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This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…
Traditionally, mechanism design focuses on simultaneous-move games (e.g., Myerson (1981)). In this paper, we study mechanism design with sequential-move games, and provide two results on revelation principles for general solution concepts…
Dynamic noncooperative game theory is a field of mathematics and economics in which a lot of research is being carried out at present featuring a great number of applications in many different areas of economics and management science like…
We study a class of local, first-order, stationary mean-field games (MFGs) on bounded domains with nonstandard mixed boundary conditions: prescribed inflow on $\Gamma_N$ and a relaxed Signorini-type exit condition on $\Gamma_D$…
We study a conical extension of averaged nonexpansive operators and the role it plays in convergence analysis of fixed point algorithms. Various properties of conically averaged operators are systematically investigated, in particular, the…
Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…
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…
Resolvent compositions were recently introduced as monotonicity-preserving operations that combine a set-valued monotone operator and a bounded linear operator. They generalize in particular the notion of a resolvent average. We analyze the…
Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…
We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…
This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…
In this paper we consider a problem of searching a space of predictive models for a given training data set. We propose an iterative procedure for deriving a sequence of improving models and a corresponding sequence of sets of non-linear…
We establish an equivalence between two seemingly different theories: one is the traditional axiomatisation of incomplete preferences on horse lotteries based on the mixture independence axiom; the other is the theory of desirable gambles…
Selective rationalization has become a common mechanism to ensure that predictive models reveal how they use any available features. The selection may be soft or hard, and identifies a subset of input features relevant for prediction. The…
Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments…
This paper proposes a framework and solution concept for repeated coalitional behavior. We model history-dependent schemes that deter coalitions from blocking using continuation promises and punishments. We evaluate the effectiveness of…
What does it mean to fully understand the behavior of a network of adaptive agents? The golden standard typically is the behavior of learning dynamics in potential games, where many evolutionary dynamics, e.g., replicator, are known to…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
This paper is concerned with the concept of linear repetitivity in the theory of tilings. We prove a general uniform subadditive ergodic theorem for linearly repetitive tilings. This theorem unifies and extends various known (sub)additive…
We study the phenomenon of composite operator renormalization and mixing in systems where time-translational invariance is broken and the evolution is out-of-equilibrium. We show that composite operators mix also through non-local memory…