Abstract:
We study random games with N players, each with two actions available, and i.i.d. payoffs. We provide a coupling with bond percolation on the hypercube. This coupling allows one to study the geometry of Pure Nash Equilibria (PNE) and other types of equilibria. We show that various phase transitions depend only on a single parameter of the model, that is, the probability of having ties. Moreover, we study the behaviour of learning processes on these random games.
This is based on works with B. Amiet, K. Hamza, M. Nguyen, M. Scarsini, A. Scott, Z. Zhong.
Biography:
Andrea is Director of Research in the Monash Data Futures Institute. He is Associate Professor in the School of Mathematics at Monash University. After earning his PhD in Statistics (Purdue University) in 2004, A/Prof Collevecchio held several postdoc positions in Italy and Germany. In 2006, he became Assistant Professor at the Ca'Foscari University in Venice. He joined the School of Mathematics at Monash University in 2012. His research lies at the intersection of Probability, Analysis and Mathematical Physics. In particular, he is an expert in Reinforced Processes and Large Deviations.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai
This event is open to the NYU Shanghai community and Math community.