Introduction to Game Theory with Engineering Applications

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Introduction to Game Theory with Engineering Applications

6 LP

English

#40884 / #3

Seit WS 2020/21

Fakultät IV

No information

Institut für Telekommunikationssysteme

34331800 FG Netzwerk- und Informationstheorie

Stanczak, Slawomir

Stanczak, Slawomir

sekretariat@netit.tu-berlin.de

https://www.netit.tu-berlin.de/menue/lectures/

POS-Nummer PORD-Nummer Modultitel
2348259 40069 Introduction to Game Theory with Engineering Applications
2347343 39146 Game Theory in Wireless Communication Networks

Learning Outcomes

The module provides an introduction to game theory and mechanism design, with an emphasis on applications in science engineering. After the lecture, the students know the basic concepts of game theory and learning in games. Moreover, the students can do self-study for expanding their knowledge of game theory. Besides, they can model various engineering scenarios as multi-agent systems, and use game theory to solve the underlying problem. Based on the selected type of the project, they can implement of game-theoretical multi-agent systems using conventional programming languages such as MATLAB, and they can analyze the system using simulation or theory.

Content

A. Introductory Theory: 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. Auction Theory and Mechanism Design 10. Cooperative Games 11. Behavioral Game Theory 12. Exchange Economy (Tentative) 13. Evolution (Tentative) 14. Multi-Agent Systems B. Application Examples: 1. Wireless Communications (Radio and Computational Resource Management) 2. Vehicular Networks (Traffic Control) 3. Economics (Portfolio Selection) 4. Marketing (Ad Selection) 5. Security (Surveillance)

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course Name Type Number Cycle Language SWS
Introduction to Game Theory VL 34332400 L 001 WS English 2
Application of Game Theory in Engineering IV 34332400 L 003 WS English 2

Workload and Credit Points

Introduction to Game Theory (VL):

Workload description Multiplier Hours Total
Course Attendance 15.0 2.0h 30.0h
Exam Preparation 1.0 30.0h 30.0h
Pre- and Post-processing 15.0 1.0h 15.0h
Take-home Problem Set 3.0 5.0h 15.0h
90.0h(~3 LP)

Application of Game Theory in Engineering (IV):

Workload description Multiplier Hours Total
Attendance 15.0 2.0h 30.0h
Pre/post processing 15.0 4.0h 60.0h
90.0h(~3 LP)
The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

The module consists of two parts, the first part is held in the conventional teaching form, as a block course, to provide the students with the necessary knowledge. The second part includes a seminar or mini-project to enhance the ability of self-learning, programming, application-oriented study, also the presentation skills of students.

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

Prerequisite to attend the module are calculus and probability theory at the level of MSc students in engineering.

Mandatory requirements for the module test application:

No information

Module completion

Grading:

graded

Type of exam:

Portfolio examination

Language:

English

Type of portfolio examination

100 points in total

Test elements

Name Points Categorie Duration/Extent
(Deliverable Assessment) Take-home Problem Set 20 written 1 Problem set
(Examination) Oral test/discussion 30 oral 20 min
(Deliverable Assessment) Seminar Presentation 20 oral 45 min
(Deliverable Assessment) Project Report 30 written No lower and upper page limit defined

Grading scale

1.01.31.72.02.32.73.03.33.74.0
86.082.078.074.070.066.062.058.054.050.0

Test description (Module completion)

The final grade according to § 47 (2) AllgStuPO will be calculated according to Notenschlüssel 1 of Faculty IV.

Duration of the Module

This module can be completed in one semester.

Maximum Number of Participants

The maximum capacity of students is 20.

Registration Procedures

Besides the examination registration at QISPOS/Prüfungsamt, no formal enrollment is required.

Recommended reading, Lecture notes

Lecture notes

Availability:  available

Electronical lecture notes

Availability:  unavailable

Literature

Recommended literature
A. Mas-Colell and M.D. Whinston, and J.R. Green, Microeconomic Theory, Oxford University Press, 1995
A. Ozduglar, Game Theory with Engineering Application, MIT OpenCourseWare, 2009
D. Fudenberg and D. Levine, The Theory of Learning in Games, MIT Press, 1998
D. Fudenberg and J. Tirole, Game Theory, MIT Press, 1991
K. Vijay, Auction Theory, Harvard University Press, 2008
M. Agiwal, A. Roy and N. Saxena, "Next Generation 5G Wireless Networks: A Comprehensive Survey," in IEEE Communications Surveys & Tutorials, vol. 18, no. 3, pp. 1617-1655, 2016.

Assigned Degree Programs

Zurzeit wird die Datenstruktur umgestellt. Aus technischen Gründen wird die Verwendung des Moduls während des Umstellungsprozesses in zwei Listen angezeigt.

This module is used in the following modulelists:

Students of other degrees can participate in this module without capacity testing.

This module is used in the following Degree Programs (new System):

    Students of other degrees can participate in this module without capacity testing.

    Miscellaneous

    No information