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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 |
107-1 |
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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 |
電二104 |
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備註 |
總人數上限：40人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1071EE5075_ICG |
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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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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
. |
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課程目標 |
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課程要求 |
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預期每週課後學習時數 |
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Office Hours |
每週三 14:20~15:20
每週一 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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Week 1 |
9/11 |
Motivation, Course Outline, and a First Look:Rules of the Game |
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Week 2 |
9/18 |
Today
AlphaGo and Game Theory
Rule of the game
Extensive form
Normal form
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
(Shall further present the “Bayesian equilibrium” concept)
Information
The Strategic and Extensive Forms of a Game
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Week 3 |
09/25 |
HW 1 Due at 12:00 noon
Information
The Strategic and Extensive Forms of a Game
Perfect, Certain, Symmetric, Complete Information and the Harsanyi Transformation
Bayesian Games |
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Week 4 |
10/02 |
Presentation
Vincent P. Crawford, “Introduction to Experimental Game Theory,” Journal of Economic Theory, vol. 104, issue 1, 2002, pp. 1-15.
Mixed Strategies
Mixed Strategies
The Payoff Equating Method and the General 2 by 2 Game
Zero-Sum Games
Infinite Games with Continuous Strategies
Existence of Nash Equilibria
Reading Assignments: Chapter 3 Mixed and Continuous Strategies
Vincent P. Crawford, “Introduction to Experimental Game Theory,” Journal of Economic Theory, vol. 104, issue 1, 2002, pp. 1-15.
HW2: Due noon, 10/9
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Week 5 |
10／09 |
Self reading
Assignments:
1. page 24-46 of lecture note #4
2. Your selection from one of the two following papers and write a summary, 1-2 pages, which will be part of your homework 3.
30. Ryan Porter, Eugene Nudelman, and Yoav Shoham, “Simple Search Methods For Finding A Nash Equilibrium,” Available at https://www2.cs.duke.edu/courses/fall06/cps296.2/simplesearchnashGEB.pdf
31. C. Daskalakis, P. W. Goldberg, C. H. Papadimitriou, “The Complexity of Computing a Nash Equilibrium,” Available at https://people.csail.mit.edu/costis/simplified.pdf
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Week 6 |
10/16 |
Presentation by students
Zero Sum Game Mixed Strategy Relationship to Nash Equilibria
Infinite Games with Continuous Strategies
Existence of Nash Equilibria
Efficient Solution Methodology?
Dynamic Programming for Discrete-Time Optimal Control
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Week 7 |
10/23 |
Presentation by 張翼
Introduction to Bertrand (Pricing)
Efficient Solution Methodology?
Quick Summary of Subgame Perfect Nash Equilibrium
Mixed and Behavior Strategies and a Few Comments
Finite-Stage Infinite Nash Games
Finitely Repeated Games
Infinitely Repeated Games
Reading Assignments: Sections 4.1 and 4.2 and Chapter 5,
Ref. Basar and Olsder subsection 6.2.1 |
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Week 8 |
10/30 |
Efficient Solution Methodology?
Finitely Repeated Games
Infinitely Repeated Games
Hierarchical Games: Motivating Examples
Solution concept
Examples
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
Reading Assignments:
1. Sections 5.2, 5.3, Ref. Basar and Olsder subsection 6.2.1
2. 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/) |
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Week 9 |
11/06 |
Presentation by 陳學平
Eddie Dekel, Drew Fudenberg and David K. Levine, “Learning to Play Bayesian Games,” https://www.kellogg.northwestern.edu/research/math/papers/1322.pdf
Hierarchical Games: Motivating Examples
Examples
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
Reading Assignments:
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
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Week 10 |
11/13 |
Team Decision Theory and Information Structures
A Motivating Example
A Formal Model and Solution Methodology
A Canonical Example
Variation of the Theme
Second Variation of the Theme
Reading Assignment
Y. C. Ho, “Team Decision Theory and Information Structures,” Proceedings of IEEE, Vol. 68, No. 6, June 1980, pp. 644-654
Introduction to Cooperative Games
Coalitional Game: Examples
Redistribution of Payoffs
Game in Characteristic Form and the Core
Analysis of the Core
Shapley Value
Cooperative Game and Risk
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Week 11 |
11/20 |
Mid-term Exam |
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Week 12 |
12/04 |
I. Presentation of term project proposal
II Introduction to Cooperative Games
Coalitional Game: Examples
Redistribution of Payoffs
Game in Characteristic Form and the Core
Analysis of the Core
Shapley Value
Cooperative Game and Risk
Reading Assignments:
1. R. Serrano, "Cooperative Games: Core and Shapley Value," in Encyclopedia of Complexity and Systems Science, R. Meyers (ed.), Springer, New York, (2009).
2. W Saad et al, “Coalitional Game Theory for Communication Networks: A Tutorial,” IEEE Signal Processing Magazine, Special Issue on Game Theory, 2009 |
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Week 13 |
12/18 |
Introduction to Cooperative Games
Redistribution of Payoffs (Cont.)
Game in Characteristic Form and the Core
Analysis of the Core
Shapley Value
Cooperative Game and Risk
Reading Assignments:
1. R. Serrano, "Cooperative Games: Core and Shapley Value," in Encyclopedia of Complexity and Systems Science, R. Meyers (ed.), Springer, New York, (2009).
2. W Saad et al, “Coalitional Game Theory for Communication Networks: A Tutorial,” IEEE Signal Processing Magazine, Special Issue on Game Theory, 2009
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Week 14 |
12/25 |
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
Reading Assignment: Chapter 7 and Sections 8.1 and 8.2
Optional Reading: Dutta Chapter 19
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Week 15 |
12/26 |
Makeup Class of 12/11
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
Reading Assignment: Chapter 7 and Sections 8.1 and 8.2
Optional Reading: Dutta Chapter 19
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Week 16 |
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Submit on-line your term project
1. presentation file by 6pm, 1/15 (Mon), and
2. report file deadline: 5pm, 1/19 (Fri.)
Presentation review will be 9:10 - 10:55, 1/16.
Introduction to Auction 11:10 - 12:00 |
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