FEP3301: Computational Game Theory

Course description

The course focuses on the areas of game theory that are most relevant for engineering applications.

Aims

Upon completion of the course, the students will be able to differentiate between the most important game theoretic models of multi-agent decision making. The students will be able to formaluate game-theoretical models of problems that involve more than one decision making entity. They will be able to use the models and methods covered in the course to solve problems. The students will obtain the knowledge to develop a critical understanding of the research literature in the area.

Course structure

The course consists of 9 lectures of 90 minutes each.
Additionally, there will be 2-4 student presentation sessions of 2-4 hours each (4 presentations/session) spread out over the period. The presentation topics will be related to the topics of the preceeding lectures. The exact number of student presentation sessions will be set upon course start, once the approximate number of course participants is known.
Four homework assignments will have to be handed in and corrected, one every two weeks.

Topics covered

  • Representations of games, basic concepts
  • Equilibria, existence and learning to play equilibria
  • Submodular and potential games
  • Games with imperfect/incomplete information
  • Extensive games, Repeated games, Folk theorems, Stochastic games
  • Evolutionary games
  • Coalition games
  • Implementation theory and mechanism design

Literature

Lecture notes will be available on the course home page. A list of relevant research and overview articles will be provided.

Parts of the course topics are covered in
M. J. Osborne, A. Rubinstein, .Course in Game Theory., MIT Press, Cambridge, Mass., 1994

Requirements for 8 ECTS credits

  • Active participation on the lectures. Attendance at the lectures is compulsory. Please notify the course instructor if you are not able to attend a lecture.
  • Submission of the solutions to the home assignments and correction of a fellow student's home assignment based on the solution guide.
  • Oral presentation of a paper (15+5 mins) in a topic related to the course contents and to own research area (by preference).

Grading

Grading is P/F. Grading is based on home assignments, the presentation and a take-home exam. The home assigments and the take-home exam are worth 65 points in total. The oral presentation is worth 10 points. You will need 55 points out of 75 to pass the course.