CDC'19

I’m glad to announce that our L-CSS paper Estimating Private Beliefs of Bayesian Agents Based on Observed Decisions has also been accepted for presentation at the 58th IEEE Conference on Decision and Control (CDC). The conference will this year be held 11-13 December in Nice, France.

In the paper, we consider sequential stochastic decision problems in which, at each time instant, an agent optimizes its local utility by solving a stochastic program and, subsequently, announces its decision to the world. Given this action, we study the problem of estimating the agent’s private belief – that is, its posterior distribution over the set of states of nature based on its private observations.

In other words: how can one estimate how agents perceive the world based on their decisions and actions? This is a natural continuation of our previous works on inverse filtering [1, 2].