Game Theory - Winter, 2017
This course will cover the fundamentals of game theory. Game theory is the study of decision problems in which there are multiple decision makers, and the quality of a decision maker's choice depends on that choice as well as the choices of others. From this perspective, game theory shares some common points with control systems problems, in particular those with distributed topologies, where the interconnection of different elements (agents) leads to a global behavior that depends on the local interaction of these agents. Game theory has recently found many applications in formulating network resource allocation problems and in coordinating the behavior of network entities to achieve a stable operating point with global consensus property.
Term: Winter Quarter, 2017
Lecture: Sat and Mon, 10:00-11:30
Text Book References:
- "Game Theory" by Drew Fudenberg and Jean Tirole, MIT Press, 1991.
- "An Introduction to Game Theory" by Martin J. Osborne, Oxford University Press, 2003
- "Game Theory: An Introduction" by Steven Tadelis, Princeton University Press, 2013.
- "Game theory" by S. Zamir, M. Maschler, and E. Solan, Cambridge: Cambridge University Press, 2013.
- "Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations," by Y. Shoham and K. Leyton-Brown, Cambridge, U.K.:Cambridge Univ. Press, 2008.
- "Algorithmic Game Theory," N. Nisan, T. Roughgarden, E. Tardos, and V. Vazirani, Eds. Cambridge, U.K.: Cambridge Univ. Press, 2007.
Lectures
- Lecture 0 - Course Introduction: [pdf]
- Lecture 1 - Game Theory vs. Optimization and Decision Theory: [pdf]
- Lecture 2 - Basic Solution Concepts: [pdf]
- Lecture 3 - Nash Equilibrium: [pdf]
- Lecture 4 - Nash's Theorem: [pdf]
- Lecture 5 - Correlated Equilibrium: [pdf]
- Lecture 6 - Maxmin and Minmax Strategies, Minimax Regret: [pdf]
- Lecture 7 - Introduction to Computing Game-Theoretic Solution Concepts: [pdf]
- Lecture 8 - The Simplex Method for Solving Linear Programs: [pdf]
- Lecture 9 - LP Duality and the Minimax Theorem: [pdf]
- Lecture 10 - Computing the Domination-Based Concepts: [pdf]
- Lecture 11 - Computing Nash Equilibria: [pdf]
- Lecture 12 - Congestion and Potential Games: [pdf]
- Lecture 13 - Graphical Games: [pdf]
- Lecture 14 - Introduction to Dynamic Computation of Game-Theoretic Solution Concepts: [pdf]
- Lecture 15 - Learning Minmax Strategies in Zero-Sum Games: [pdf]
- Lecture 16 - No-Regret Dynamics for Convergence to Correlated Equilibria: [pdf]