Lectures
2 sessions / week, 2 hours / session.
Description
This course is an introduction to the fundamentals of cooperative and non-cooperative game theory. Motivations are drawn from engineered/networked systems (dynamic resource allocation, multi-agent systems, cyber-physical systems), and social models (including social and economic networks). The course emphasizes theoretical foundations, mathematical tools, modeling, and equilibrium notions in different environments.
Intended Audience
Doctoral students in Engineering, Mathematics, Computer Science, Machine Learning and Economics. Doctoral students from other doctoral schools are welcome.Â
Topics
WEEK 1
Lecture 1: Introduction, types of games (sequential, simultaneous), Prisoner's Dilemma, Nash Equilibrium (NE), Dominant Strategies. PDF
Lecture 2: Zero-sum games, conservative strategies, existence and properties of saddle points, mixed strategies, min-max theorem, Equilibrium point theorem. PDF