Record Details

Title:
Efficiently characterizing games consistent with perturbed equilibrium observations [electronic resource] / Juba Ziani ; Katrina A. Ligett, advisor ; Venkat Chandrasekaran, advisor.
Author(s):
Imprint:
Pasadena, California : California Institute of Technology, 2017.
Description:
1 online resource (vi, 57 leaves) : digital (545 Kb), illustrations (some color).
Subject(s):
Series:
CIT theses ; 2017
Summary:
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.
Note:
Advisor and committee chair names found in the thesis' metadata record in the digital repository.
Dissertation note:
Thesis (Masters) -- California Institute of Technology, 2017.
Bibliography, etc. note:
Includes bibliographical references.
Linked resources:
Caltech Connect
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 Record created 2017-11-08, last modified 2017-11-08


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