課程資訊
課程名稱
 訊號控制及對策
Information,control and Games 
開課學期
 100-2 
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
 電二104 
備註
 總人數上限：40人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/1002_ICG 
課程簡介影片
 
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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 13:00~14:00
每週一 12:00~13:00 
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. 
 Participation  
0% 
 Bonus up to 10% 
2. 
 Term Project 
40% 
  
3. 
 Midterm Exam  
40% 
  
4. 
 Hoemwork 
20% 
  
 
課程進度
週次
日期
單元主題
第1週
 02/21  Motivation, Course Outline, and a First Look. [Chapters 1, 2, and 27*] 
第2週
 03/06  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
– Perfect, Certain, Symmetric, and Complete Information
– The Harsanyi Transformation
– Bayesian Games
 
第3週
 3/13  Information
– The Strategic and Extensive Forms of a Game
– Perfect, Certain, Symmetric, and Complete Information
– The Harsanyi Transformation
– Bayesian Games
Mixed Strategies and Existence of Nash Equilibria
 
第4週
 03/20  Mixed Strategies and Existence of Nash Equilibria;
A Brief Introduction of Single-Person Optimization and beyond:
Fundamentals of Nonlinear programming, Optimal control, and Dynamic programming
 
第5週
 03/27  Fundamentals of Nonlinear programming: Constrained Opt.;
Mixed Strategies and Existence of Nash Equilibria (Cont.):
Payoff equating method;
The Payoff Equating Method and the General 2 by 2 Game;
Zero-Sum Games;
 
第6週
 04/10  Mixed Strategies and Existence of Nash:
- Equilibria (Cont.)
- Zero-Sum Games-Playing Nash
- Infinite Games with Continuous Strategies
Existence of Nash Equilibria;
Introduction to Dyanmic Programming and Optimal Control;
Dynamic Games with Symmetric Information:
- Subgame Perfect Nash Equilibrium 
第7週
 04/17  Introduction to Dyanmic Programming and Optimal Control (Cont.);
Dynamic Games with Symmetric Information:
Subgame Perfect Nash Equilibrium;
Backward Induction;
Subgame Perfect Nash Equilibrium with Imperfect Information;
Mixed and Behavior Strategies and a Few Comments
 
第8週
 04/24  Dynamic Games with Symmetric Information (Cont.):
Subgame Perfect Nash Equilibrium with Imperfect Information;
Mixed and Behavior Strategies and a Few Comments;
Finite-Stage Infinite Nash Games;
Finitely Repeated Games;
Infinitely Repeated Games;
 
第9週
 05/01  Dynamic Games with Symmetric Information (Cont.):
Finitely Repeated Games;
Infinitely Repeated Games;
Product Quality in an Infinitely Repeated Game;
Hierarchical Games:
Solution Concept and Examples.
 
第10週
 05/08  Hierarchical Games:
Solution Concept and Examples;
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.

Next Time:
Mid-term Exam (14:20 – 16:20)
 
第11週
 05/15  Mid term exam:
14: 20 - 16:20 Openbook
Scope: Topics covered in week 1 - week 10. 
第12週
 05/22  Team Decision Theory
Moral Hazard and Incentive Compability 
第13週
 05/29  Moral Hazard and Incentive Compatibility:
A Principal-Agent Model (Cont.);
A Discrete Principal-Agent Model;
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.
 
第14週
 06/05  Discussions of term project. Mechanism Design-Specific Examples and Results:
Production Game VIII;
The Myerson Trading Game;
Selling to a Buyer with an Unknown Valuation.
Auctions:
Examples;
Private-Value and Common Value Auctions.
 
第15週
 06/12  Mechanism Design: Specific Examples and Results(Cont.):
The Myerson Trading Game;
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
 
第16週
 06/25  term project presentation