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Evaluating deep multiagent reinforcement learning (MARL) algorithms is complicated by stochasticity in training and sensitivity of agent performance to the behavior of other agents. We propose a meta-game evaluation framework for deep MARL, by framing each MARL algorithm as a meta-strategy, and repeatedly sampling normal-form empirical games over combinations of meta-strategies resulting from different random seeds. Each empirical game captures both self-play and cross-play factors across seeds. These empirical games provide the basis for constructing a sampling distribution, using bootstrapping, over a variety of game analysis statistics. We use this approach to evaluate state-of-the-art deep MARL algorithms on a class of negotiation games. From statistics on individual payoffs, social welfare, and empirical best-response graphs, we uncover strategic relationships among self-play, population-based, model-free, and model-based MARL methods.We also investigate the effect of run-time search as a meta-strategy operator, and find via meta-game analysis that the search version of a meta-strategy generally leads to improved performance., Comment: Accepted by IJCAI 2024 Main Track

In the empirical approach to game-theoretic analysis (EGTA), the model of the game comes not from declarative representation, but is derived by interrogation of a procedural description of the game environment. The motivation for developing this approach was to enable game-theoretic reasoning about strategic situations too complex for analytic specification and solution. Since its introduction over twenty years ago, EGTA has been applied to a wide range of multiagent domains, from auctions and markets to recreational games to cyber-security. We survey the extensive methodology developed for EGTA over the years, organized by the elemental subproblems comprising the EGTA process. We describe key EGTA concepts and techniques, and the questions at the frontier of EGTA research. Recent advances in machine learning have accelerated progress in EGTA, and promise to significantly expand our capacities for reasoning about complex game situations., Comment: 72 pages, 17 figures

Game-based decision-making involves reasoning over both world dynamics and strategic interactions among the agents. Typically, empirical models capturing these respective aspects are learned and used separately. We investigate the potential gain from co-learning these elements: a world model for dynamics and an empirical game for strategic interactions. Empirical games drive world models toward a broader consideration of possible game dynamics induced by a diversity of strategy profiles. Conversely, world models guide empirical games to efficiently discover new strategies through planning. We demonstrate these benefits first independently, then in combination as realized by a new algorithm, Dyna-PSRO, that co-learns an empirical game and a world model. When compared to PSRO -- a baseline empirical-game building algorithm, Dyna-PSRO is found to compute lower regret solutions on partially observable general-sum games. In our experiments, Dyna-PSRO also requires substantially fewer experiences than PSRO, a key algorithmic advantage for settings where collecting player-game interaction data is a cost-limiting factor.

In iterative approaches to empirical game-theoretic analysis (EGTA), the strategy space is expanded incrementally based on analysis of intermediate game models. A common approach to strategy exploration, represented by the double oracle algorithm, is to add strategies that best-respond to a current equilibrium. This approach may suffer from overfitting and other limitations, leading the developers of the policy-space response oracle (PSRO) framework for iterative EGTA to generalize the target of best response, employing what they term meta-strategy solvers (MSSs). Noting that many MSSs can be viewed as perturbed or approximated versions of Nash equilibrium, we adopt an explicit regularization perspective to the specification and analysis of MSSs. We propose a novel MSS called regularized replicator dynamics (RRD), which simply truncates the process based on a regret criterion. We show that RRD is more adaptive than existing MSSs and outperforms them in various games. We extend our study to three-player games, for which the payoff matrix is cubic in the number of strategies and so exhaustively evaluating profiles may not be feasible. We propose a profile search method that can identify solutions from incomplete models, and combine this with iterative model construction using a regularized MSS. Finally, and most importantly, we reveal that the regret of best response targets has a tremendous influence on the performance of strategy exploration through experiments, which provides an explanation for the effectiveness of regularization in PSRO., Comment: 15pages, 12 figures

