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課程名稱 |
訊號控制及對策
INFORMATION,CONTROL AND GAMES |
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開課學期 |
98-1 |
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授課對象 |
工學院 工業工程學研究所 |
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授課教師 |
張時中 |
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課號 |
EE5075 |
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課程識別碼 |
921 U3150 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四6,7,8(13:20~16:20) |
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上課地點 |
電二225 |
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備註 |
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981ICG |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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課程概述 |
I. Introduction to Game Theory
1. Models/Game Theory as a Tool for Analysis and Course Outline.
2. A Brief Introduction of Mathematical Optimization - Static and Dynamic.
3. Normal Form (one-shot) games and repeated Games. Solution concepts: the Nash Equilibrium.
4. Extensive form (multistage) games.
5. Introduction to Experimental Games
6. Hierarchical Games
7. Cooperative Games
II. Decision-Making with Imperfect Information
8. Team Decision Problems.
9. Mid-term Exam
10. Moral Hazard, Incentives, and Games with Incomplete Information.
III. Market Design
11. Mechanism Design.
12. Auctions.
III. Engineering Application Case Study
13. Term project proposal discussion/presentation
14. Game Models and Analysis of Deregulated Electricity Market
15. Game Models and Analysis for Communication Network Services
16. Cooperation and contracts in supply chain management
17. Term Project Final Presentations |
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課程目標 |
This course is designed for senior and graduate level engineering students to study static and dynamic optimization problems among multiple decision-makers (DMs) in a networked system, where each DM has his/her own objective function, accesses to public and private information, and possesses individual decision-making authorities. The course goals are as follows:
(i) to develop students’ common sense for gaming problems and the role of information;
(ii) to equip students with interdisciplinary models, theories, and solution methods from mathematical optimization, system and control, and economic game; and
(iii) to guide students in applications to networked systems of their interest via case studies.
To achieve the course goal, there are three course segments. The first segment covers the mathematical background and the basic game theory. The second segment focuses on team and game decision-making with imperfect information. The final segment includes both lectures and term projects on real application cases such as pricing of communication network services, market design of supply chain and problems of students’ interest. |
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課程要求 |
PREREQUISITE:
Signal and Systems or Control System, Probability Theory; or consent of instructors
Grading:
Classroom Participation 10%
Homework 20%
Mid Term 40%
Term Project 40%
Total 110%
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預期每週課後學習時數 |
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Office Hours |
每週一 12:00~13:00
每週三 13:00~14:00 |
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指定閱讀 |
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參考書目 |
教科書 Prajit K. Dutta, Strategies and Games, Theory and Practice, MIT Press, 1999.
Optional: Martin J. Osborne, An Introduction to Game Theory, Oxford University Press, 2004.
參考書目 REFERENCES:
1. T. Basar and G. J. Olsder, Dynamic Noncooperative Game Theory, Society for Industrial & Applied Math; 2nd Edition, 1998.
