2 resultados para Continuous Utility Functions

em DRUM (Digital Repository at the University of Maryland)


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The central motif of this work is prediction and optimization in presence of multiple interacting intelligent agents. We use the phrase `intelligent agents' to imply in some sense, a `bounded rationality', the exact meaning of which varies depending on the setting. Our agents may not be `rational' in the classical game theoretic sense, in that they don't always optimize a global objective. Rather, they rely on heuristics, as is natural for human agents or even software agents operating in the real-world. Within this broad framework we study the problem of influence maximization in social networks where behavior of agents is myopic, but complication stems from the structure of interaction networks. In this setting, we generalize two well-known models and give new algorithms and hardness results for our models. Then we move on to models where the agents reason strategically but are faced with considerable uncertainty. For such games, we give a new solution concept and analyze a real-world game using out techniques. Finally, the richest model we consider is that of Network Cournot Competition which deals with strategic resource allocation in hypergraphs, where agents reason strategically and their interaction is specified indirectly via player's utility functions. For this model, we give the first equilibrium computability results. In all of the above problems, we assume that payoffs for the agents are known. However, for real-world games, getting the payoffs can be quite challenging. To this end, we also study the inverse problem of inferring payoffs, given game history. We propose and evaluate a data analytic framework and we show that it is fast and performant.

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Causal inference with a continuous treatment is a relatively under-explored problem. In this dissertation, we adopt the potential outcomes framework. Potential outcomes are responses that would be seen for a unit under all possible treatments. In an observational study where the treatment is continuous, the potential outcomes are an uncountably infinite set indexed by treatment dose. We parameterize this unobservable set as a linear combination of a finite number of basis functions whose coefficients vary across units. This leads to new techniques for estimating the population average dose-response function (ADRF). Some techniques require a model for the treatment assignment given covariates, some require a model for predicting the potential outcomes from covariates, and some require both. We develop these techniques using a framework of estimating functions, compare them to existing methods for continuous treatments, and simulate their performance in a population where the ADRF is linear and the models for the treatment and/or outcomes may be misspecified. We also extend the comparisons to a data set of lottery winners in Massachusetts. Next, we describe the methods and functions in the R package causaldrf using data from the National Medical Expenditure Survey (NMES) and Infant Health and Development Program (IHDP) as examples. Additionally, we analyze the National Growth and Health Study (NGHS) data set and deal with the issue of missing data. Lastly, we discuss future research goals and possible extensions.