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

104-1

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

星期二2,3,4(9:10~12:10)

上課地點

電二104

備註

總人數上限：40人

Ceiba 課程網頁

http://ceiba.ntu.edu.tw/1041EE5075_

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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

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.

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%

預期每週課後學習時數

Office Hours

每週三 14:20~15:20
每週一 13:00~14:00

指定閱讀

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

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
Week 1	09/15	Motivation, Course Outline, and a First Look:Rules of the Game
Week 2	09/22	A sequence of gradually weakening solution concepts - Strongly dominant strategy solutions - (Weakly) dominant strategy solutions - Dominance solvability (via Iterated Elimination of Dominated Strategies, IEDS) - Nash equilibrium Information - The Strategic and Extensive Forms of a Game
Week 3	09/26	Perfect, Certain, Symmetric, Complete Information and the Harsanyi Transformation Baysean Games Mixed Strategies Games
Week 4	10/04	Mixed Strategies (Cont.) The Payoff Equating Method and the General 2 by 2 Game Zero-Sum GamesZero-Sum Games
Week 5	10/13	Infinite Games with Continuous Strategies Existence of Nash Equilibria Dynamic Programming for Discrete-Time Optimal Control Subgame Perfect Nash Equilibrium Subgame Perfect Nash Equilibrium with Imperfect Information
Week 6	10/20	Dynamic Programming for Discrete-Time Optimal Control Subgame Perfect Nash Equilibrium Subgame Perfect Nash Equilibrium with Imperfect Information Mixed and Behavior Strategies and a Few Comments Finite-Stage Infinite Nash Games Reading Assignment: Chapter 4
Week 7	10/27	Introduction to Netlogo: Agent-based Modeler and Simulator (for Games) by 陳榮輝 Finite-Stage Infinite Nash Games Finitely Repeated Games Infinitely Repeated Games Hierarchical Games: Motivating Examples Solution concept Examples Reading Assignments: Chapter 5
Week 8	11/3	Infinitely Repeated Games Hierarchical Games: Motivating Examples Solution Concept Examples Reading Assignment: 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 (http://www.engr.uconn.edu/msl/) 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 (http://www.engr.uconn.edu/msl/) Optional Reading: Basar and Olsder 3.6
Week 9	11/10	Hierarchical Games: Motivating Examples (Cont.) Relevant Results on Finite Games An Example of Single-Act Infinite Games Hierarchical Games in Extensive Form: Inducible Regions A Motivating Example The General Approach for Single-Stage Problems An Example of an Infinite Hierarchical Game Multi-Stage Hierarchical Games Principle of Optimality IR for Multi-Stage Games - Team Decision Theory Y. C. Ho, “Team Decision Theory and Information Structures,” Proceedings of IEEE, Vol. 68, No. 6, June 1980, pp. 644-654
Week 10		Team Decision Theory
Week 11	11/24	Mid-term Exam
Week 12	12/1	Preparation for term project proposal
Week 13	12/8	I. Presentation of term project proposal II. Introduction to Cooperative Games Coalitional Game: Examples
Week 14	12/15	I. Introduction to Cooperative Games (Cont.) Redistribution of Payoffs Game in Characteristic Form and the Core Analysis of the Core Shapley Value Cooperative Game and Risk
Week 15	12/22	Moral Hazard and Incentive Compatibility Moral Hazard: Examples and Definition Five Production Games with Different Information Structures Four Principal-Agent Games with Different Payment Schemes Some General Conclusions Mechanism Design: Introduction and Motivating Examples Specific Examples and Results Production Game VIII The Myerson Trading Game
Week 16	12/29	Moral Hazard and Incentive Compatibility Four Principal-Agent Games with Different Payment Schemes Some General Conclusions Mechanism Design: Introduction and Motivating Examples Specific Examples and Results Production Game VIII The Myerson Trading Game Selling to a Buyer with an Unknown Valuation
Week 17	01/05	Auctions - Examples - Private-Value and Common Value Auctions - Classification of Auctions based on Mechanisms Ascending Auctions Second Price Auctions First Price Auctions  Descending Auctions
Week 18	01/19	Term Project Presentation