Empirical game-theoretic analysis (EGTA) is a general framework for reasoning about complex games using agent-based simulation. Data from simulating select strategy profiles is employed to estimate a cogent and tractable game model approximating the underlying game. To date, EGTA methodology has focused on game models in normal form; though the simulations play out in sequential observations and decisions over time, the game model abstracts away this temporal structure. Richer models of \textit{extensive-form games} (EFGs) provide a means to capture temporal patterns in action and information, using tree representations. We propose \textit{tree-exploiting EGTA} (TE-EGTA), an approach to incorporate EFG models into EGTA\@. TE-EGTA constructs game models that express observations and temporal organization of activity, albeit at a coarser grain than the underlying agent-based simulation model. The idea is to exploit key structure while maintaining tractability. We establish theoretically and experimentally that exploiting even a little temporal structure can vastly reduce estimation error in strategy-profile payoffs compared to the normal-form model. Further, we explore the implications of EFG models for iterative approaches to EGTA, where strategy spaces are extended incrementally. Our experiments on several game instances demonstrate that TE-EGTA can also improve performance in the iterative setting, as measured by the quality of equilibrium approximation as the strategy spaces are expanded., Comment: This paper has been slightly revised from the original version published at WINE 2022; to wit, the proof included in the appendices of our key theoretical result has been expanded

Multiagent reinforcement learning (MARL) has benefited significantly from population-based and game-theoretic training regimes. One approach, Policy-Space Response Oracles (PSRO), employs standard reinforcement learning to compute response policies via approximate best responses and combines them via meta-strategy selection. We augment PSRO by adding a novel search procedure with generative sampling of world states, and introduce two new meta-strategy solvers based on the Nash bargaining solution. We evaluate PSRO's ability to compute approximate Nash equilibrium, and its performance in two negotiation games: Colored Trails, and Deal or No Deal. We conduct behavioral studies where human participants negotiate with our agents ($N = 346$). We find that search with generative modeling finds stronger policies during both training time and test time, enables online Bayesian co-player prediction, and can produce agents that achieve comparable social welfare negotiating with humans as humans trading among themselves.

We present a simulation-based approach for solution of mean field games (MFGs), using the framework of empirical game-theoretical analysis (EGTA). Our primary method employs a version of the double oracle, iteratively adding strategies based on best response to the equilibrium of the empirical MFG among strategies considered so far. We present Fictitious Play (FP) and Replicator Dynamics as two subroutines for computing the empirical game equilibrium. Each subroutine is implemented with a query-based method rather than maintaining an explicit payoff matrix as in typical EGTA methods due to a representation issue we highlight for MFGs. By introducing game model learning and regularization, we significantly improve the sample efficiency of the primary method without sacrificing the overall learning performance. Theoretically, we prove that a Nash equilibrium (NE) exists in the empirical MFG and show the convergence of iterative EGTA to NE of the full MFG with either subroutine. We test the performance of iterative EGTA in various games and show that it outperforms directly applying FP to MFGs in terms of iterations of strategy introduction., Comment: 11 papes, 6 figures

Financial options are contracts that specify the right to buy or sell an underlying asset at a strike price by an expiration date. Standard exchanges offer options of predetermined strike values and trade options of different strikes independently, even for those written on the same underlying asset. Such independent market design can introduce arbitrage opportunities and lead to the thin market problem. The paper first proposes a mechanism that consolidates and matches orders on standard options related to the same underlying asset, while providing agents the flexibility to specify any custom strike value. The mechanism generalizes the classic double auction, runs in time polynomial to the number of orders, and poses no risk to the exchange, regardless of the value of the underlying asset at expiration. Empirical analysis on real-market options data shows that the mechanism can find new matches for options of different strike prices and reduce bid-ask spreads. Extending standard options written on a single asset, we propose and define a new derivative instrument -- combinatorial financial options that offer contract holders the right to buy or sell any linear combination of multiple underlying assets. We generalize our single-asset mechanism to match options written on different combinations of assets, and prove that optimal clearing of combinatorial financial options is coNP-hard. To facilitate market operations, we propose an algorithm that finds the exact optimal match through iterative constraint generation, and evaluate its performance on synthetically generated combinatorial options markets of different scales. As option prices reveal the market's collective belief of an underlying asset's future value, a combinatorial options market enables the expression of aggregate belief about future correlations among assets., Comment: To appear in EC21

