tutorial_kearns

Graphical Models for Strategic and Economic Reasoning Michael Kearns Computer and Information Science University of Pennsylvania BNAIC 2003 Joint work with: Sham Kakade, John Langford, Michael Littman, Luis Ortiz, Satinder Singh

Probabilistic Reasoning ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Structure in Probabilistic Interaction [Frey&MacKay 98] [Horvitz 93] Engineered “ Natural”

International Trade [Krempel&Pleumper ] Embargoes, free trade, technology, geography…

Corporate Partnerships [Krebs ]

Structure in Social and Economic Analysis ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Goal: Replicate the power of graphical models for problems of strategic reasoning. ,[object Object],[object Object],[object Object],[object Object]

Outline ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Basics of Game Theory ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Graphical Models for Game Theory ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],2 4 3 5 8 7 6 1

The NashProp Algorithm ,[object Object],[object Object],[object Object],[object Object],U1 U2 U3 W V T(w,v) = 1 <-->   an “upstream” Nash where V = v given W = w <-->  u : T(v,u_i) = 1 for all i, and v is a best response to u ,w

[object Object],[object Object],[object Object],[object Object],[object Object]

Experimental Performance number of players computation time

Correlated Equilibria, Graphical Games and Markov Networks

The Problems with Nash ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Correlated Equilibria in Games [Aumann 74] ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Advantages of CE ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Graphical Games and Markov Networks ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

From Micro to Macro: Arrow-Debreu and Graphical Economics

Arrow-Debreu Economics ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Graphical Economics ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],2 4 3 5 8 7 6 1

Graphical Economics: Results ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],2 4 3 5 8 7 6 1

Conclusion ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[email_address] www.cis.upenn.edu/~mkearns

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