ERC Advanced Grant · 2024
Game theory is essential for studying central problems in economics and management such as auctions, contests, oligopoly, and platform competition. However, deriving equilibrium strategies in such games with incomplete information is notoriously challenging. For instance, analytical solutions are available only for simple auction models under restrictive assumptions. The lack of numerical methods for solving equilibrium problems impedes advancements in theory and practice. Building on insights from my recent research, ELUD develops online optimization and learning methods to solve equilibrium problems in single- and multi-stage Bayesian games that have previously been deemed intractable.…
From the public funding record at EU CORDIS. Describes the funded project, not the reviews below.