Event
UTRC CDS Lecture: Andrew Teel, "Dynamical models actions with applications to multi-agent systems"
Friday, September 26, 2014
2:00 p.m.
1146 AV Williams Bldg
United Technologies Research Center
Invited Lectures on Control and Dynamical Systems
Dynamical models containing stochastic and worst-case interactions with applications to multi-agent systems
Andrew Teel
Professor, Electrical and Computer Engineering
University of California, Santa Barbara
Host
Nuno Martins
Abstract
This talk focuses on the development of dynamic models, both discrete-time models and hybrid models, that involve the interaction of stochastic effects and worst-case effects. We refer to these types of systems as "stochastic inclusions". One example that we will discuss in detail is a discrete-time model of multiple agents playing a non-cooperative game. Here, each agent implements a stochastic strategy to identify the agent's component of a Nash equilibrium point; in addition, at each time instant, each agent makes a (potentially worst-case for the other players) decision about whether or not to participate in the game, while satisfying a time-ratio constraint on participation. A Lyapunov-based analysis can be used to establish a reasonable type of convergence to the Nash equilibrium for all such participation profiles. We also discuss stochastic hybrid models with non-unique solutions that can be associated with worst-case effects. In hybrid models, the state variables can sometimes change continuously and other times change instantaneously. An example we call the "nefarious nurse" provides a simple illustration of a stochastic hybrid system with non-unique solutions. Again, Lyapunov theory is useful for establishing desirable behavior for every possible solution. Both examples are intended to make the case that stochastic inclusions provide a powerful modeling framework for interesting engineering problems and admit natural Lyapunov-based analysis tools.
Biography
Andrew R. Teel received his A.B. degree in Engineering Sciences from Dartmouth College in Hanover, New Hampshire, in 1987, and his M.S. and Ph.D. degrees in Electrical Engineering from the University of California, Berkeley, in 1989 and 1992, respectively. After receiving his Ph.D., he was a postdoctoral fellow at the Ecole des Mines de Paris in Fontainebleau, France. In 1992 he joined the faculty of the Electrical Engineering Department at the University of Minnesota, where he was an assistant professor until 1997. Subsequently, he joined the faculty of the Electrical and Computer Engineering Department at the University of California, Santa Barbara, where he is currently a professor. His research interests are in nonlinear and hybrid dynamical systems, with a focus on stability analysis and control design. He has received NSF Research Initiation and CAREER Awards, the 1998 IEEE Leon K. Kirchmayer Prize Paper Award, the 1998 George S. Axelby Outstanding Paper Award, and was the recipient of the first SIAM Control and Systems Theory Prize in 1998. He was the recipient of the 1999 Donald P. Eckman Award and the 2001 O. Hugo Schuck Best Paper Award, both given by the American Automatic Control Council, and also received the 2010 IEEE Control Systems Magazine Outstanding Paper Award. He is an area editor for Automatica, and a Fellow of the IEEE and of IFAC.
