Matthias Oberlechner
E-Mail: matthias.oberlechner@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
- On the Convergence of Learning Algorithms in Bayesian Auction Games
Martin Bichler, Stephan B. Lunowa, Matthias Oberlechner, Fabian R. Pieroth, Barabara Wohlmuth
Preprint, 2023 [ 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
- 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.