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Game Theory and Control
Last Updated: 2026-06-01 11:31:05
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, Markov 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
The course Game Theory and Control will be offered every year in Autumn Semester, starting in HS 2023.
|
|
2 h weekly |
| exercise |
Game Theory and Control
The course Game Theory and Control will be offered every year in Autumn Semester, starting in HS 2023.
|
|
2 h weekly |
Offered In
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Vertiefung: Systems and Control (The core courses and specialisation courses below are a selection for students who wish to specialise in the area of "Systems and Control", see . The individual study plan is subject to the tutor's approval.)
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Kernfächer (These core courses are particularly recommended for the field of "Systems and Control". You may choose core courses form other fields in agreement with your tutor. A minimum of 24 credits must be obtained from core courses during the MSc EEIT.)
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Vertiefungsfächer (These specialisation 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. Semester / Research Projects are not allowed in this category. A minimum of 40 credits must be obtained from specialisation courses during the Master's Programme.)
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