相关论文: From Behavioral Theories to Econometrics: Inferrin…

We suggest a general method for inferring players' values from their actions in repeated games. The method extends and improves upon the recent suggestion of (Nekipelov et al., EC 2015) and is based on the assumption that players are more…

Modelling agent preferences has applications in a range of fields including economics and increasingly, artificial intelligence. These preferences are not always known and thus may need to be estimated from observed behavior, in which case…

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Using data obtained in a controlled ad-auction experiment that we ran, we evaluate the regret-based approach to econometrics that was recently suggested by Nekipelov, Syrgkanis, and Tardos (EC 2015). We found that despite the weak…

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

We propose a generalization of Quantal Response Equilibrium (QRE) built on a simple premise: some actions are more focal than others. In our model, which we call the Focal Quantal Response Equilibrium (Focal QRE), each player plays a…

We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online based on the data observed in the…

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…

It is common to assume that agents will adopt Nash equilibrium strategies; however, experimental studies have demonstrated that Nash equilibrium is often a poor description of human players' behavior in unrepeated normal-form games. In this…

We study preference learning through recommendations in multi-agent game settings, where a moderator repeatedly interacts with agents whose utility functions are unknown. In each round, the moderator issues action recommendations and…

Experimental economics has repeatedly demonstrated that the Nash equilibrium makes inaccurate predictions for a vast set of games. Instead, several alternative theoretical concepts predict behavior that is much more in tune with observed…

The main goal of this paper is to develop a theory of inference of player valuations from observed data in the generalized second price auction without relying on the Nash equilibrium assumption. Existing work in Economics on inferring…

Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Econometric models of strategic interactions among people or firms have received a great deal of attention in the literature. Less attention has been paid to the role of the underlying assumptions about the way agents form beliefs about…