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Efficiently characterizing games consistent with perturbed equilibrium observations

Friday, November 11, 2016
12:00 PM - 1:00 PM
Location: Baxter 127
Juba Ziani, Graduate Student, Computer Science, Caltech

We study the problem of characterizing the set of games that are consistent with observed equilibrium play, a fundamental problem in econometrics. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem, for many classes of games and observation models of interest. Our approach provides a sharp, computationally efficient characterization of the extent to which a particular set of observations constrains the space of games that could have generated them. This allows us to solve a number of variants of this problem as well as to quantify the power of games from particular classes (e.g., zero-sum, potential, linearly parameterized) to explain player behavior.

Joint work with Venkat Chandrasekaran and Katrina Ligett.

Series: Linde Institute/Social and Information Sciences Laboratory Seminar Series (SISL)
For more information, please phone x4220 or email sjc@hss.caltech.edu

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