Optimal Off-line Experimentation for Games

References

• Antonova LV, Klyuchnikov MM, Loktionov AA, Samsonovich AV (2018) Model of communication and coordination in a capture-the-flag paradigm. Procedia Comput. Sci. 145:72–76.Crossref, Google Scholar
• Aumann RJ (1987) Correlated equilibrium as an expression of Bayesian rationality. Econometrica 55(1):1–18.Crossref, Google Scholar
• Brandenburger A, Dekel E (1987) Rationalizability and correlated equilibria. Econometrica 55(6): 1391–402.Crossref, Google Scholar
• Chapman AC, Leslie DS, Rogers A, Jennings NR (2013) Convergent learning algorithms for unknown reward games. SIAM J. Control Optim. 51(4):3154–3180.Crossref, Google Scholar
• Chen X, Deng X (2006) Settling the complexity of two-player Nash equilibrium. Arora S, ed. Proc. 47th Annual IEEE Sympos. Foundations Comput. Sci. (IEEE, Piscataway, NJ).Crossref, Google Scholar
• Conitzer V, Sandholm T (2002) Complexity of mechanism design. Adnan D, ed. Proc. 18th Conf. Uncertainty Artificial Intelligence (Morgan Kaufmann Publishers Inc., San Francisco), 103–110.Google Scholar
• Conitzer V, Sandholm T (2008) New complexity results about Nash equilibria. Games Econom. Behav. 63(2):621–641.Google Scholar
• Daskalakis C, Goldberg PW, Papadimitriou CH (2009) The complexity of computing a Nash equilibrium. SIAM J. Comput. 39(1):195–259.Crossref, Google Scholar
• De Clippel G, Saran R, Serrano R (2018) Level-mechanism design. Rev. Econom. Stud. 86(3):1207–1227.Crossref, Google Scholar
• Delquié P (2012) Risk measures from risk-reducing experiments. Decision Anal. 9(2):96–102.Link, Google Scholar
• Feder T, Nazerzadeh H, Saberi A (2007) Approximating Nash equilibria using small-support strategies. Mackie-Mason J, ed. Proc. ACM Conf. Econom. Comput., vol. 7 (ACM, New York), 352–354.Google Scholar
• Foster DJ, Li Z, Lykouris T, Sridharan K, Tardos E. (2016) Learning in games: Robustness of fast convergence. Lee DD, Sugiyama M, Luxburg UV, Guyon I, Garnett R, eds. Advances in Neural Information Processing Systems, vol. 20 (Curran Associates, Red Hook, NY), 4734–4742.Google Scholar
• Goos P, Jones B (2011) Optimal Design of Experiments: A Case Study Approach (John Wiley & Sons, Hoboken, NJ).Crossref, Google Scholar
• Gorodetsky A, Marzouk Y (2016) Mercer kernels and integrated variance experimental design: Connections between Gaussian process regression and polynomial approximation. SIAM/ASA J. Uncertainty Quantification 4(1):796–828.Crossref, Google Scholar
• Harsanyi JC (1967) Games with incomplete information played by “Bayesian” players, I–III Part I. The basic model. Management Sci. 14(3):159–182.Link, Google Scholar
• Huang D, Allen TT (2005) Design and analysis of variable fidelity experimentation applied to engine valve heat treatment process design. J. Roy. Statist. Soc.: Ser. C (Appl. Statist.) 54(2):443–463.Crossref, Google Scholar
• Johnson RT, Hutto GT, Simpson JR, Montgomery DC (2012) Designed experiments for the defense community. Qualitative Engrg. 24(1):60–79.Crossref, Google Scholar
• Keskin K (2016) Equilibrium notions for agents with cumulative prospect theory preferences. Decision Anal. 13(3):192–208.Link, Google Scholar
• Kleijnen JP, Mehdad E (2014) Multivariate vs. univariate Kriging metamodels for multi-response simulation models. Euro. J. Oper. Res. 236(2):573–582.Crossref, Google Scholar
• Ko CW, Lee J, Queyranne M (1995) An exact algorithm for maximum entropy sampling. Oper. Res. 43(4):684–691.Link, Google Scholar
• Lee KH, Baldick R (2003) Solving three-player games by the matrix approach with application to an electric power market. IEEE Trans. Power Systems 18(4):1573–1580.Crossref, Google Scholar
• Mangasarian OL, Stone H (1964) Two-person nonzero-sum games and quadratic programming. J. Math. Anal. Appl. 9(3):348–355.Crossref, Google Scholar
• Meyer RK, Nachtsheim CJ (1995) The coordinate-exchange algorithm for constructing exact optimal experimental designs. Technometrics 37(1):60–69.Crossref, Google Scholar
• Nash J (1951) Non-cooperative games. Ann. Math. (2). 54(2):286–295.Crossref, Google Scholar
• Phade SR, Anantharam V (2019) On the geometry of nash and correlated equilibria with cumulative prospect theoretic preferences. Decision Anal. 16(2):142–156.Link, Google Scholar
• Savani R, von Stengel B (2015) Game Theory Explorer – Software for the applied game theorist. Comput. Management Sci. 12:5–33.Crossref, Google Scholar
• Searle SR (1982) Matrix Algebra Useful for Statistics, Wiley Series in Probability and Statistics, 1st ed. (John Wiley & Sons, New York).Google Scholar
• Selten R, Chmura T (2008) Stationary concepts for experimental 2×2 games. Amer. Econom. Rev. 98(3):938–966.Crossref, Google Scholar
• Shubik M (1955) The uses of game theory in management science. Management Sci. 2(1):40–54.Link, Google Scholar
• Shubik M (2002) Game theory and operations research: Some musings 50 years later. Oper. Res. 50(1):192–196.Link, Google Scholar
• Strom BE, Battaglia JA, Kemmerer MS, Kupersanin W, Miller DP, Wampler C, Whitley SM, Wolf RD (2017) Finding cyber threats with ATT&CK™-based analytics. Technical Report MTR170202, The MITRE Corporation, Bedford, MA.Google Scholar
• Tversky A, Kahneman D (1992) Advances in prospect theory: Cumulative representation of uncertainty. J. Risk Uncertainty 5(4):297–323.Crossref, Google Scholar
• von Neumann J, Morgenstern O (2007) Theory of Games and Economic Behavior (Princeton University Press, Princeton, NJ).Google Scholar