Game Theory – Syllabus
Non-cooperative Game Theory
- What is game theory? Its origins. Different types of games; classifications
- Non-cooperative games; zero-sum and non-zero-sum games; saddle-point and Nash equilibria
- Finite games; pure and mixed strategies; existence of equilibria; off-line and on-line computation of
equilibria; fictitious play algorithm and its variants
- Refinements on Nash equilibrium, such as trembling hand perfect equilibrium, proper equilibrium
- Correlated equilibria
- Repeated games; trigger strategies; threat strategies
- Infinite / continuous-kernel games; existence and uniqueness of equilibria; computation of equilibria; on-line
update algorithms and their convergence; learning
- Evolutionary games and evolutionary stable strategies
- Games with an infinite number of players; with a continuum of players
- Hierarchical games; Stackelberg games and equilibria; incentive strategies; mechanism design; complete
information versus incomplete information games
- Stochastic static games; private and common information
- Dynamic games; informationally non-unique equilibria; weak and strong time consistency; subgame-perfectness;
open-loop, feedback, and memory strategies; existence, uniqueness, and derivation of Nash equilibria
- Stochastic Markov games
- Selected applications:
- Communication networks (CDMA power control; congestion control; routing; flow control; cognitive radio; pricing
of services)
- Network security; jamming of communication signals
- Auctioning divisible resources
- Network economics; social networks; biological networks
- Worst-case designs
- Communication networks (CDMA power control; congestion control; routing; flow control; cognitive radio; pricing
- A brief introduction to cooperative game theory