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

110-1

授課對象

電機資訊學院電信工程學研究所

授課教師

張時中

課號

EE5075

課程識別碼

921 U3150

班次

學分

3.0

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

電二102

備註

總人數上限：30人

Ceiba 課程網頁

http://ceiba.ntu.edu.tw/1101EE5075_ICG

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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.	Term Project	40%
2.	Midterm Exam	40%
3.	Hoemwork	20%
4.	Participation	0%	Bonus up to 10%

課程進度

週次	日期	單元主題
Week 1		Multiple Agent Systems, Course Outline, and a Brief Introduction of Mathematical Optimization Reading Assignments: [Introduction & Chapter 1 of Textbook][2][25]
Week 2		Today A sequence of gradually weakening solution concepts Dominant strategy solutions: strong and weak Dominance solvability (via Iterated Elimination of Dominated Strategies, IEDS) Nash equilibrium Information In Strategic and Extensive Game Forms Perfect, Certain, Symmetric and Complete Information Harsanyi Transformation Reading assignment: [Chapter 2 of Textbook]. Homework assignment #2
Week 3		Perfect, Certain, Symmetric, and Complete Information, Harsanyi Transformation, Bayesian Games [Chapter 2 of Textbook]
Week 4		Mixed Strategy, Zero-Sum Games, Infinite Games with Continuous Strategies, and Existence of Nash Equilibria. [Chapter 3 of Textbook]
Week 5		Extensive Form Games, Backward Induction, Subgame Perfect Equilibrium, and Behavior Strategies. [Sections 4.1-4.3 of Textbook]
Week 6		Introduction to Experimental Game Theory [4], Newsvendor Experiment [5,6]
Week 7		Reputation and Repeated Games, and Dynamic Games. [Chapter 5 of Textbook]
Week 8		Hierarchical Games. [7,8]
Week 9		Team Decision Theory [9]
Week 10		Cooperative Games: Core and Shapley Value [31, 32]
Week 11		Midterm Exam
Week 13		Moral Hazard, Incentives, and Games with Incomplete Information and Term Project Proposal.
Week 14		Mechanism Design [16, 17].
Week 15		Auctions and Applications: Electricity and Spectrum Auctions, Strategic Behavior. [10,11, 19]
Week 16		Some Game Theory Applications - Pricing and Application to Communication and Computing Services [12,13] - Co-evolution of Supply Chain Management [14,15] - Wikinomic Mass Collaboration - Cyber attack and Security [26, 27]
Week 17		Term Project Presentations.