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227-0694-00L 4 Credits MSC D-ITET , D-INFK , D-MAVT
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Game Theory and Control

Lecturers & Examiners: Dr. Saverio Bolognani
VVZ CR n/a

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
Grading will consists of 3 mandatory homework assessments (10% each) and a 70% final written exam.

Course Components

Type Title Time & Place Hours
lecture Game Theory and Control
  • Thu 16:00-18:00 (ER SA TZ)
  • Thu 16:15-18:00 (NO C 60)
2 h weekly
exercise Game Theory and Control
  • Tue 14:15-16:00 (ML H 41.1)
2 h weekly

Offered In