Publication Types:

Inverse game theory: An incenter-based approach

2025ArticleConference paper
L. Cui, H. Yu, P. Pinson, D. Paccagnan
34th International Joint Conference on Artificial Intelligence, IJCAI 2025 (pp. 3805-3813)
Publication year: 2025
Estimating player utilities from observed equilibria is crucial for many applications. Existing approaches to tackle this problem are either limited to specific games or do not scale well with the number of players. Our work addresses these is sues by proposing a novel utility estimation method for general multi-player non-cooperative games. Our main idea consists in reformulating the inverse game problem as an inverse variational in equality problem and in selecting among all utility parameters consistent with the data, the so-called incenter. We show that the choice of the incenter can produce parameters that are most robust to the observed equilibrium behaviors. However, its computation is challenging, as the number of constraints in the corresponding optimization problem increases with the number of players and the behavior space size. To tackle this challenge, we propose a loss function-based algorithm, making our method scalable to games with many players or a continuous action space. Furthermore, we show that our method can be extended to incorporate prior knowledge of player utilities, and that it can handle inconsistent data, i.e., data where players do not play exact equilibria. Numerical experiments on three game applications demonstrate that our methods outperform the state of the art.

Monetizing customer load data for an energy retailer: A cooperative game approach

2021ArticleConference paper
L. Han, P. Pinson, J. Kazempour
Proc. Conference on Probabilistic Methods for Power Systems (PMAPS) 2021
Publication year: 2021

Adaptive generalized logit-Normal distributions for wind power short-term forecasting

2021ArticleConference paper
A. Pierrot, P. Pinson
Proc. Conference on Probabilistic Methods for Power Systems (PMAPS) 2021
Publication year: 2021

Introducing distributed learning in wind power forecasting

2016ArticleConference paper
P. Pinson
Proc. Conference on Probabilistic Methods for Power Systems (PMAPS) 2016
Publication year: 2016