Policy-Space Response Oracles (PSRO) is a general algorithmic framework for learning policies in multiagent systems by interleaving empirical game analysis with deep reinforcement learning (Deep RL). At each iteration, Deep RL is invoked to train a best response to a mixture of opponent policies. The repeated application of Deep RL poses an expensive computational burden as we look to apply this algorithm to more complex domains. We introduce two variations of PSRO designed to reduce the amount of simulation required during Deep RL training. Both algorithms modify how PSRO adds new policies to the empirical game, based on learned responses to a single opponent policy. The first, Mixed-Oracles, transfers knowledge from previous iterations of Deep RL, requiring training only against the opponent's newest policy. The second, Mixed-Opponents, constructs a pure-strategy opponent by mixing existing strategy's action-value estimates, instead of their policies. Learning against a single policy mitigates variance in state outcomes that is induced by an unobserved distribution of opponents. We empirically demonstrate that these algorithms substantially reduce the amount of simulation during training required by PSRO, while producing equivalent or better solutions to the game.

In empirical game-theoretic analysis (EGTA), game models are extended iteratively through a process of generating new strategies based on learning from experience with prior strategies. The strategy exploration problem in EGTA is how to direct this process so to construct effective models with minimal iteration. A variety of approaches have been proposed in the literature, including methods based on classic techniques and novel concepts. Comparing the performance of these alternatives can be surprisingly subtle, depending sensitively on criteria adopted and measures employed. We investigate some of the methodological considerations in evaluating strategy exploration, defining key distinctions and identifying a few general principles based on examples and experimental observations. In particular, we emphasize the fact that empirical games create a space of strategies that should be evaluated as a whole. Based on this fact, we suggest that the minimum regret constrained profile (MRCP) provides a particularly robust basis for evaluating a space of strategies, and propose a local search method for MRCP that outperforms previous approaches. However, the computation of MRCP is not always feasible especially in large games. In this scenario, we highlight consistency considerations for comparing across different approaches. Surprisingly, we find that recent works violate these considerations that are necessary for evaluation, which may result in misleading conclusions on the performance of different approaches. For proper evaluation, we propose a new evaluation scheme and demonstrate that our scheme can reveal the true learning performance of different approaches compared to previous evaluation methods., Comment: 23 pages, 4 figures, 8 tables

We design and analyze a multi-level game-theoretic model of hierarchical policy interventions for epidemic control, such as those in response to the COVID-19 pandemic. Our model captures the potentially mismatched priorities among a hierarchy of policy-makers (e.g., federal, state, and local governments) with respect to two cost components that have opposite dependence on the policy strength -- post-intervention infection rates and the socio-economic cost of policy implementation. Additionally, our model includes a crucial third factor in decisions: a cost of non-compliance with the policy-maker immediately above in the hierarchy, such as non-compliance of counties with state-level policies. We propose two novel algorithms for approximating solutions to such games. The first is based on best response dynamics (BRD), and exploits the tree structure of the game. The second combines quadratic integer programming (QIP), which enables us to collapse the two lowest levels of the game, with best response dynamics. Through extensive experiments, we show that our QIP-based approach significantly outperforms the BRD algorithm both in running time and the quality of equilibrium solutions. Finally, we apply the QIP-based algorithm to experiments based on both synthetic and real-world data under various parameter configurations and analyze the resulting (approximate) equilibria to gain insight into the impact of decentralization on overall welfare (measured as the negative sum of costs) as well as emergent properties like free-riding and fairness in cost distribution among policy-makers.

