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Abstract
Game Theory is the study of strategic decision making, and was originally used to solve problems in economics. We study concepts and methods in non-cooperative game theory and show how these can be used to solve control design problems, emphasizing their possible use in control, robotics, and engineering applications.
Objective
Recognize control problems that can be formalized as noncooperative dynamic games, analyze these games to compute their Nash equilibria and to identify their most important properties.
Content
Introduction to game theory, mathematical tools including convex optimization and dynamic programming, zero sum games in matrix and extensive form, pure and mixed strategies, nonzero sum games in normal and extensive form, numerical computation of mixed equilibrium strategies, Nash and Stackelberg equilibria, potential games, convex games, multi-stage games, behavioral strategies and informational properties for dynamic games, auction and VCG mechanisms, evolutionary games.
Resources
Lecture Notes
Lecture notes will be made available via Moodle.
Literature
Basar, T. and Olsder, G. "Dynamic Noncooperative Game Theory," 2nd Edition, Society for Industrial and Applied Mathematics, 1998. Joao Hespanha "Noncooperative Game Theory: An introduction for engineers and computer scientists," Princeton University Press, 2017. Both books are available online and can be a useful reference during the course, but will not be strictly followed.
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
Does not take place this semester.
The course Game Theory and Control will be offered every year in Autumn Semester, starting in HS 2023.
|
No time listed | 2 h weekly |
| exercise |
Game Theory and Control
Does not take place this semester.
The course Game Theory and Control will be offered every year in Autumn Semester, starting in HS 2023.
|
No time listed | 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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