Name
Abstract | ||
|---|---|---|
study the problem of reconstructing a game that is consistent with observed equilibrium play, a fundamental problem in econometrics. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes of games and observation models of interest. Our approach provides the flexibility to solve a number of variants and specializations of this problem, such as an evaluation of the power of games from a particular class (e.g., zero-sum, potential, linearly parameterized) to explain player behavior or the extent to which a particular set of observations tightly constrains the space of consistent explanations; it can also simply provide a compact summary of observed behavior. The framework underlying the development in this paper also differs from much of the literature on econometrics, as we do not make strong distributional assumptions on the observations of player actions. We illustrate our approach with numerical simulations. |
Year | Venue | Field |
|---|---|---|
2016 | arXiv: Computer Science and Game Theory | Mathematical optimization,Mathematical economics,Parameterized complexity,Convex optimization,Mathematics |
DocType | Volume | Citations |
Journal | abs/1603.01318 | 0 |
PageRank | References | Authors |
0.34 | 7 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Juba Ziani | 1 | 29 | 5.77 |
| Venkat Chandrasekaran | 2 | 0 | 0.34 |
| Katrina Ligett | 3 | 923 | 66.19 |