課程大綱

課程資訊

課程名稱

訊號控制及對策
INFORMATION,CONTROL AND GAMES

開課學期

97-1

授課對象

電機資訊學院電機工程學研究所

授課教師

張時中

課號

EE5075

課程識別碼

921 U3150

班次

學分

全/半年

半年

必/選修

選修

上課時間

星期四6,7,8(13:20~16:20)

上課地點

電二225

備註

總人數上限：30人

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課程概述

To achieve the course goal, there are three course segments. The first segment is on basic game theory, and covers games in strategic form, games in extensive form, and repeated games. Both the Nash equilibrium concept and hierarchical games will be discussed. The second segment involves the intricate interactions of information and decision-making in dynamic games, and covers team decision theory and games with incomplete information. The third segment is on the application of the theory to market design, and covers auction theory and applications to engineering systems. The uniqueness of the course lies in the treating of the subjects from both control theoretic and economic view points; the use of online/experimental games and market games developed through research projects; and the practical contexts of electricity markets, communication and computing services and supply chain management.

課程目標

Goal: Game theory for the design of decision and control policies of multi-agent network systems
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 objectives 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.

課程要求

PREREQUISITE:
Signal and Systems or Control System, Probability Theory; or consent of instructors

預期每週課後學習時數

Office Hours

每週一 12:00~13:00
每週三 12:00~13:00

指定閱讀

參考書目

TEXT
Prajit K. Dutta, Strategies and Games, Theory and Practice, MIT Press, 1999.

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. Vincent P. Crawford, “Introduction to Experimental Game Theory,” Journal of Economic Theory, vol. 104, issue 1, 2002, pp. 1-15.
5. M. E. Schweitzer and G. P. Cachon, “Decision bias in the newsvendor problem with a known demand distribution: Experimental evidence,” Mngt Sci (2000) 46(3): 404–420.
6. U Benzion , Y Cohen, R Peled and T Shavit, “Decision-making and the newsvendor problem: an experimental study,” Journal of the Operational Research Society (2008) 59, 1281–1287.
7. T. S. Chang, P. B. Luh, “Derivation of Necessary and Sufficient Conditions for Single-Stage StackelbergGames via the Inducible Region Concept,”IEEE Transactions on Automatic Control, Vol. 29, No. 1, Jan. 1984, pp. 63-66.
8. P. B. Luh, S. C. Chang, and T. S. Chang, “Solutions and Properties of Multi-Stage StackelbergGames,”Automatica, Vol. 20, No. 2, March 1984, pp. 251-256.
9. Y. C. Ho, “Team Decision Theory and Information Structures,”Proceedings of IEEE, Vol. 68, No. 6, June 1980, pp. 644-654.
10. X. Guan, P. B. Luh, H. Yan, and J. A. Amalfi, “An Optimization-Based Method for Unit Commitment,”International Journal of Electrical Power & Energy Systems, Vol. 14, No. 1, February 1992, pp. 9-17.
11. P. B. Luh, W. E. Blankson, Y. Chen, J. H. Yan, G. A. Stern, S. C. Chang, and F. Zhao, “Payment Cost Minimization Auction for the Deregulated Electricity Markets Using Surrogate Optimization,”IEEE Trans. on Power Systems, Vol. 21, No. 2, May 2006, pp. 568-578.
12. T.C. Lin, Y. S. Sun, S.-C. Chang, S.-I Chu, Y.-T. Chou, M.-W. Li, “Management of Abusive and Unfair Internet Access by Quota-based Priority Control,” Computer Networks, Vol. 44, Issue 4, March 2004, pp. 441-462.
13. S.-I. Chu, S.-C. Chang, “Time-of-day Internet Access Management by Combining Empirical Data-based Pricing with Quota-based Priority Control,” IET Communications, vol. 1, issue 4, August 2007, pp. 587-596.
14. S.-C. Chang, M.-M. Hsieh, C.-W. Chen, “Reverse Auction-Based Job Assignment among Foundry Fabs,” MASM Special Issue of International Journal of Production Research, Jan., 2007. pp. 653-657.
15. M G Jacobides, Winter S G, “Co-evolution of Capability and Transaction Costs: Explaining the Institutional Structure of Production,” Strategic Management Journal 2005 May Vol 26:5 p 395-413.

評量方式
(僅供參考)

No.	項目	百分比	說明
1.	Hoemwork	20%
2.	Midterm Exam	40%
3.	Term Project	40%
4.	Participation	0%	Bonus up to 10%

課程進度

週次	日期	單元主題
第1週	9/18	Motivation, Course Outline, and a First Look. [Chapters 1, 2, and 27*]
第2週	9/25	Strategic Form Games, Dominance, and Nash Equilibrium. [Chapters 3, (4), 5, and 28]
第3週	10/02	A Brief Introduction of Mathematical Optimization - Static and Dynamic. [Chapters 25 (and 26)]
第4週	10/09	Zero-Sum Games. Extensive Form Games and Backward Induction. [Chapters 10, 11, (12), and 13]
第5週	10/16	Introduction to Experimental Game Theory [4]
第6週	10/23	Newsvendor Experiment [5,6]
第7週	10/30	Repeated Games and Dynamic Games. [Chapters 14, 15, 16 (and 18)]
第8週	11/06	Hierarchical Games. [7,8]
第9週	11/13	Midterm Exam
第10週	11/20	Team Decision Theory [9]
第11週	11/27	Moral Hazard, Incentives, and Games with Incomplete Information. [Chapters 19, 20, and 21]
第12週	12/04	Mechanism Design and Term Project Proposal. [Chapter 22]
第13週	12/11	Auctions. [Chapter 23]
第14週	12/18	Electricity Auctions. [10,11]
第15週	12/25	Strategic Behavior in Electricity Auctions. Signaling Games. [Chapter 24]
第16週	1/01	Pricing of Communication and Computing Services [12,13]
第17週	1/08	Co-evolution of Supply Chain Management [14,15]
第18週	1/15	Term Project Presentations.