Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 25 for “"Dynamic Games"”.
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Essays on dynamic games and reputations
This thesis consists of three essays on dynamic games with incomplete information. In Chapter 1, I study reputation effects when individuals have persistent private information that matters for their opponents' payoffs. I examine a repeated game between a patient informed player and a sequence of …
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On rational expectations and dynamic games
We consider the problem of uniting dynamic game theory and the rational expectations hypothesis. In doing so we examine the current trend in macroeconomic literature towards the use of dominant player games and offer an alternative game solution that seems more compatible with the rational …
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Essays on dynamic games and mechanism design
The dissertation considers three topics in dynamic games and mechanism design. In both problems, asymmetric information causes inefficiency in production and allocation. The first chapter considers the inefficiency from the principal's inability to observes the agent's effort or cost of effort, and …
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Essays on Corporate Finance Theory and Dynamic Games
… Gorno, Lucas Maestri and Dong Wei, we study a dynamic stopping game between a principal and an agent. The agent is privately informed about his type. The principal learns about the agent’s type from a noisy performance measure, which can be manipulated by the agent via a costly and hidden …
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Studies of Bounded Rationality and Overconfidence in Dynamic Games
… will provide the best net expected payoff when games are above some critical level of complexity as well as when opponents have above some critical minimum level of skill. The range of underestimation's advantage compared to overestimation can be increased in contexts with high first mover …
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Noncooperative static and dynamic games: addressing shared constraints and phase transitions
… understand phase transition in noncoop- erative dynamic games with a large number of agents. The focus of analysis is on a variation of the large population linear quadratic Gaussian (LQG) model proposed by Huang et. al. 2007 [1], comprised here of a controlled N-dimensional stochastic …
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Three Essays on Dynamic Games with Incomplete Information and Strategic Complementarities
… by the authority to stabilize the regime in the dynamic context. It is shown that a label changing mechanism allowing for downward social mobility may not work, whereas a label changing mechanism allowing for upward social mobility generally makes the regime more stable. In Chapter 3, I add a …
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Differential games and applications to counter-terrorism
The application of dynamic games to the study of terrorism has the potential to provide insight for policymakers on the behavior of terrorists and inform them how best response to terror threats. We studied several applications of differential games to counter-terrorism and analyzed the usefulness …
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Environment and development: A study of North-South conflict
… the well-being of people in these two blocks. Dynamic simulation (system dynamics) and optimization (dynamic games) techniques are employed for this analysis. A number of system dynamics models using STELLA software were built to do what-if type simulation analyses. The larger North-South …
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Geometry of Feedback Control and Learning
… optimal control, linear quadratic (LQ) dynamic games, through the lens of first-order algorithms. The developed theories on these topics are largely derived from model-based dynamic programming. Recently there is a surge of interest in constructing optimal control strategies directly, …
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Essays in econometrics and machine learning
… in a wide class of economic models, including dynamic games of imperfect information, treatment effect in the presence of endogenous sample selection, and reduced-form demand estimation.
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Essays on set estimation and inference with moment inequalities
… under conditional moment inequalities, and dynamic games. I show that GMM-type test statistics will often be poorly centered when the number of moment inequalities is large. My results establish consistency of the set estimator based on a Wald-type criterion, and I give conditions for …
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Design of optimal investment policy for influence systems and online learning for job scheduling
This thesis contains two main research thrusts, one related to the design of optimal investment policies for influence systems and the other related to online learning for job scheduling on heterogeneous machines. In Chapter 2, a continuous-time influence system on social networks is considered, …
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Essays on Empirical Analysis of Continuous-Time Models of Industrial Organization
… extends the existing literature on optimal dynamic contracts by allowing for the presence of unobserved state variables. To accommodate such heterogeneity, I develop an estimation method based on numerically solving for the optimal non-linear manager's response to the restrictions of the …
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Reinforcement learning for multi-agent and robust control systems
… the game of Go, playing real-time strategy games, robotic control, and autonomous driving. Motivated by these empirical successes, research toward theoretical understandings of RL algorithms has also re-gained great attention in recent years. In this dissertation, our goal is to contribute …
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Essays on identification and semiparametric econometrics
… applied econometrics. The first chapter analyzes dynamic games with continuous states and controls. There are two main contributions. First, we give conditions under which the payoff function is nonparametrically identified by the observed distribution of states and controls. The identification …
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Essays on information and incentives
… schemes when making experiments on repeated games, such as the game studied in Chapter 1. It is common for researchers studying repeated and dynamic games in a lab experiment to pay participants for all rounds or a randomly chosen round. We argue that these payment schemes typically implement …
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Essays on Economic Decision Making
… individual's decision making in extensive-form games under ambiguity when the individual is ambiguous about an opponent's moves. In this chapter, a player follows Choquet Expected Utility preferences, since the standard Expected Utility cannot explain the situations of ambiguity. I raise the …
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Control and estimation with limited information: a game-theoretic approach
… In this setting, the disturbance in the dynamical system as well as the sensor noise are controlled by adversaries, and the estimator receives the sensor measurements only sporadically, with availability governed by an independent and identically distributed (i.i.d.) Bernoulli process. …
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Game-theoretic methods for security and resilience in cyber-physical systems
… configuration policies, for nonzero-sum security games with incomplete information. In addition, games-in-games frameworks are proposed for system-wide modeling of complex hierarchical systems, where games played at different levels interact through their outcomes, action spaces, and costs. This …
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