Related papers: Data-Driven Estimation in Equilibrium Using Invers…
We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure…
This study investigates an adaptive pricing scheme aimed at achieving an efficient state in a traffic congestion game characterized by a diverse population of road users. While the planner possesses knowledge of players' preferences, their…
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
In this paper, we study inverse game theory (resp. inverse multiagent learning) in which the goal is to find parameters of a game's payoff functions for which the expected (resp. sampled) behavior is an equilibrium. We formulate these…
Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…
We study data-driven assistants that provide congestion forecasts to users of shared facilities (roads, cafeterias, etc.), to support coordination between them, and increase efficiency of such collective systems. Key questions are: (1) when…
We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…
We put forward a new model of congestion games where agents have uncertainty over the routes used by other agents. We take a non-probabilistic approach, assuming that each agent knows that the number of agents using an edge is within a…
We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions should not anticipate the future values of their types. When…
We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
The focus of this book is on the analysis of regularization methods for solving \emph{nonlinear inverse problems}. Specifically, we place a strong emphasis on techniques that incorporate supervised or unsupervised data derived from prior…
Ubiquitous mobile computing have enabled ride-hailing services to collect vast amounts of behavioral data of riders and drivers and optimize supply and demand matching in real time. While these mobility service providers have some degree of…
Detecting, predicting, and alleviating traffic congestion are targeted at improving the level of service of the transportation network. With increasing access to larger datasets of higher resolution, the relevance of deep learning for such…
Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…
We consider a largely untapped potential for the improvement of traffic networks that is rooted in the inherent uncertainty of travel times. Travel times are subject to stochastic uncertainty resulting from various parameters such as…
Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…
Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…
Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that…
Authors describe a two-stage traffic assignment model. It contains of two blocks. The first block consists of model for calculating correspondence (demand) matrix, whereas the second block is a traffic assignment model. The first model…