Game Theory with Applications to Information Engineering
The course is an introduction to the fundamentals of game theory and mechanism design. Motivations are drawn from topics in information engineering and networked systems (e.g. incentive-compatible/dynamic resource allocation in networks, distributed control of wireline and wireless communication networks, multi-agent systems, pricing and investment decisions in the Internet). Also social and economic contexts will be covered in order to put the engineering applications into a broader perspective. The course emphasizes theoretical foundations of game theory and develops knowledge on the standard equilibrium notions in different environments.
There will be a final exam (90 minutes) at the end of the semester. The exam covers all materials from the lectures and exercise classes.
Master students who pass the exam will receive 5 ECTS points.
The lectures as well as the exercise classes will be held in English.
Fudenberg, D. and Tirole, J. (2007), Game Theory, Cambridge, MIT Press.
Course Outline (preliminary)
- Strategic Form Games
- Dynamic Games with Complete Information
- Static Games with Incomplete Information
- Dynamic Games with Incomplete Information
- Auction Theory
- Mechanism Design