Approximate Analysis of Large Simulation-Based Games.

Game theory offers powerful tools for reasoning about agent behavior and incentives in multi-agent systems. Traditional approaches to game-theoretic analysis require enumeration of all possible strategies and outcomes. This often constrains game models to small numbers of agents and strategies or simple closed-form payoff descriptions. Simulation-based game theory extends the reach of game-theoretic analysis through the use of agent-based modeling. In the simulation-based approach, the analyst describes an environment procedurally and then computes payoffs by simulation of agent interactions in that environment. I use simulation-based game theory to study a model of credit network formation. Credit networks represent trust relationships in a directed graph and have been proposed as a mechanism for distributed transactions without a central currency. I explore what information is important when agents make initial decisions of whom to trust, and what sorts of networks can result from their decisions. This setting demonstrates both the value of simulation-based game theory—extending game-theoretic analysis beyond analytically tractable models—and its limitations—simulations produce prodigious amounts of data, and the number of simulations grows exponentially in the number of agents and strategies. I propose several techniques for approximate analysis of simulation-based games with large numbers of agents and large amounts of simulation data. First, I show how bootstrap-based statistics can be used to estimate confidence bounds on the results of simulation-based game analysis. I show that bootstrap confidence intervals for regret of approximate equilibria are well-calibrated. Next, I describe deviation-preserving reduction, which approximates an environment with a large number of agents using a game model with a small number of players, and demonstrate that it outperforms previous player reductions on several measures. Finally, I employ machine learning to construct game models from sparse data sets, and provide evidence that learned game models can produce even better approximate equilibria in large games than deviation-preserving reduction.PhDComputer Science and EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/113587/1/btwied_1.pd

Molecular Model of Dynamic Social Network Based on E-mail communication

In this work we consider an application of physically inspired sociodynamical model to the modelling of the evolution of email-based social network. Contrary to the standard approach of sociodynamics, which assumes expressing of system dynamics with heuristically defined simple rules, we postulate the inference of these rules from the real data and their application within a dynamic molecular model. We present how to embed the n-dimensional social space in Euclidean one. Then, inspired by the Lennard-Jones potential, we define a data-driven social potential function and apply the resultant force to a real e-mail communication network in a course of a molecular simulation, with network nodes taking on the role of interacting particles. We discuss all steps of the modelling process, from data preparation, through embedding and the molecular simulation itself, to transformation from the embedding space back to a graph structure. The conclusions, drawn from examining the resultant networks in stable, minimum-energy states, emphasize the role of the embedding process projecting the non–metric social graph into the Euclidean space, the significance of the unavoidable loss of information connected with this procedure and the resultant preservation of global rather than local properties of the initial network. We also argue applicability of our method to some classes of problems, while also signalling the areas which require further research in order to expand this applicability domain

Climate Change and the Stability of Water Allocation Agreements

We analyse agreements on river water allocation between riparian countries. Besides being efficient, water allocation agreements need to be stable in order to be effective in increasing the efficiency of water use. In this paper, we assess the stability of water allocation agreements, using a game theoretic model. We consider the effects of climate change and the choice of a sharing rule on stability. Our results show that both a decrease in mean river flow and an increase in the variance of river flow decrease the stability of an agreement. An agreement where the downstream country is allocated a fixed amount of water has the lowest stability compared to other sharing rules.Water Allocation, Stability, Climate Change, Game Theory

Gather-and-broadcast frequency control in power systems

We propose a novel frequency control approach in between centralized and distributed architectures, that is a continuous-time feedback control version of the dual decomposition optimization method. Specifically, a convex combination of the frequency measurements is centrally aggregated, followed by an integral control and a broadcast signal, which is then optimally allocated at local generation units. We show that our gather-and-broadcast control architecture comprises many previously proposed strategies as special cases. We prove local asymptotic stability of the closed-loop equilibria of the considered power system model, which is a nonlinear differential-algebraic system that includes traditional generators, frequency-responsive devices, as well as passive loads, where the sources are already equipped with primary droop control. Our feedback control is designed such that the closed-loop equilibria of the power system solve the optimal economic dispatch problem

Parametrization of stochastic inputs using generative adversarial networks with application in geology

We investigate artificial neural networks as a parametrization tool for stochastic inputs in numerical simulations. We address parametrization from the point of view of emulating the data generating process, instead of explicitly constructing a parametric form to preserve predefined statistics of the data. This is done by training a neural network to generate samples from the data distribution using a recent deep learning technique called generative adversarial networks. By emulating the data generating process, the relevant statistics of the data are replicated. The method is assessed in subsurface flow problems, where effective parametrization of underground properties such as permeability is important due to the high dimensionality and presence of high spatial correlations. We experiment with realizations of binary channelized subsurface permeability and perform uncertainty quantification and parameter estimation. Results show that the parametrization using generative adversarial networks is very effective in preserving visual realism as well as high order statistics of the flow responses, while achieving a dimensionality reduction of two orders of magnitude

Capturing the phase diagram of (2+1)-dimensional CDT using a balls-in-boxes model

We study the phase diagram of a one-dimensional balls-in-boxes (BIB) model that has been proposed as an effective model for the spatial-volume dynamics of (2+1)-dimensional causal dynamical triangulations (CDT). The latter is a statistical model of random geometries and a candidate for a nonperturbative formulation of quantum gravity, and it is known to have an interesting phase diagram, in particular including a phase of extended geometry with classical properties. Our results corroborate a previous analysis suggesting that a particular type of potential is needed in the BIB model in order to reproduce the droplet condensation typical of the extended phase of CDT. Since such a potential can be obtained by a minisuperspace reduction of a (2+1)-dimensional gravity theory of the Ho\v{r}ava-Lifshitz type, our result strengthens the link between CDT and Ho\v{r}ava-Lifshitz gravity.Comment: 21 pages, 7 figure