Measuring the interactions among variables of functions over the unit hypercube

By considering a least squares approximation of a given square integrable function $f\colon[0,1]^n\to\R$ by a multilinear polynomial of a specified degree, we define an index which measures the overall interaction among variables of $f$. This definition extends the concept of Banzhaf interaction index introduced in cooperative game theory. Our approach is partly inspired from multilinear regression analysis, where interactions among the independent variables are taken into consideration. We show that this interaction index has appealing properties which naturally generalize the properties of the Banzhaf interaction index. In particular, we interpret this index as an expected value of the difference quotients of $f$ or, under certain natural conditions on $f$, as an expected value of the derivatives of $f$. These interpretations show a strong analogy between the introduced interaction index and the overall importance index defined by Grabisch and Labreuche [7]. Finally, we discuss a few applications of the interaction index

Least Square Approximations and Conic Values of Cooperative Games

URL des Documents de travail : http://centredeconomiesorbonne.univ-paris1.fr/documents-de-travail/Documents de travail du Centre d'Economie de la Sorbonne 2015.47 - ISSN : 1955-611XThe problem of least square approximation for set functions by set functions satisfying specified linear equality or inequality constraints is considered. The problem has important applications in the field of pseudo-Boolean functions, decision making and in cooperative game theory, where approximation by additive set functions yields so-called least square values. In fact, it is seem that every linear value for cooperative games arises from least square approximation. We provide a general approach and problem overview. In particular, we derive explicit formulas for solutions under mild constraints, which include and extend previous results in the literature.On considère le problème de l'approximation au sens des moindres carrés des fonctions d'ensemble par des fonctions d'ensemble satisfaisant des contraintes linéaires d'égalité ou d'inégalité. Le problème a des applications importantes dans le domaine des fonctions pseudo-Booléennes, la décision et la théorie des jeux coopératifs, où l'approximation par des jeux additifs mène à la notion de valeur aux moindres carrés. En fait, on voit que toute valeur linéaire pour les jeux coopératifs vient d'un problème d'approximation par les moindres carrés. Nous proposons une approche générale du problème. En particulier, nous obtenons des formules explicites pour les solutions sous des hypothèses faibles, qui incluent et étendent des résultats précédents de la littérature

Evolutionary prisoner's dilemma games with optional participation

Competition among cooperators, defectors, and loners is studied in an evolutionary prisoner's dilemma game with optional participation. Loners are risk averse i.e. unwilling to participate and rather rely on small but fixed earnings. This results in a rock-scissors-paper type cyclic dominance of the three strategies. The players are located either on square lattices or random regular graphs with the same connectivity. Occasionally, every player reassesses its strategy by sampling the payoffs in its neighborhood. The loner strategy efficiently prevents successful spreading of selfish, defective behavior and avoids deadlocks in states of mutual defection. On square lattices, Monte Carlo simulations reveal self-organizing patterns driven by the cyclic dominance, whereas on random regular graphs different types of oscillatory behavior are observed: the temptation to defect determines whether damped, periodic or increasing oscillations occur. These results are compared to predictions by pair approximation. Although pair approximation is incapable of distinguishing the two scenarios because of the equal connectivity, the average frequencies as well as the oscillations on random regular graphs are well reproduced.Comment: 6 pages, 7 figure

Evolutionary games on graphs

Game theory is one of the key paradigms behind many scientific disciplines from biology to behavioral sciences to economics. In its evolutionary form and especially when the interacting agents are linked in a specific social network the underlying solution concepts and methods are very similar to those applied in non-equilibrium statistical physics. This review gives a tutorial-type overview of the field for physicists. The first three sections introduce the necessary background in classical and evolutionary game theory from the basic definitions to the most important results. The fourth section surveys the topological complications implied by non-mean-field-type social network structures in general. The last three sections discuss in detail the dynamic behavior of three prominent classes of models: the Prisoner's Dilemma, the Rock-Scissors-Paper game, and Competing Associations. The major theme of the review is in what sense and how the graph structure of interactions can modify and enrich the picture of long term behavioral patterns emerging in evolutionary games.Comment: Review, final version, 133 pages, 65 figure

Non-atomic Games for Multi-User Systems

In this contribution, the performance of a multi-user system is analyzed in the context of frequency selective fading channels. Using game theoretic tools, a useful framework is provided in order to determine the optimal power allocation when users know only their own channel (while perfect channel state information is assumed at the base station). We consider the realistic case of frequency selective channels for uplink CDMA. This scenario illustrates the case of decentralized schemes, where limited information on the network is available at the terminal. Various receivers are considered, namely the Matched filter, the MMSE filter and the optimum filter. The goal of this paper is to derive simple expressions for the non-cooperative Nash equilibrium as the number of mobiles becomes large and the spreading length increases. To that end two asymptotic methodologies are combined. The first is asymptotic random matrix theory which allows us to obtain explicit expressions of the impact of all other mobiles on any given tagged mobile. The second is the theory of non-atomic games which computes good approximations of the Nash equilibrium as the number of mobiles grows.Comment: 17 pages, 4 figures, submitted to IEEE JSAC Special Issue on ``Game Theory in Communication Systems'

Non-neutrality of economic policy: An application of the Tinbergen-Theil’s approach to a strategic context

Issues of policy effectiveness and neutrality are widespread in the economic literature. They have been increasingly raised in specific contexts within the class of LQ (linear-quadratic) policy games in the last 20 years, notably with reference to monetary policy. The more general conditions ensuring nonneutrality in a strategic environment remain however to be inquired. We fill this gap by applying the classical theory of economic policy to a strategic context. This is also useful to highlight some existence conditions for policy game solutions. We restrict ourselves to the common LQ-games in a static perfect information framework, but our simple logic can be extended to other more general situations.LQ-policy games, policy ineffectiveness, controllability.