Lecture Notes

I will post the handwritten notes that I make for myself here. I do not proofread them carefully, they are written primarily to help me prepare for class. It is important for you to come to class and take notes, or read the references, many of which are available online. Please do not ask me to put up the notes before lectures, I may not always be able to do this.

Introduction:

1. Introduction

Single-Stage Games:

2. LP Duality

3. Zero-Sum Games

4. Nonzero-Sum Games

5. Correlated Equilibrium

Continuous Action Spaces:

6. Games with continuous action spaces

7. Robust Estimation

Auctions:

8. Second-Price Auction and the VCG Mechanism

9. Bayes-Nash Equilibrium and Auctions

10. Revenue-Optimal Mechanism Design

Networks and Online Optimization:

11. Flow Routing Games

12. Potential Games

13. Best Experts Problem

14. Online Convex Optimization

15. Blackwell's Approachability Theorem

Multi-Stage games: 

16. Dynamic Programming

17. Extensive-Form Games

18. Multi-stage games with observed actions

19. Dynamic Zero-Sum Games

20. Zero-Sum Differential Games