Efficiently Characterizing Games Consistent with Perturbed Equilibrium Observations

• Main Author: Ziani, Juba
• Format: Others
• Language: en
• Published: 2017
• Online Access: https://thesis.library.caltech.edu/9993/7/main.pdf; Ziani, Juba (2017) Efficiently Characterizing Games Consistent with Perturbed Equilibrium Observations. Master's thesis, California Institute of Technology. doi:10.7907/Z91Z42CF. https://resolver.caltech.edu/CaltechTHESIS:12122016-183248666 <https://resolver.caltech.edu/CaltechTHESIS:12122016-183248666>

<p>In this thesis, 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.</p> <p>We illustrate our approach with numerical simulations.</p>