Intuitively, experience playing against one mixture of opponents in a given domain should be relevant for a different mixture in the same domain. We propose a transfer learning method, Q-Mixing, that starts by learning Q-values against each pure-strategy opponent. Then a Q-value for any distribution of opponent strategies is approximated by appropriately averaging the separately learned Q-values. From these components, we construct policies against all opponent mixtures without any further training. We empirically validate Q-Mixing in two environments: a simple grid-world soccer environment, and a complicated cyber-security game. We find that Q-Mixing is able to successfully transfer knowledge across any mixture of opponents. We next consider the use of observations during play to update the believed distribution of opponents. We introduce an opponent classifier -- trained in parallel to Q-learning, using the same data -- and use the classifier results to refine the mixing of Q-values. We find that Q-Mixing augmented with the opponent classifier function performs comparably, and with lower variance, than training directly against a mixed-strategy opponent.

Advances in machine learning (ML) in recent years have enabled a dizzying array of applications such as data analytics, autonomous systems, and security diagnostics. ML is now pervasive---new systems and models are being deployed in every domain imaginable, leading to rapid and widespread deployment of software based inference and decision making. There is growing recognition that ML exposes new vulnerabilities in software systems, yet the technical community's understanding of the nature and extent of these vulnerabilities remains limited. We systematize recent findings on ML security and privacy, focusing on attacks identified on these systems and defenses crafted to date. We articulate a comprehensive threat model for ML, and categorize attacks and defenses within an adversarial framework. Key insights resulting from works both in the ML and security communities are identified and the effectiveness of approaches are related to structural elements of ML algorithms and the data used to train them. We conclude by formally exploring the opposing relationship between model accuracy and resilience to adversarial manipulation. Through these explorations, we show that there are (possibly unavoidable) tensions between model complexity, accuracy, and resilience that must be calibrated for the environments in which they will be used.

We develop multiattribute auctions that accommodate generalized additive independent (GAI) preferences. We propose an iterative auction mechanism that maintains prices on potentially overlapping GAI clusters of attributes, thus decreases elicitation and computational burden, and creates an open competition among suppliers over a multidimensional domain. Most significantly, the auction is guaranteed to achieve surplus which approximates optimal welfare up to a small additive factor, under reasonable equilibrium strategies of traders. The main departure of GAI auctions from previous literature is to accommodate non-additive trader preferences, hence allowing traders to condition their evaluation of specific attributes on the value of other attributes. At the same time, the GAI structure supports a compact representation of prices, enabling a tractable auction process. We perform a simulation study, demonstrating and quantifying the significant efficiency advantage of more expressive preference modeling. We draw random GAI-structured utility functions with various internal structures, generate additive functions that approximate the GAI utility, and compare the performance of the auctions using the two representations. We find that allowing traders to express existing dependencies among attributes improves the economic efficiency of multiattribute auctions.

Transmission of disease, spread of information and rumors, adoption of new products, and many other network phenomena can be fruitfully modeled as cascading processes, where actions chosen by nodes influence the subsequent behavior of neighbors in the network graph. Current literature on cascades tends to assume nodes choose myopically based on the state of choices already taken by other nodes. We examine the possibility of strategic choice, where agents representing nodes anticipate the choices of others who have not yet decided, and take into account their own influence on such choices. Our study employs the framework of Chierichetti et al. [2012], who (under assumption of myopic node behavior) investigate the scheduling of node decisions to promote cascades of product adoptions preferred by the scheduler. We show that when nodes behave strategically, outcomes can be extremely different. We exhibit cases where in the strategic setting 100% of agents adopt, but in the myopic setting only an arbitrarily small epsilon % do. Conversely, we present cases where in the strategic setting 0% of agents adopt, but in the myopic setting (100-epsilon)% do, for any constant epsilon > 0. Additionally, we prove some properties of cascade processes with strategic agents, both in general and for particular classes of graphs., Comment: To appear in EC 2014

