課程資訊
課程名稱
 訊號控制及對策
Information,control and Games 
開課學期
 101-1 
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 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期二6,7,8(13:20~16:20) 
上課地點
 電二146 
備註
 總人數上限：40人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/1011_ICG 
課程簡介影片
 
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課程大綱
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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
 每週一 13:00~14:00
每週三 14:20~15:20 
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
 09/11  Motivation, Course Outline, and a First Look.  
Week 2
 09/18  A First Look at the Theory:
– Rules of the Game;
– Strategic Form Games;
– Dominance;
– Nash Equilibrium.
Information:
– The Strategic and Extensive Forms of a Game;

 
Week 3
 09/25  – The Strategic and Extensive Forms of a Game;
– Perfect, Certain, Symmetric, and Complete Information (Cont.)
– The Harsanyi Transformation
– Bayesian Games

 
Week 4
 10/02  – Mixed Strategies and Existence of Nash Equilibria;
Playing sound: MINMAX 2 results 
Week 5
 10/09  – A Brief Introduction of Single-Person Optimization and beyond: Fundamentals of Nonlinear programming;
– Mixed Strategies and Existence of Nash Equilibria (Cont.)
Infinite Games with Continuous Strategies
Existence of Nash Equilibria
– A Brief Introduction of Single-Person Optimization and beyond
(Cont.)
Optimal control
Dynamic programming  
Week 6
 10/16  Introduction to gaming problems in network security and management by Prof. James Yu(14:20 - 15:10)
 
Week 7
 10/23  Existence of Nash Equilibria;
Dynamic Programming for Discrete-Time Optimal Control;
Subgame Perfect Nash Equilibrium; Subgame Perfect Nash Equilibrium with Imperfect
Information

Reading Assignment: Chapter 4
Homework #3: Due 10/30
 
Week 8
 10/30  – Mixed and Behavior Strategies and a Few Comments
– Chapters 5, Reputation and Repeated Games with Symmetric Information
- Finite-Stage Infinite Nash Games
- Finitely Repeated Games

 
Week 9
 11/06  Repeated Games:
Finitely Repeated (Cont.);
Infinitely Repeated;
Product Quality in an Infinitely Repeated Game.
 
Week 10
 11/13  Hierarchical Games: Motivating Examples;
Solution Concept and 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
 
Week 11
 11/20  Mid-term exam;
Team decision theory. 
Week 12
 11/27/2012  Team Decision Theory:
A Motivating Example;
A Formal Model and Solution Methodology;
A Canonical Example;
Variation of the Theme - Partially nested info structure;
Second Variation of the Theme – Signaling;
Term Project Topic Discussions;
 
Week 13
 12/04  Introduction to cooperative games:
Coalitional Game: Examples;
Redistribution of Payoffs;
Game in Characteristic Form and the Core;
 
Week 14
 12/06  Introduction to Cooperative Games (Cont.):
Analysis of the Core (Cont.);
Shapley Value;
Cooperative Game and Risk.
Moral Hazard and Incentive Compatibility:
Moral Hazard: Examples and Definition;
A Principal-Agent Model.
 
Week 15
 12/18  Introduction to Cooperative Games (Cont.):
Shapley Value.
Moral Hazard and Incentive Compatibility:
Moral Hazard: Examples and Definition;
A Principal-Agent Model;
A Discrete Principal-Agent Model;
Some General Conclusions.
Mechanism Design: Introduction and Motivating Examples
 
Week 16
 12/25  Moral Hazard and Incentive Compatibility:
A Discrete Principal-Agent Model(Cont.);
Some General Conclusions;
Mechanism Design:
Introduction;
Selling to a Buyer with an Unknown Valuation;
Auctions:
Examples;
Private-Value and Common Value Auctions;
A More Common Classification of Auctions:
Ascending Auctions; Second Price Auctions;
First Price Auctions; Descending Auctions

 
Week 18
 01/15  Term project presentation: 15 mins presentation and 5 mins Q&A each.