2. D. P. Bertsekas, Nonlinear Programming, Second Edition, Athena Scientific, Belmont, MA, 1999.
3. M. Bichler, The Future of e-Markets: Multidimensional Market Mechanisms, Cambridge U. Press, 2001.
4. C. Camerer, Progress in Behavioral Game Theory, Journal of Economic Perspectives, 4, 167-188, 1997.
5. A. J. Jones, Game Theory, John Wiley and Sons, 1980.
6. V. Krishna, Auction Theory, Academic Press, 2002.
7. F. L. Lewis and V. L. Syrmos, Optimal Control, Wiley-Interscience, 1995.
8. E. Rasmusen, Games and Information: An Introduction to Game Theory, Blackwell; 3rd edition, 2001.
9. R. Shelton, Gaming the Market: Applying Game Theory to Create Winning Trading Strategies, Wiley, 1997.
10. V. L. Smith, Economics in the Laboratory, Journal of Economic Perspectives, 3, 151-169, 1994.
11. H. R. Varian, Microeconomic Analysis, Norton, 3rd edition, 1992.
12. F. Vega-Redondo, Economics and the Theory of Games, Cambridge University Press, 2003.
13. D. Garg, Y. Narahari, and S. Gujar. Foundations of Mechanism Design: A Tutorial. Part 1: Key Concepts and Classical Results. In: Sadhana, Indian Academy Proceedings in Engineering Sciences, Volume 33, Number 2, April 2008, pp. 83-130. http://lcm.csa.iisc.ernet.in/hari/all-publications/journals-book-chapters/Foundations%20of%20Mechanism%20Design%20%20A%20Tutorial%20%20Part%201.pdf
14. D. Garg, Y. Narahari, and S. Gujar. Foundations of Mechanism Design: A Tutorial. Part 2 : Advanced Concepts and Results. In: Sadhana, Indian Academy Proceedings in Engineering Sciences, Volume 33, Number 2, April 2008, pp. 131-174. http://lcm.csa.iisc.ernet.in/hari/all-publications/journals-book-chapters/Foundations%20of%20Mechanism%20Design%20%20A%20Tutorial%20%20Part%202.pdf
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Participation |
0% |
Bonus up to 10% |
2. |
Term Project |
40% |
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3. |
Midterm Exam |
40% |
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4. |
Hoemwork |
20% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/17 |
Motivation, Course Outline, and a First Look. [Chapters 1, 2, and 27*] |
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第2週 |
9/24 |
Strategic Form Games, Dominance, and Nash Equilibrium. [Chapters 3, (4), 5, and 28] |
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第3週 |
10/01 |
Nash Equilibrium : Mixed Strategies;
Infinite Games; Existence of Nash Equilibria |
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第4週 |
10/08 |
Nash Equilibrium (Cont.); Introduction to Single-person Optimization: Nonlinear Programming (Unconstrained) |
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第5週 |
10/15 |
Introduction to Single-person Optimization: Nonlinear Programming (Constrained), Optimal Control (Discrete Time Dyanamic Programming), and
Zero-Sum Games |
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第6週 |
10/22 |
Zero-sum Games (Cont.) Chapter 10
Extensive Form Games and Backward Induction. Ch. 11-12 |
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第7週 |
10/29 |
Subgame Perfect Equilibrium; Finite-Stage Infinite Nash Games; Reading Assignment: Dutta Chapters 13 and 14 and B&O Chapter 5
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第8週 |
11/05 |
10/24 先上過 本週無課 |
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第9週 |
11/12 |
Fintely and Infinitely Repeated Games; Hierarchical Games; Reading Assignment: Dutta Chapters 15, B&O 3.6 and 6
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第10週 |
11/19 |
Hierarchical Games; Team Decision Theory; Term Project Discussions |
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第11週 |
11/26 |
期中考 範圍:第1週至第10週(含實驗賽局)授課範圍重點:基本觀念及習題 考試方式:open book |
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第12週 |
12/03 |
Introduction to Cooperative Games |
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第13週 |
12/10 |
Cooperative Game: Shapley Value, Application; Introduction to Auctions |
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第14週 |
12/17 |
Auction Examples; Second Price Auction; First Price Auction; Electricity Auction |
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第15週 |
12/24 |
Engineering Applications: Internet Access Management, Job Scheduling Auction; mechanism Design (Myerson) |
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第16週 |
12/31 |
10/24 先上過 本週無課 |
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第17週 |
2010/1/7 |
停課一次 |
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第18週 |
2010/1/14 |
調課至1月18日 |
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第19週 |
2009/1/18 |
Term Project Review (Room 102, EE-II, 13:30 - 17:20, 1/18) |
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第6-1週 |
10/24 |
10月24(六) 下午1:00~4:00 Introduction to Experimental Game Theory，地點:電二225 |
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第6-2週 |
10/24 |
10月24(六) 下午5:00~8:00 Game實驗，地點:電腦教室(電二130)
Schweitzer, M. and G. Cachon. 2000. Decision bias in the newsvendor problem: experimental evidence. Management Science, 46(3) 404-420 |
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