FEL3240 Spel, beslut och information 7,0 hp

Static games, Nash equilibrium, generalized convexity notion in games, team decision theory, price mechanism design, network games, dynamic games, robust control, Hamilton-Jacobi-Bellman-Isaac´s equation, distributed communication and control, network games.

To give students a basic understanding of game theoretical concepts and the role of information in decision making, and to show possibilities for the use of game theory in systems engineering and social sciences. By the end of the course the student should

• be able to define Nash and Stackelberg equilibrium.
• be able to solve matrix games, quadratic games, and understand the principles of solving general convex-concave games.
• be able to define Ky-Fan convexity and use it in nonconvex games.
• be familiar with solving cooperative and noncooperative games and team problems in simpler settings, such as linear quadratic settings.
• give examples where the role of information and signaling in games affect the costs of the players.
• explain the revelation principle in auction design and its consequences.
• be able to define dynamic games.
• be able to solve linear quadratic games of discrete-time dynamical systems.
• know the principles of solving dynamaic games using Hamilton-Jacobi-Bellman-Isaac´s equation.
• formulate relevant real life problems in a game theoretic framework.

Basic probability theory and optimization, mathematical maturity.

När kurs inte längre ges har student möjlighet att examineras under ytterligare två läsår.

Examinator beslutar, baserat på rekommendation från KTH:s handläggare av stöd till studenter med funktionsnedsättning, om eventuell anpassad examination för studenter med dokumenterad, varaktig funktionsnedsättning.

Examinator får medge annan examinationsform vid omexamination av enstaka studenter.

• Oral and written presentation of a selected topic.
• Oral presentations of homework problems.
• Weekly hand-in assignements.

Ather Gattami

• Vid grupparbete har alla i gruppen ansvar för gruppens arbete.
• Vid examination ska varje student ärligt redovisa hjälp som erhållits och källor som använts.
• Vid muntlig examination ska varje student kunna redogöra för hela uppgiften och hela lösningen.