Formal analyses of incentives for compliance with network protocols often appeal to game-theoretic models and concepts. Applications of game-theoretic analysis to network security have generally been limited to highly stylized models, where simplified environments enable tractable study of key strategic variables. We propose a simulation-based approach to game-theoretic analysis of protocol compliance, for scenarios with large populations of agents and large policy spaces. We define a general procedure for systematically exploring a structured policy space, directed expressly to resolve the qualitative classification of equilibrium behavior as compliant or non-compliant. The techniques are illustrated and exercised through an extensive case study analyzing compliance incentives for introduction-based routing. We find that the benefits of complying with the protocol are particularly strong for nodes subject to attack, and the overall compliance level achieved in equilibrium, while not universal, is sufficient to support the desired security goals of the protocol., Comment: Presented at the Twelfth Workshop on the Economics of Information Security, Washington, DC, June 2013

This is the Proceedings of the Eighth Conference on Uncertainty in Artificial Intelligence, which was held in Stanford, CA, July 17-19, 1992

Bayesian networks provide a probabilistic semantics for qualitative assertions about likelihood. A qualitative reasoner based on an algebra over these assertions can derive further conclusions about the influence of actions. While the conclusions are much weaker than those computed from complete probability distributions, they are still valuable for suggesting potential actions, eliminating obviously inferior plans, identifying important tradeoffs, and explaining probabilistic models., Comment: Appears in Proceedings of the Second Conference on Uncertainty in Artificial Intelligence (UAI1986)

Much of the controversy about methods for automated decision making has focused on specific calculi for combining beliefs or propagating uncertainty. We broaden the debate by (1) exploring the constellation of secondary tasks surrounding any primary decision problem, and (2) identifying knowledge engineering concerns that present additional representational tradeoffs. We argue on pragmatic grounds that the attempt to support all of these tasks within a single calculus is misguided. In the process, we note several uncertain reasoning objectives that conflict with the Bayesian ideal of complete specification of probabilities and utilities. In response, we advocate treating the uncertainty calculus as an object language for reasoning mechanisms that support the secondary tasks. Arguments against Bayesian decision theory are weakened when the calculus is relegated to this role. Architectures for uncertainty handling that take statements in the calculus as objects to be reasoned about offer the prospect of retaining normative status with respect to decision making while supporting the other tasks in uncertain reasoning., Comment: Appears in Proceedings of the Third Conference on Uncertainty in Artificial Intelligence (UAI1987)

Functional dependencies restrict the potential interactions among variables connected in a probabilistic network. This restriction can be exploited in qualitative probabilistic reasoning by introducing deterministic variables and modifying the inference rules to produce stronger conclusions in the presence of functional relations. I describe how to accomplish these modifications in qualitative probabilistic networks by exhibiting the update procedures for graphical transformations involving probabilistic and deterministic variables and combinations. A simple example demonstrates that the augmented scheme can reduce qualitative ambiguity that would arise without the special treatment of functional dependency. Analysis of qualitative synergy reveals that new higher-order relations are required to reason effectively about synergistic interactions among deterministic variables., Comment: Appears in Proceedings of the Sixth Conference on Uncertainty in Artificial Intelligence (UAI1990)

To coordinate with other agents in its environment, an agent needs models of what the other agents are trying to do. When communication is impossible or expensive, this information must be acquired indirectly via plan recognition. Typical approaches to plan recognition start with a specification of the possible plans the other agents may be following, and develop special techniques for discriminating among the possibilities. Perhaps more desirable would be a uniform procedure for mapping plans to general structures supporting inference based on uncertain and incomplete observations. In this paper, we describe a set of methods for converting plans represented in a flexible procedural language to observation models represented as probabilistic belief networks., Comment: Appears in Proceedings of the Tenth Conference on Uncertainty in Artificial Intelligence (UAI1994)

