has spent sabbatical years at Twente University of Technology (the Netherlands; 1978-79), and INRIA (France; 1987-88, 1994-95). Dr. Başar has authored or co-authored over 600 publications in the general areas of optimal, robust, and adaptive control; large-scale and decentralized systems and control; dynamic games; stochastic control; estimation theory; stochastic processes; information theory; communication systems and networks; security and trust; and mathematical economics. He is co-author of the text Dynamic Noncooperative Game Theory (Academic Press, 1982; second edition, 1995; latest edition in SIAM Series in Classics in Applied Mathematics, 1999), editor of the volume Dynamic Games and Applications in Economics (Springer-Verlag, 1986), co-editor of Differential Games and Applications (Springer-Verlag, 1988), co-editor of Advances in Dynamic Games and Applications (Birkhäuser, 1994), co-author of the book H-infinity Optimal Control and Related Minimax Design Problems (Birkhäuser, 1991; second edition, 1995), Editor of the centennial volume Control Theory: Twenty-Five Seminal Papers (1932-1981) (IEEE Press, 2001), co-author of the book Network Security: A Decision and Game Theoretic Approach (Cambridge University Press, 2011), co-author of Game Theory in Wireless and Communication Networks: Theory, Models, and Applications (Cambridge University Press, 2011), and co-author of Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints (Birkhäuser, 2013). His current research interests include stochastic teams and games; routing, pricing, and congestion control in communication networks; control over wired and wireless networks; sensor networks; formation in adversarial environments; mobile and distributed computing; risk-sensitive estimation and control; mean-field game theory; game-theoretic approaches to security in computer networks, including intrusion detection and response; and cyber-physical systems. Tamer Başar is a member of the National Academy of Engineering (of the USA), and also carries memberships in several scientific organizations, among which are SIAM, SEDC (Society for Economic Dynamics and Control), ISDG (International Society of Dynamic Games), GTS (Game Theory Society), European Academy of Sciences, and IEEE (Institute of Electrical and Electronics Engineers). He was elected a Fellow of IEEE in 1983, and has served its Control Systems Society in various capacities, among which are: Past President (2001), President (2000), President-Elect (1999), Vice-President for Financial Affairs (1998), Vice-President for Publications (1997), the Editor for Technical Notes and Correspondence for its Transactions on Automatic Control (1992-1994), and as the general chairman (1992) and program chairman (1989) of its flagship conference (Conference on Decision and Control). He has also been active in IFAC (International Federation of Automatic Control), in the organization of several workshops and symposia, and as Editor and Deputy Editor-in-Chief of its flagship journal Automatica Automatica, from 1992 until 2003, and since 2004 as Editor-in-Chief and Chair of its editorial board. During the period 1990-1994, he was the President of the International Society of Dynamic Games (ISDG) , and is currently the Series Editor of the Annals of ISDG (published by Birkhäuser), the Series Editor of Systems & Control: Foundations and Applications (published by Birkhäuser), the Series Editor of Static and Dynamic Game Theory: Foundations and Applications, an Editor of SpringerBriefs in Electronic and Computer Engineering: Control, Automation and Robotics, and Honorary Editor of Applied and Computational Mathematics. He is also on the editorial and advisory boards of a number of other international journals. He was the President of the American Automatic Control Council in 2010 and 2011, and is currently the Past President of AACC (2012-2013), and a member of the IFAC Council (2011-2014). Among some of the honors and awards he has received are (in reverse chronological order): IEEE Control Systems (Technical Field) Award (2014), Honorary Doctorate (Doctor Honoris Causa) from Bogaziçi University, Istanbul (2012), SIAM Fellow (2012), Honorary Doctorate from the National Academy of Sciences of Azerbaijan (2011), Isaacs Award of ISDG (2010), Honorary Professorship from Northeastern University, Shenyang, China (2008), Swanlund Endowed Chair at UIUC (2007), Honorary Doctorate (Doctor Honoris Causa) from Doguş University, Istanbul (2007), Richard E. Bellman Control Heritage Award of the American Automatic Control Council (2006), Giorgio Quazza Medal of IFAC (2005), Outstanding Service Award of IFAC (2005), IFAC Fellow (2005), Center for Advanced Study Professorship at UIUC (2005), Hendrik W. Bode Lecture Prize of the IEEE Control Systems Society (2004), Tau Beta Pi Daniel C. Drucker Eminent Faculty Award of the College of Engineering of UIUC (2004), election to the National Academy of Engineering (of the USA) (2000), IEEE Millennium Medal (2000), Fredric G. and Elizabeth H. Nearing Distinguished Professorship at UIUC (1998), Axelby Outstanding Paper Award (1995) and Distinguished Member Award (1993) of the IEEE Control Systems Society, and Medal of Science of Turkey (1993).

dynamic_games_with_stochastically_failing_information_channels.txt · Last modified: 2016/09/01 19:15 (external edit)