Algorithmic Game Theory

  • 申立勇
  • Created: 2014-12-08
Algorithmic Game Theory

 

Course No.S070105ZY002

Course CategoryProfessional Course

Period/Credits40/2

PrerequisitesThe general theory of Operations Research I, Combinatorial optimization.

Aims & Requirements

This course is a professional course for Master and PhD from Operations Research, and is also a elective course for Ph.D. from Management Science. Algorithmic game theory is a cross-cutting area developed in the last decade, mainly related to operations research, theoretical computer science, management. The main content of this course is to discuss the basic concepts, models, algorithms and their theoretical analysis. Through this course, students can grasp these basic concepts, understand the basic model and the corresponding problem and solution algorithm, learn  the basic skills of analyzing of the game algorithm, Lay the foundation for further research or application on the game algorithm.

Primary Coverage

Section 1: Market balanced combination algorithm

Determination of the equilibrium price, the primal dual program, balanced flow, the linear Arrow-Debreu model.

Section 2: Mechanism design of Game Theory

Social choice,dominant strategy, incentive coordination.

Section3: Game Theory algorithms on Graphs

Game Theory models on Graphs, Nash equilibrium calculation on trees, Game Theory on Graphs and correlated equilibrium.

Section 4: Combinatorial auction algorithms

Dynamic model, static model, the auction rules, iterative auction, Walrasian balance.

Section 5: Selfish routing algorithm

Selfish routing, the shortest delay model, the minimum load model, cost of anarchy, cost of steady state.

Textbook

Algorithmic Game Theory, Noam Nisan, Tim Roughgarden, Eva Tardos, and Vijay V. Vazirani, Cambridge University Press, 2007.

AuthorXiaodong Hu (Academy of Mathematics and Systems Science)

DateJune, 2010