Related papers: Forecasting and Manipulating the Forecasts of Othe…
Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schools, we consider a mean field games (MFG)-like scenario where a large number of agents…
We discuss similarities and differencies between systems of many interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We analyze long-run behavior of stochastic dynamics of many…
We study a discrete-time finite-horizon two-players nonzero-sum stopping game where the filtration of Player 1 is richer than the filtration of Player 2. A major difficulty which is caused by the information asymmetry is that Player 2 may…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other…
We propose a three-state microscopic opinion formation model for the purpose of simulating the dynamics of financial markets. In order to mimic the heterogeneous composition of the mass of investors in a market, the agent-based model…
The conditional commitment abilities of mutually transparent computer agents have been studied in previous work on commitment games and program equilibrium. This literature has shown how these abilities can help resolve Prisoner's Dilemmas…
I prove that it is irrational for agents with even slightly private preferences to condition their strategy on private information that is payoff-irrelevant to them, contrary to powerful techniques for analyzing communication and repeated…
We study the Deffuant et al. model for continuous--opinion dynamics under the influence of noise. In the original version of this model, individuals meet in random pairwise encounters after which they compromise or not depending of a…
The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…
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…
Can players sustain long-run trust when their equilibrium beliefs are shaped by machine-learning methods that penalize complexity? I study a game in which an infinite sequence of agents with one-period recall decides whether to place trust…
We build on an emerging line of work which studies strategic manipulations in training data provided to machine learning algorithms. Specifically, we focus on the ubiquitous task of linear regression. Prior work focused on the design of…
Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
Peer-prediction is a (meta-)mechanism which, given any proper scoring rule, produces a mechanism to elicit privately-held, non-verifiable information from self-interested agents. Formally, truth-telling is a strict Nash equilibrium of the…
We study the long-term behavior of the fictitious play process in repeated extensive-form games of imperfect information with perfect recall. Each player maintains incorrect beliefs that the moves at all information sets, except the one at…
We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
In many real-world settings agents engage in strategic interactions with multiple opposing agents who can employ a wide variety of strategies. The standard approach for designing agents for such settings is to compute or approximate a…