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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 |
111-1 |
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授課對象 |
電機資訊學院 電機工程學研究所 |
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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 |
3.0 |
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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 |
星期二2,3,4(9:10~12:10) |
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上課地點 |
電二102 |
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備註 |
總人數上限：30人 |
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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 |
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. The concepts of non-cooperative games such as Nash equilibrium and leader-follower games and cooperative games such as Shapely value and the core 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. |
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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) or agents 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. |
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課程要求 |
PREREQUISITE:
Signal and Systems or Control System, Probability Theory; or consent of instructors |
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預期每週課後學習時數 |
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Office Hours |
每週三 12:20~13:20 備註： Or by appointment: scchangee@ntu.edu.tw |
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指定閱讀 |
TEXTBOOK
Eric Rasmusen, Games and Information: An Introduction to Game Theory, Blackwell Publishing, 2007. |
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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. 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 Stackelberg Games 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 Stackelberg Games,”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
16. 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
17. 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
18. Prajit K. Dutta, Strategies and Games, Theory and Practice, MIT Press, 1999.
19. S.-C. Zhan, S.-C. Chang, P. B. Luh, and H.-H. Lieu, “Truthful Auction Mechanism Design for Short-interval Secondary Spectrum Access Market,” IEEE Trans. on Wireless Communications, vol. 13, no. 3, pp. 1471-1481, March, 2014.
20. Shun-Cheng Zhan, Shi-Chung Chang, “Double Auction Design for Short-interval and Heterogeneous Spectrum Sharing,” IEEE Trans. on Cognitive Communications and Networking, Volume: 2 , Issue: 1 , March 2016.
21. Jianwei Huang, Lin Gao, Wireless Network Pricing, Morgan & Claypool Publishers, 2013
22. Vazirani, Vijay V.; Nisan, Noam; Roughgarden, Tim; Tardos, Éva (2007), Algorithmic Game Theory (PDF),
Cambridge, UK: Cambridge University Press, ISBN 0-521-87282-0.
23. Shengwei Mei, Wei Wei, Feng Liu, “On engineering game theory with its application in power systems,” Control Theory Tech, Vol. 15, No. 1, pp. 1–12, February 2017.
24. Walid Saad1, Zhu Han, H. Vincent Poor3, and Tamer Basar, “Game Theoretic Methods for the Smart Grid,”
IEEE Signal Processing Magazine ( Volume: 29, Issue: 5, Sept. 2012 ), pp. 86-105.
25. Simon Parsons, Michael Wooldridge, “Game Theory and Decision Theory in Multi-Agent Systems,” https://pdfs.semanticscholar.org/3815/81b3218f782cabd8a2b4f3b712ce7fd9d4dd.pdf
26. Fei Fang, Game Theory and Machine Learning for Security, [Online] Available at https://feifang.info/ijcai-2018-tutorial/
27. Chun Kai Ling, Fei Fang, J. Zico Kolter, “What game are we playing? End-to-end learning in normal and extensive form games,” in IJCAI-ECAI-18: The 27th International Joint Conference on Artificial Intelligence and the 23rd European Conference on Artificial Intelligence [pdf|ArXiv version|Source Code]
28. Arunesh Sinha, Fei Fang, Bo An, Christopher Kiekintveld, Milind Tambe, “Stackelberg Security Games: Looking Beyond a Decade of Success,” in IJCAI-ECAI-18: The 27th International Joint Conference on Artificial Intelligence and the 23rd European Conference on Artificial Intelligence. https://feifang.info/publications/
29. David Silver, Aja Huang, Chris J. Maddison, “Mastering the game of Go with deep neural networks and tree search,” Nature, Jan. 2016. http://www.nature.com/nature/journal/v529/n7587/full/nature16961.html?foxtrotcallback=true
30. Silver, D., Schrittwieser, J., Simonyan, K. et al. Mastering the game of Go without human knowledge. Nature 550, 354–359 (2017). https://doi.org/10.1038/nature24270
31. G. Owen, Game Theory: 4th Edition, Sections 10.2 and 10.4, 1995.
32. Roberto Serrano, “Cooperative games: core and shapley value,” https://www.brown.edu/Departments/Economics/Faculty/serrano/pdfs/2008ECSS.pdf
33. Wen Li; Yuhua Xu; Yunpeng Cheng, Yang Yang; Xueqiang Chen; Meng Wang; Dianxiong Liu, "Distributed Multichannel Access in High-Frequency Diversity Networks: A Multi-Agent Learning Approach With Correlated Equilibrium," in IEEE Access, vol. 7, pp. 85581-85593, 2019, doi: 10.1109/ACCESS.2019.2926161.
34. Chih-Yu Wang, Hung-Yu Wei, Mehdi Bennis, and Athanasios V. Vasilakos, “Game-Theoretic Approaches in Heterogeneous Networks,” (Eds.) C. Yang and J. Li, Game Theory Framework Applied to Wireless Communication Networks, IGI Global, Page 88-102, Sept. 2015.
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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. |
Classroom Participation |
5% |
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2. |
Homework |
20% |
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3. |
Mid Term Exam |
35% |
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4. |
Term Project Proposal & Presentation |
10% |
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5. |
Term Project Report & Presentation |
30% |
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針對學生困難提供學生調整方式 |
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上課形式 |
以錄影輔助 |
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作業繳交方式 |
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考試形式 |
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其他 |
由師生雙方議定 |
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週次 |
日期 |
單元主題 |
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第0週 |
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Tentative Outline
I. Introduction to Game Theory
I.1 Non-Cooperative Games
1. Introduction to Multiple Agent System Problems and Game Theoretic Approaches, Course Outline and a Brief Introduction of Mathematical Optimization [Introduction & Chapter 1 of Textbook][2][25]
2. Strategic and Extensive Form Games, Dominance, and Nash Equilibrium [Chapter 2 of Textbook].
3. Perfect, Certain, Symmetric, and Complete Information, Harsanyi Transformation, Bayesian Games [Chapter 2 of Textbook]
4. Mixed Strategy, Zero-Sum Games, Infinite Games with Continuous Strategies, and Existence of Nash Equilibria.
[Chapter 3 of Textbook]
5. Extensive Form Games: Backward Induction, Subgame Perfect Equilibrium, and Behavior Strategies [Sections 4.1-4.3 of Textbook]; Repeated Games and Dynamic Games [Chapter 5 of Textbook]
6. Hierarchical Games, Incentives and Exemplary Application to Spectrum and Network Sharing [7,8]
I.2 Cooperative Games
7. Team Decision Theory and Decentralized Optimal Control [9]
8. Cooperative Games: Core and Shapley Value and Application to Power Exchange Market [32, 33]
9. Midterm Exam
10. Term Project Proposal
II. Decision-Making with Asymmetric Information
11. Moral Hazard, Incentives, and Games with Incomplete Information
II.1 Mechanism Design
12. Introduction to Mechanism Design [16, 17].
13. Mechanism Design and Selected Engineering Application and Regulation Examples
II.2 Auction Mechanism Design
14. Introduction to Auctions
15. Auction Design and Design Case for Short Interval Spectrum Sharing [10, 11, 19]
16. Term Project Presentations.
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