One important factor determining the computational complexity of evaluating a probabilistic network is the cardinality of the state spaces of the nodes. By varying the granularity of the state spaces, one can trade off accuracy in the result for computational efficiency. We present an anytime procedure for approximate evaluation of probabilistic networks based on this idea. On application to some simple networks, the procedure exhibits a smooth improvement in approximation quality as computation time increases. This suggests that state-space abstraction is one more useful control parameter for designing real-time probabilistic reasoners., Comment: Appears in Proceedings of the Tenth Conference on Uncertainty in Artificial Intelligence (UAI1994)

Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential probabilistic dependencies among the costs. Although these dependencies violate the standard dynamic-programming decomposition, we identify a weaker stochastic consistency condition that justifies a generalized dynamic-programming approach based on stochastic dominance. We present a revised path-planning algorithm and prove that it produces optimal paths under time-dependent uncertain costs. We test the algorithm by applying it to a model of stochastic bus networks, and present empirical performance results comparing it to some alternatives. Finally, we consider extensions of these concepts to a more general class of problems of heuristic search under uncertainty., Comment: Appears in Proceedings of the Eleventh Conference on Uncertainty in Artificial Intelligence (UAI1995)

Typical approaches to plan recognition start from a representation of an agent's possible plans, and reason evidentially from observations of the agent's actions to assess the plausibility of the various candidates. A more expansive view of the task (consistent with some prior work) accounts for the context in which the plan was generated, the mental state and planning process of the agent, and consequences of the agent's actions in the world. We present a general Bayesian framework encompassing this view, and focus on how context can be exploited in plan recognition. We demonstrate the approach on a problem in traffic monitoring, where the objective is to induce the plan of the driver from observation of vehicle movements. Starting from a model of how the driver generates plans, we show how the highway context can appropriately influence the recognizer's interpretation of observed driver behavior., Comment: Appears in Proceedings of the Eleventh Conference on Uncertainty in Artificial Intelligence (UAI1995)

We examine a standard factory scheduling problem with stochastic processing and setup times, minimizing the expectation of the weighted number of tardy jobs. Because the costs of operators in the schedule are stochastic and sequence dependent, standard dynamic programming algorithms such as A* may fail to find the optimal schedule. The SDA* (Stochastic Dominance A*) algorithm remedies this difficulty by relaxing the pruning condition. We present an improved state-space search formulation for these problems and discuss the conditions under which stochastic scheduling problems can be solved optimally using SDA*. In empirical testing on randomly generated problems, we found that in 70%, the expected cost of the optimal stochastic solution is lower than that of the solution derived using a deterministic approximation, with comparable search effort., Comment: Appears in Proceedings of the Twelfth Conference on Uncertainty in Artificial Intelligence (UAI1996)

We present a methodology for representing probabilistic relationships in a general-equilibrium economic model. Specifically, we define a precise mapping from a Bayesian network with binary nodes to a market price system where consumers and producers trade in uncertain propositions. We demonstrate the correspondence between the equilibrium prices of goods in this economy and the probabilities represented by the Bayesian network. A computational market model such as this may provide a useful framework for investigations of belief aggregation, distributed probabilistic inference, resource allocation under uncertainty, and other problems of decentralized uncertainty., Comment: Appears in Proceedings of the Twelfth Conference on Uncertainty in Artificial Intelligence (UAI1996)

We consider the problem of belief aggregation: given a group of individual agents with probabilistic beliefs over a set of uncertain events, formulate a sensible consensus or aggregate probability distribution over these events. Researchers have proposed many aggregation methods, although on the question of which is best the general consensus is that there is no consensus. We develop a market-based approach to this problem, where agents bet on uncertain events by buying or selling securities contingent on their outcomes. Each agent acts in the market so as to maximize expected utility at given securities prices, limited in its activity only by its own risk aversion. The equilibrium prices of goods in this market represent aggregate beliefs. For agents with constant risk aversion, we demonstrate that the aggregate probability exhibits several desirable properties, and is related to independently motivated techniques. We argue that the market-based approach provides a plausible mechanism for belief aggregation in multiagent systems, as it directly addresses self-motivated agent incentives for participation and for truthfulness, and can provide a decision-theoretic foundation for the "expert weights" often employed in centralized pooling techniques., Comment: Appears in Proceedings of the Thirteenth Conference on Uncertainty in Artificial Intelligence (UAI1997)

