The course will survey the main concepts of Game Theory, among which decision theory, Nash Equilibria, Games with communication, Repeated Games, Bargaining and Coalitional games, and applications diverse fields of engineering.
At the end of this learning unit, the student is able to :
During the course, the student will learn how to detect, model, and analyze practical situations and, based on this mathematical model, propose a relevant solution.
- Decision Theory: axioms, fundamental theorems, bayesian models, significance.
- Elementary Game theory: strategic/extended form, Domination, Iterative deletion.
- Nash equilibrium, Nash's theorem, 2 players zero-sum games.
- Sequential equilibria, computation and significance.
- Perfect, proper, robust equilibria.
- Games with communication and correlated equilibria.
- Repeated games.
- Nash's bargaining theory.
- Coalitional games: the core, Shapley's value,...
- Applications to: Finance, auctions, voting,'
Due to the COVID-19 crisis, the information in this section is particularly likely to change.The course will be given partly by the professor, and partly as a seminar with student presentations. Regular exercise sessions will be delivered. Some activities could be organized remotely, e.g. on MS Teams.
Due to the COVID-19 crisis, the information in this section is particularly likely to change.Written or oral exam. A continuous evaluation could take place. In case of a written exam, in case of doubt, the teacher might invite the student for a supplementary oral exam.
- Myerson, Roger B. Game Theory: Analysis of Conflict, Harvard University, 1991.
- Osborne, Martin J. An introduction to game theory, Oxford University Press, 2004.
- Osborne, Martin J.; Rubinstein, Ariel. A course in game theory, MIT Press, 1994.
- Nowak, Martin A. Evolutionary Dynamics: Exploring the Equations of Life. Harvard University Press, 2006.
- Game Theory. Course notes by R.J. et al. available online