Data-Driven Behaviour Estimation in Parametric Games
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2022
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| _version_ | 1866911885216972800 |
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| author | Maddux, Anna M. Pagan, Nicolò Belgioioso, Giuseppe Dörfler, Florian |
| author_facet | Maddux, Anna M. Pagan, Nicolò Belgioioso, Giuseppe Dörfler, Florian |
| contents | A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to estimate agents' utility functions from their observed behaviour, irrespective of whether the observations correspond to equilibrium configurations or to temporal sequences of action profiles. Under standard assumptions on the parametrization of the utilities, the proposed inference method is computationally efficient and finds all the parameters that rationalize the observed behaviour best. We numerically validate our theoretical findings on the market share estimation problem under advertising competition, using historical data from the Coca-Cola Company and Pepsi Inc. duopoly. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2202_01229 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Data-Driven Behaviour Estimation in Parametric Games Maddux, Anna M. Pagan, Nicolò Belgioioso, Giuseppe Dörfler, Florian Optimization and Control Computer Science and Game Theory Multiagent Systems Systems and Control A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to estimate agents' utility functions from their observed behaviour, irrespective of whether the observations correspond to equilibrium configurations or to temporal sequences of action profiles. Under standard assumptions on the parametrization of the utilities, the proposed inference method is computationally efficient and finds all the parameters that rationalize the observed behaviour best. We numerically validate our theoretical findings on the market share estimation problem under advertising competition, using historical data from the Coca-Cola Company and Pepsi Inc. duopoly. |
| title | Data-Driven Behaviour Estimation in Parametric Games |
| topic | Optimization and Control Computer Science and Game Theory Multiagent Systems Systems and Control |
| url | https://arxiv.org/abs/2202.01229 |