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Game Theory and Control
Last Updated: 2026-02-05 15:41:32
Abstract
Game Theory is the study of strategic decision making, and was used to solve problems in economics by John Nash (A Beautiful Mind) and others. We study concepts and methods in Game Theory, and show how these can be used to solve control design problems. The course covers non-cooperative dynamic games and Nash equilibria, and emphasizes their use in control applications.
Objective
Formulate an optimal control problem as a noncooperative dynamic game, compute mixed and behavioural strategies for different equilibria.
Content
Introduction to game theory, mathematical tools including convex optimisation and dynamic programming, zero sum games in matrix and extensive form, pure and mixed strategies, minimax theorem, nonzero sum games in normal and extensive form, numerical computation of mixed equilibrium strategies, Nash and Stackelberg equilibria, potential games, infinite dynamic games, differential games, behavioral strategies and informational properties for dynamic games, aggregative games, VCG mechanism.
Resources
Lecture Notes
Will be made available from SPOD or course webpage.
Literature
Basar, T. and Olsder, G. Dynamic Noncooperative Game Theory, 2nd Edition, Society for Industrial and Applied Mathematics, 1998. Available through ETH Bibliothek directly at http://epubs.siam.org/doi/abs/10.1137/1.9781611971132 .
General Information
- Language
- English
- Levels
- MSC
- Frequency
- Yearly recurring
Examination
- Type
- session examination
- Mode
- written 120 minutes
- Aids
- None
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Game Theory and Control |
|
2 h weekly |
| exercise | Game Theory and Control |
|
2 h weekly |
Offered In
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Systems and Control (The core courses and specialization courses below are a selection for students who wish to specialize in the area of "Systems and Control", see . The individual study plan is subject to the tutor's approval.)
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Specialization Courses (These specialization courses are particularly recommended for the area of "Systems and Control", but you are free to choose courses from any other field in agreement with your tutor. A minimum of 40 credits must be obtained from specialization courses during the Master's Programme.)
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Major Courses (A total of 42 CP must be achieved form courses during the Master Program. The individual study plan is subject to the tutor's approval.)
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Recommended Subjects (These courses are recommended, but you are free to choose courses from any other special field. Please consult your tutor.)
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