ECE Seminar Series
Title: Structural Results in Controlled Sensing And Fusion
Speaker: Vikram Krishnamurthy
Affiliation: Professor, Cornell Tech, School of Electrical and Computer Engineering, Cornell University
Day: Tuesday, February 28, 2017
Time: 2:00 pm - 3:00 pm
Location: LSC 386
Abstract: This talk has two parts. The first part is Bayesian and describes structural results for partially observed Markov decision processes in multi-agent systems when individual agents perform social learning. Two speci c examples are considered. The rst example deals with the so called constrained optimal social learning problem where the onset of herding is delayed by agents sharing full information. The second example deals with change detection when individual agents perform social learning. The second part of the talk discusses regret based stochastic approximation algorithms for learning correlated equilibria in repeated games with Markov switched parameters. The convergence analysis involves differential inclusions.
Bio: Dr. Vikram Krishnamurthy is currently a professor at the ECE department at Cornell University and Cornell Tech. He was also a professor and Canada Research Chair at University of British Columbia since 2002. His research interests are in statistical signal processing and stochastic control. Dr. Krishnamurthy is a Fellow of IEEE. He has served as distinguished lecturer for the IEEE signal processing society. In 2013 he was awarded an honorary doctorate from KTH (Royal Institute of Technology), Sweden.