Related papers: Econometric Inference on a Large Bayesian Game wit…

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

In this work, we analyse the relationship between heterogeneity and cooperation. Previous investigations suggest that this relation is nontrivial, as some authors found that heterogeneity sustains cooperation, while others obtained…

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Incentive design is a popular framework for guiding agents' learning dynamics towards desired outcomes by providing additional payments beyond intrinsic rewards. However, most existing works focus on a finite, small set of agents or assume…

Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway specific effects.…

In multi-armed bandits with network interference (MABNI), the action taken by one node can influence the rewards of others, creating complex interdependence. While existing research on MABNI largely concentrates on minimizing regret, it…

This paper presents an in-depth statistical analysis of an experiment designed to measure the extent to which players in a simple game behave according to a popular behavioral economic model. The p-beauty contest is a multi-player number…

We characterize the statistical bootstrap for the estimation of information-theoretic quantities from data, with particular reference to its use in the study of large-scale social phenomena. Our methods allow one to preserve, approximately,…

The housing market, also known as one-sided matching market, is a classic exchange economy model where each agent on the demand side initially owns an indivisible good (a house) and has a personal preference over all goods. The goal is to…

We explore Bayesian reasoning as a means to quantify uncertainty in neural networks for question answering. Starting with a multilayer perceptron on the Iris dataset, we show how posterior inference conveys confidence in predictions. We…

Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. Despite the simplicity of this…

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Collective intelligence emerges across biological, physical, and artificial systems without central coordination, yet a unifying principle governing such behaviour remains elusive. The Free Energy Principle explains how individual agents…

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

In fields that are mainly nonexperimental, such as economics and finance, it is inescapable to compute test statistics and confidence regions that are not probabilistically independent from previously examined data. The Bayesian and…

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…