Efficiently characterizing games consistent with perturbed equilibrium observations
Computer Science and Game Theory
2017-03-23 v2
Abstract
We study the problem of characterizing the set of games that are consistent with observed equilibrium play. 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 a sharp, computationally efficient characterization of the extent to which a particular set of observations constrains the space of games that could have generated them. This allows us to solve a number of variants of this problem as well as to quantify the power of games from particular classes (e.g., zero-sum, potential, linearly parameterized) to explain player behavior. We illustrate our approach with numerical simulations.
Keywords
Cite
@article{arxiv.1603.01318,
title = {Efficiently characterizing games consistent with perturbed equilibrium observations},
author = {Juba Ziani and Venkat Chandrasekaran and Katrina Ligett},
journal= {arXiv preprint arXiv:1603.01318},
year = {2017}
}