Qualitative probabilistic reasoning in a Bayesian network often reveals tradeoffs: relationships that are ambiguous due to competing qualitative influences. We present two techniques that combine qualitative and numeric probabilistic reasoning to resolve such tradeoffs, inferring the qualitative relationship between nodes in a Bayesian network. The first approach incrementally marginalizes nodes that contribute to the ambiguous qualitative relationships. The second approach evaluates approximate Bayesian networks for bounds of probability distributions, and uses these bounds to determinate qualitative relationships in question. This approach is also incremental in that the algorithm refines the state spaces of random variables for tighter bounds until the qualitative relationships are resolved. Both approaches provide systematic methods for tradeoff resolution at potentially lower computational cost than application of purely numeric methods., Comment: Appears in Proceedings of the Fourteenth Conference on Uncertainty in Artificial Intelligence (UAI1998)

We exploit qualitative probabilistic relationships among variables for computing bounds of conditional probability distributions of interest in Bayesian networks. Using the signs of qualitative relationships, we can implement abstraction operations that are guaranteed to bound the distributions of interest in the desired direction. By evaluating incrementally improved approximate networks, our algorithm obtains monotonically tightening bounds that converge to exact distributions. For supermodular utility functions, the tightening bounds monotonically reduce the set of admissible decision alternatives as well., Comment: Appears in Proceedings of the Fourteenth Conference on Uncertainty in Artificial Intelligence (UAI1998)

Graphical models based on conditional independence support concise encodings of the subjective belief of a single agent. A natural question is whether the consensus belief of a group of agents can be represented with equal parsimony. We prove, under relatively mild assumptions, that even if everyone agrees on a common graph topology, no method of combining beliefs can maintain that structure. Even weaker conditions rule out local aggregation within conditional probability tables. On a more positive note, we show that if probabilities are combined with the logarithmic opinion pool (LogOP), then commonly held Markov independencies are maintained. This suggests a straightforward procedure for constructing a consensus Markov network. We describe an algorithm for computing the LogOP with time complexity comparable to that of exact Bayesian inference., Comment: Appears in Proceedings of the Fifteenth Conference on Uncertainty in Artificial Intelligence (UAI1999)

Techniques for plan recognition under uncertainty require a stochastic model of the plan-generation process. We introduce Probabilistic State-Dependent Grammars (PSDGs) to represent an agent's plan-generation process. The PSDG language model extends probabilistic context-free grammars (PCFGs) by allowing production probabilities to depend on an explicit model of the planning agent's internal and external state. Given a PSDG description of the plan-generation process, we can then use inference algorithms that exploit the particular independence properties of the PSDG language to efficiently answer plan-recognition queries. The combination of the PSDG language model and inference algorithms extends the range of plan-recognition domains for which practical probabilistic inference is possible, as illustrated by applications in traffic monitoring and air combat., Comment: Appears in Proceedings of the Sixteenth Conference on Uncertainty in Artificial Intelligence (UAI2000)

The emph{securities market} is the fundamental theoretical framework in economics and finance for resource allocation under uncertainty. Securities serve both to reallocate risk and to disseminate probabilistic information. emph{Complete} securities markets - which contain one security for every possible state of nature - support Pareto optimal allocations of risk. Complete markets suffer from the same exponential dependence on the number of underlying events as do joint probability distributions. We examine whether markets can be structured and "compacted" in the same manner as Bayesian network representations of joint distributions. We show that, if all agents' risk-neutral independencies agree with the independencies encoded in the market structure, then the market is emph{operationally complete}: risk is still Pareto optimally allocated, yet the number of securities can be exponentially smaller. For collections of agents of a certain type, agreement on Markov independencies is sufficient to admit compact and operationally complete markets., Comment: Appears in Proceedings of the Sixteenth Conference on Uncertainty in Artificial Intelligence (UAI2000)

