Reviews: Robust Multi-agent Counterfactual Prediction

This problem arises in a number of mechanism design contexts, where intervening on a system constitutes changing the rules of the game. Calculating counterfactual value requires reasoning about how rule changes affect equilibrium behavior of the agents. Under strong assumptions this counterfactual value is point-identified, but these assumptions are often implausible. The authors present a scheme for relaxing these assumptions, and characterizing the set of values that are compatible with the observed data under this relaxation. The relaxation of point-identification assumptions is presented in terms of a second game, which the authors call the Revelation Game.