A game-theoretic approach for hierarchical epidemic control
F Jia, A Mate, Z Li, S Jabbari, M Chakraborty, M Tambe, MP Wellman, and Y Vorobeychik
Autonomous Agents and Multi-Agent Systems, 39, 14:1–37 (2025).
Abstract
We design and analyze a multi-level game-theoretic model of hierarchical policy…
Understanding the Implications of Advanced AI on Financial Markets
MP Wellman
Journal of Financial Transformation, 60:14-19, 2025.
Abstract
The rapid advancement of surprisingly capable AI is raising questions about AI’s impact on virtually all aspects of our economy and society. The nexus of AI and finance…
Empirical Game Theoretic Analysis: A Survey
MP Wellman, K Tuyls, and A Greenwald
Journal of Artificial Intelligence Research, 82:1017-1076, 2025.
Abstract
In the empirical approach to game-theoretic analysis (EGTA), the model of the game comes not from declarative representation, but…
Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO
C Konicki, M Chakraborty, and MP Wellman
24th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), May 2025. Forthcoming.
Abstract
Policy Space Response Oracles (PSRO) interleaves empirical game-theoretic analysis…
SRG paper wins Best Paper Award at ICAIF 2024
The paper titled "The Effect of Liquidity on the Spoofability of Financial Markets," led by Anri Gu, an undergraduate researcher with SRG, and coauthored by our recent PhD alum Yongzhao Wang, current PhD student Chris Mascioli, assistant research…
Market Making with Learned Beta Policies
Y Wang, R Savani, A Gu, C Mascioli, T Turocy, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 643-651, November 2024.
Abstract
In market making, a market maker (MM) can concurrently place many buy and sell…
Christine Konicki defends dissertation
On 21 October 2024, Christine Konicki successfully defended her PhD dissertation titled, "Exploiting Tree Structure in Empirical Game-Theoretic Analysis for Extensive-Form Games."
Thanks to the dissertation committee members:
Michael…
A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning
C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 117-125, November 2024.
Abstract
We present PyMarketSim, a financial market simulation environment designed for training…
The Effect of Liquidity on the Spoofability of Financial Markets
A Gu, Y Wang, C Mascioli, R Savani, T Turocy, M Chakraborty, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 239-247, November 2024.
Recipient of the ICAIF24 Best Paper Award.
Abstract
We investigate the…
Navigating in a Space of Game Views
MP Wellman, K Mayo
Autonomous Agents and Multi-Agent Systems (JAAMAS), 38(31):1–25, 2024.
Abstract
Game-theoretic modeling entails selecting the particular elements of a complex strategic situation deemed most salient for strategic analysis.…