Bidding in simultaneous auctions is challenging because an agent's value for a good in one auction may depend on the uncertain outcome of other auctions: the so-called exposure problem. Given the gap in understanding of general simultaneous auction games, previous works have tackled this problem with heuristic strategies that employ probabilistic price predictions. We define a concept of self-confirming prices, and show that within an independent private value model, Bayes-Nash equilibrium can be fully characterized as a profile of optimal price prediction strategies with self-confirming predictions. We exhibit practical procedures to compute approximately optimal bids given a probabilistic price prediction, and near self-confirming price predictions given a price-prediction strategy. An extensive empirical game-theoretic analysis demonstrates that self-confirming price prediction strategies are effective in simultaneous auction games with both complementary and substitutable preference structures., Comment: Appears in Proceedings of the Twenty-Eighth Conference on Uncertainty in Artificial Intelligence (UAI2012)

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of agents' actions. We show that this class includes many well-known games including a variety of auctions and a novel allocation game. In some cases, the best-response algorithm can be iterated to compute Bayes-Nash equilibria. We demonstrate the efficiency of our approach on existing and new games., Comment: Appears in Proceedings of the Twentieth Conference on Uncertainty in Artificial Intelligence (UAI2004)

Simultaneous ascending auctions present agents with the exposure problem: bidding to acquire a bundle risks the possibility of obtaining an undesired subset of the goods. Auction theory provides little guidance for dealing with this problem. We present a new family of decisiontheoretic bidding strategies that use probabilistic predictions of final prices. We focus on selfconfirming price distribution predictions, which by definition turn out to be correct when all agents bid decision-theoretically based on them. Bidding based on these is provably not optimal in general, but our experimental evidence indicates the strategy can be quite effective compared to other known methods., Comment: Appears in Proceedings of the Twenty-First Conference on Uncertainty in Artificial Intelligence (UAI2005)

We present a functional framework for automated mechanism design based on a two-stage game model of strategic interaction between the designer and the mechanism participants, and apply it to several classes of two-player infinite games of incomplete information. At the core of our framework is a black-box optimization algorithm which guides the selection process of candidate mechanisms. Our approach yields optimal or nearly optimal mechanisms in several application domains using various objective functions. By comparing our results with known optimal mechanisms, and in some cases improving on the best known mechanisms, we provide evidence that ours is a promising approach to parametric design of indirect mechanisms., Comment: Appears in Proceedings of the Twenty-Third Conference on Uncertainty in Artificial Intelligence (UAI2007)

A graphical multiagent model (GMM) represents a joint distribution over the behavior of a set of agents. One source of knowledge about agents' behavior may come from gametheoretic analysis, as captured by several graphical game representations developed in recent years. GMMs generalize this approach to express arbitrary distributions, based on game descriptions or other sources of knowledge bearing on beliefs about agent behavior. To illustrate the flexibility of GMMs, we exhibit game-derived models that allow probabilistic deviation from equilibrium, as well as models based on heuristic action choice. We investigate three different methods of integrating these models into a single model representing the combined knowledge sources. To evaluate the predictive performance of the combined model, we treat as actual outcome the behavior produced by a reinforcement learning process. We find that combining the two knowledge sources, using any of the methods, provides better predictions than either source alone. Among the combination methods, mixing data outperforms the opinion pool and direct update methods investigated in this empirical trial., Comment: Appears in Proceedings of the Twenty-Fourth Conference on Uncertainty in Artificial Intelligence (UAI2008)

Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We show that the difference between these formulations can be sharply cast in terms of causal dependence structure, and employ graphical models to illustrate the distinguishing characteristics. The graphical representation supports inferences about signal patterns in the interpreted framework, and suggests how results based on the generated model can be extended to more general situations. Specific insights about bidding games in classical auction mechanisms derive from qualitative graphical models.