Game Theory
Spelteori

FRT032F, 8 högskolepoäng

Gäller från och med: Spring 2024
Beslutad av: FN1/Anders Gustafsson
Datum för fastställande: 2015-02-10

Allmänna uppgifter

Avdelning: Automatic Control
Kurstyp: Ren forskarutbildningskurs
Undervisningsspråk: English

Syfte

This course is an introduction to the fundamentals of game theory. While originally developed to model socio-economic phenomena, Game Theory has recently emerged as a powerful framework to efficiently solve optimisation and multi-agent decision problems in engineering and computer science. After presenting the basic concepts from the theory of strategic form games, the course will focus on learning dynamics and their convergence properties. Particular emphasis will be placed on the study of network games, intervention and mechanism design problems, and more generally on applications of game theory to socio-technical network systems.

Mål

Kunskap och förståelse

För godkänd kurs skall doktoranden

• Have knowledge about the mathematical backgorund of iterated strict dominance, Nash equilibrium and understand the notion of mixed strategies.
• Understand concepts such as rationalizability, evolution and learning in games.

Färdighet och förmåga

För godkänd kurs skall doktoranden

• Be able to use iterated strict dominance, and the theory of Nash equilibirum to find the equilibrium/equilibria of a game.
• Be able to formulate engineering problems as game-theory problems.
• Be able to discuss a game's structure and possible equilibrium/equilibria by the theory covered in the course.

Kursinnehåll

1. Introduction to strategic form games 2. Existence of Nash equilibria, mixed-strategies 3. Potential games 4. Best response and noisy best response dynamics 5. Super-modular games 6. Population games and evolutionary dynamics 7. Fictitious Play and its variants 8. No-Regret Learning and Prediction 9. Bayesian Games and Information Design

Kurslitteratur

Fudenberg, Drew & Tirole., J.: Game Theory. MIT Press,.
Most of the material is covered by the lecturer’s slides that will be made available together with pointers to the relevant literature on the different topics covered in the course.

Kursens undervisningsformer

Undervisningsform: Föreläsningar. Most of the material is covered by self studies except the material on differential games where lectures are offered.

Kursens examination

Examinationsformer: Inlämningsuppgifter, seminarieföredrag av deltagarna
Betygsskala: Underkänd, godkänd
Examinator:

Antagningsuppgifter

Förutsatta förkunskaper: Good knowledge of basic math is assumed (calculus, linear algebra, graphs, elementary probability and Markov chains). All remaining concepts will be built within the course.

Kurstillfällesinformation

Kontaktinformation och övrigt

Kursansvariga:
Hemsida: https://canvas.education.lu.se/courses/28866