Module Number

ML-4601
Module Title

Introduction to Game Theory with Application to Multi-Agent Systems
Lecture Type(s)

Lecture, Tutorial
ECTS 9
Work load
- Contact time
- Self study
Workload:
270 h
Class time:
90 h / 6 SWS
Self study:
180 h
Duration 1 Semester
Frequency In the winter semester
Language of instruction English
Type of Exam

Written Test

Content

This module is about game theory and mechanism design, with an emphasis on
applications in different domains. The students study the essential concepts in
game theory such as equilibrium, belief, best-response dynamics, and the like.
Besides, they learn about strategic- and extensive form games, achieving equilibrium
in repeated games, games with incomplete and imperfect information.
Also, they obtain knowledge regarding other topics such as the Nash bargaining
solution, auctions, and computational models of human decision-making.
In brief, the students obtain broad knowledge about different branches of game
theory such as competitive-, cooperative-, and behavioral game theory, in addition
to studying detailed mathematical results, e.g., regarding the existence and
uniqueness of equilibrium in well-known scenarios. Besides theoretical foundations,
the students become familiar with the connection between game theory
and distributed control, and they gain experience in modeling and solving different
applied problems using game theory.

Objectives

After the lectures, the students have a broad and profound knowledge of essential
concepts of game theory. Therefore, they can identify the problems in
the applied domains that can be modeled based on game theory. The students
possess the ability to solve such problems by using the mathematical tools that
they have learned in this module. Besides, they have a high level of proficiency
in selecting, reading, analyzing, and criticizing scientific results, preparing technical
presentations, holding talks, and participating in discussions. Finally, the
students are independent learners and can expand their knowledge to advanced
levels in various topics of game theory.

Allocation of credits / grading
Type of Class
Status
SWS
Credits
Type of Exam
Exam duration
Evaluation
Calculation
of Module (%)
Prerequisite for participation There are no specific prerequisites.
Lecturer / Other Maghsudi
Literature

• Mas-Colell and M.D. Whinston, and J.R. Green, Microeconomic Theory,
Oxford University Press, 1995
• Ozduglar, Game Theory with Engineering Application, MIT OpenCourseWare,
2009
• Fudenberg and D. Levine, The Theory of Learning in Games, MIT Press,
1998
• Fudenberg and J. Tirole, Game Theory, MIT Press, 1991
• Vijay, Auction Theory, Harvard University Press, 2008

Last offered Wintersemester 2022
Planned for Wintersemester 2023
Assigned Study Areas INFO-INFO, INFO-THEO, MEDI-APPL, MEDI-INFO, ML-CS, ML-DIV