Efficiently Characterizing Games Consistent with Perturbed Equilibrium Observations

@inproceedings{Ziani2016EfficientlyCG,
  title={Efficiently Characterizing Games Consistent with Perturbed Equilibrium Observations},
  author={Juba Ziani and Venkat Chandrasekaran and Katrina Ligett},
  year={2016}
}
In this thesis, we study the problem of characterizing the set of games that are consistent with observed equilibrium play, a fundamental problem in econometrics. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem, for many classes of games and observation models of interest. Our approach provides a sharp, computationally efficient characterization of the extent to which a particular set of observations constrains the space of games… 
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