Related papers: Estimating Discrete Games of Complete Information:…
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…
This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…
Recent advancements in algorithms for sequential decision-making under imperfect information have shown remarkable success in large games such as limit- and no-limit poker. These algorithms traditionally formalize the games using the…
We introduce a new class of context dependent, incomplete information games to serve as structured prediction models for settings with significant strategic interactions. Our games map the input context to outcomes by first condensing the…
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…
We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…
We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that…
Recently, in [K.R. Apt and S. Simon: Well-founded extensive games with perfect information, TARK21], we studied well-founded games, a natural extension of finite extensive games with perfect information in which all plays are finite. We…
We study the problem of implementing equilibria of complete information games in settings of incomplete information, and address this problem using "recommender mechanisms." A recommender mechanism is one that does not have the power to…
Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…
Logit dynamics are dynamical systems describing transitions and equilibria of actions of interacting players under uncertainty. An uncertainty is embodied in logit dynamic as a softmax type function often called a logit function originating…
We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…
We propose a computationally feasible way of deriving the identified features of models with multiple equilibria in pure or mixed strategies. It is shown that in the case of Shapley regular normal form games, the identified set is…
Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…
There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…
We propose a distributed algorithm to compute an equilibrium in aggregate games where players communicate over a fixed undirected network. Our algorithm exploits correlated perturbation to obfuscate information shared over the network. We…
The sequential equilibrium is a standard solution concept for extensive-form games with imperfect information that includes an explicit representation of the players' beliefs. An assessment consisting of a strategy and a belief is a…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
In many multiagent environments, a designer has some, but limited control over the game being played. In this paper, we formalize this by considering incompletely specified games, in which some entries of the payoff matrices can be chosen…
Decomposition, i.e. independently analyzing possible subgames, has proven to be an essential principle for effective decision-making in perfect information games. However, in imperfect information games, decomposition has proven to be…