Kurzbeschreibung | 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. |
Lernziel | 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. |
Inhalt | 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. |
Skript | Lecture notes will be made available via Moodle. |
Literatur | 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. |
Voraussetzungen / Besonderes | Control Systems I (or equivalent). Necessary methods and concepts from optimization will be covered in the course. |
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