Matthias Oberlechner
E-Mail: matthias.oberlechner(at)tum.de
Phone: +49 (0) 89 289 - 17506
Office: Room 01.10.055
Boltzmannstr. 3
85748 Garching bei München, Germany
Hours: by arrangement
Short Bio
After receiving my M.Sc. in Mathematics at the Technical University of Munich, I started my my Ph.D. in the computer science department under the supervision of Martin Bichler. In my research, I investigate learning dynamics in multi-agent systems with application to economic settings such as auctions and contests. In particular, I am interested in the underlying structures that allow simple learning algorithms to reach the equilibrium strategies in these games. In most of my projects I rely on methods from online convex optimization and numerical simulations.
Education
- Ph.D. Student in the Department of Computer Science at TUM
Munich, Germany, since 09/2020 - M.Sc. Mathematics at TUM
Munich, Germany, 04/2017 - 06/2020 - B.Sc. Mathematics at TUM
Munich, Germany, 10/2013 - 01/2017
Other Experiences
- Program Associate supported by the Alfred P. Sloan Foundation
Mathematics and Computer Science of Market and Mechanism Design at SLMath
Berkeley, USA, 08/2023 - 12/2023 - Associated Member
DFG Research Training Group AdONE at TUM
Munich, Germany, since 11/2020 - Erasmus Student
Uppsala University
Uppsala, Sweden, 08/2018 - 01/2019
Publications
Working Paper
- Online Optimization Algorithms in Repeated Price Competition: Equilibrium Learning and Algorithmic Collusion
Martin Bichler, Julius Durmann, Matthias Oberlechner
Working Paper, 2024 [arXiv]
Journal Publications
- Computing Bayes Nash Equilibrium Strategies in Auction Games via Simultaneous Online Dual Averaging
Martin Bichler, Maximilian Fichtl, Matthias Oberlechner
Operations Research, 2023 [ DOI | arXiv]
- Learning equilibrium in bilateral bargaining games
Martin Bichler, Nils Kohring, Matthias Oberlechner, Fabian R. Pieroth
European Journal of Operational Research, 2023 [ DOI ]
Conference Papers
- On the Convergence of Learning Algorithms in Bayesian Auction Games
Martin Bichler, Stephan B. Lunowa, Matthias Oberlechner, Fabian R. Pieroth, Barabara Wohlmuth
Accepted at the 39th Annual AAAI Conference on Artificial Intelligence (AAAI-25), 2025, Philadelphia (USA) [ arXiv ]
- Low Revenue in Display Ad Auctions: Algorithmic Collusion vs. Non-Quasilinear Preferences
Martin Bichler, Alok Gupta, Laura Mathews, Matthias Oberlechner
Conference on Information Systems and Technology (CIST), 2024, Seattle (USA). [ arXiv ]
Presented at International Conference on Operations Research 2024 (OR2024), 2024, Munich (Germany).
Previous version presented at Ninth Marketplace Innovation Workshop (MIW), 2024, Online.
- Computing Bayes Nash Equilibrium Strategies in Auction Games via Simultaneous Online Dual Averaging
Martin Bichler, Maximilian Fichtl, Matthias Oberlechner
24th ACM Conference on Economics and Computation (ACM-EC), 2023, London (UK). [ DOI | arXiv ]
Workshop Papers
- Computing Bayes Nash Equilibrium Strategies in Crowdsourcing Contests
Martin Bichler, Markus Ewert, Matthias Oberlechner
In 32nd Workshop on Information Technologies and Systems (WITS-22), 2022, Copenhagen (Denmark).
- Computing Distributional Bayes Nash Equilibria in Auction Games via Gradient Dynamics
Martin Bichler, Maximilian Fichtl, Matthias Oberlechner
In Workshop on Reinforcement Learning in Games (AAAI-22), 2022, Online. [ venue | pdf ]
Previous version in Workshop on Learning in Presence of Strategic Behavior (NeurIPS21), 2021, Online.
Teaching
Classes
- Operations Research (IN0024)
Teaching Assistant: SS21, SS22, SS23, SS24
- Auction Theory and Market Design (IN2211)
Teaching Assistant: WS21/22, WS22/23
Supervised Theses
- Learning Bayes-Nash Equilibrium Strategies in Auctions using Discontinuous Neural Networks
Thesis, Bachelor - Information Systems, 2024 - Analyzing the Potentialness of Random Games using the Hodge Decomposition
Thesis, Bachelor - Informatics, 2024 - Numerical Methods for Variational Inequalities and Application to Equilibrium Learning in Game Theory
Thesis, Master - Mathematics in Data Science, 2024 - Learning in Continuous Games with Bandit Feedback
Thesis, Bachelor - Information Systems, 2024 - Numerical Experiments for Equilibrium Learning with Bandit-Feedback in Contests
Thesis, Master - Informatics, 2023 - Equilibrium Learning in Bertrand and Cournot Competition
Interdisciplinary Project (IDP), Master - Informatics, 2023 - Development of a DGS Auction Problem Generator
Thesis, Bachelor - Information Systems, 2023 - Application-oriented Analysis of Inventory Management in the Context of Strategic Portfolio Planning in the Automotive Sector Using Operations Research
Thesis, Bachelor - Information Systems, 2023 - Learning Discrete Equilibrium Strategies in Auction Games
Thesis, Master - Robotics, Cognition, Intelligence, 2022 - Visualisation of different Learning Algorithms in Matrix Games
Thesis, Bachelor - Information Systems, 2022 - Multiplicative Weights Update in Congestion Games
Thesis, Bachelor Information Systems, 2022 - Solving the CVRPTW: Quantum Annealing vs. Exact Optimization
Thesis, Master - Mathematics, 2022 - Visualization of Different Equilibrium Concepts in Matrix Games
Thesis, Bachelor - Information Systems, 2022 - A Comparison of No-External-Regret and No-Internal-Regret Learning Algorithmis in Matrix Games
Thesis, Bachelor - Informatics, 2022 - No-Regret Learning in Finite Games
Thesis, Bachelor - Information Systems, 2022 - Stable Marriage Problem: Fair Algorithms and Applications
Thesis, Bachelor - Information Systems, 2021
For available theses topics, check out this page.