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TU Berlin

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Course: Introduction to Game Theory

Description

During the past decade, game theory has proved itself as a strong tool to model and analyze a wide range of real-world problems appeared in different fields of engineering. This lecture is developed to provide an introduction to game theory with an emphasis on applications. Important topics in game theory such as strategic form games, equilibrium, learning in games, repeated games, games with incomplete information, and auction theory will be studied. If time allows, we briefly review cooperative games, evolutionary games and market design. The syllables are in particular selected on the basis of usability in analyzing applied scenarios. Moreover, we aim at developing a profound knowledge of basic elements of game theory so that every interesting student is able to learn advanced topics by self-study.

Content

  1. Strategic Form Games
  2. Equilibrium Concepts (Nash and Correlated Equilibrium)
  3. Potential Games
  4. Learning in Games
  5. Repeated Games
  6. Extensive Form Games
  7. Games with Incomplete Information
  8. Nash Bargaining Solution
  9. Brief Introduction to Auction Theory and Mechanism Design
  10. Brief Introduction to Cooperative Games (Tentative)
  11. Brief Introduction to Market Design and Exchange Economy (Tentative)
  12. Brief Introduction to Evolution (Tentative)

Recommended Literature

  1. D. Fudenberg and J. Tirole, Game Theory, MIT Press, 1991
  2. D. Fudenberg and D. Levine, The Theory of Learning in Games, MIT Press, 1998
  3. A. Mas-Colell and M.D. Whinston, and J.R. Green, Microeconomic Theory, Oxford University Press, 1995
  4. K. Vijay, Auction Theory, Harvard University Press, 2008
  5. A. Ozduglar, Game Theory with Engineering Application, MIT OpenCourseWare, 2009
Course Data
Course number
34332400 L 001
Course type
lecture
Teaching language
English
Day
Tuesday and Thursday
Time
10-12
Room
MAR 0.003
Duration
First half of winter semester
SWS
2
ECTS
3

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