Efficiently Characterizing Games Consistent with Perturbed Equilibrium Observations

Author: Ziani, Juba

Year: 2017

Degree: Master's thesis

Advisors: Ligett, Katrina A.; Chandrasekaran, Venkat

Committee Member: None, None

Option: Computer Science

Abstract

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.

We illustrate our approach with numerical simulations.

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