Steven Perkins

My Research

My research has focused on studying the dynamics behind noisy systems and their applications to machine learning, specifically in game theory. I have been extending past results on asynchronous stochastic approximations in order to build a framework to study learning algorithms in stochastic games. The aim is to provide an actor-critic algorithm which converges to a Nash equilibrium for N-player identical interest and 2-player zero-sum, discounted reward stochastic games. I have also been using the abstract stochastic approximation framework to study stochastic fictitious play in games with continuous action sets.

Research Papers

• Steven Perkins and David S. Leslie, Stochastic Fictitious Play with Continuous Action Sets, (under review) .
• Steven Perkins and David S. Leslie, Asynchronous Stochastic Approximation with Differential Inclusions, Stochastic Systems , vol. 2, pgs 409-446, 2012. Available here.

Invited Talks

• February 2013, Stochastic Fictitious Play with Continuous Action Sets, University of Sheffield Probability and Statistics Seminar Series, Sheffield.
• July 2012, Learning with a Continuous Action Space The 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Orlando.
• July 2012, Asynchronous Stochastic Approximation for Stochastic Games The 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Orlando.

Contributed Talks

• February 2013, Stochastic Fictitious Play with Continuous Action Sets, University of Bristol Probability and Statistics Seminar Series, Bristol.
• Ocotber 2012, Distance Matters (short talk) MINGLE 2012, Bristol.
• April 2012, Asynchronous Stochastic Approximation for Stochastic Games YRM 2012, Bristol.
• Ocotber 2011, Is the Joker a Master of Game Theory? (short talk) MINGLE 2011, Bristol.
• April 2011, Fictitious Play in Stochastic Games, RSC 2011, Cambridge.

Poster Presentations

• September 2011, Asynchronous Stochastic Approximation for Learning in Stochastic Games, Games Toulouse 2011, Toulouse.

Conferences & Workshops Attended

• September 2012, Structure and Uncertainty, Bristol.
• July 2012, The 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Orlando.
• April 2012, Young Researchers in Mathematics 2012, Bristol.
• September 2011, Games Toulouse 2011, Toulouse.
• June 2011, Workshop on Algorithmic Game Theory: Dynamics and Convergence in Distributed Systems, Grenoble.
• April 2011, Research Student Conference 2011, Cambridge.
• September 2010, Stochastic approximation: methodology, theory and applications in statistics workshop, Bristol.