2016/03/04 by Juba Ziani, Ziani, Juba, Venkat Chandrasekaran +3
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Computer Science and Game Theory (cs.GT) #Economic theories and models #Experimental Behavioral Economics Studies #FOS: Computer and information sciences #Game Theory and Applications
paper · pdf · doi:10.48550/arxiv.1603.01318
openalex publication_date 2016/03/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.