Game theory with engineering applications

Lectures: 2 sessions / week, 1.5 hours / session

Recitations: 1 session / week, 1 hour / session

This course is an introduction to the fundamentals of game theory and mechanism design. Motivations are drawn from engineered/networked systems (including distributed control of wireline and wireless communication networks, incentive-compatible/dynamic resource allocation, multi-agent systems, pricing and investment decisions in the Internet), and social models (including social and economic networks). The course emphasizes theoretical foundations, mathematical tools, modeling, and equilibrium notions in different environments.

The course is geared towards engineering, operations research, or computer science students who need to use game theory in their research. The course is also aimed at covering recent advances and open research areas in game theory.

A course in probability (6.041 or equivalent) and mathematical maturity. A course in analysis (18.100 or equivalent), and a course in optimization (6.251, 6.255 or equivalent) would be helpful, but is not required.

There will be about 6 homework sets. Together with the TA's feedback, they will count for 20% of the final grade. Homework solutions will be handed out on the day that the homework is due. Late homework will be heavily discounted.

You may interact with fellow students when preparing your homework solutions. However, at the end, you must write up solutions on your own. Duplicating a solution that someone else has written or providing solutions to be copied is not acceptable. If you do collaborate on homework, you must cite, in your written solution, your collaborators.

There will be a term project, which accounts for 50% of the final grade. The project involves choosing a topic of your interest in game theory-mechanism design area, picking 2-3 major papers in the area, and understanding, critically evaluating, and possibly extending the research. You will need to write a project report and prepare a presentation in the final two weeks of classes.

We provide a reading list, which contains potential topics and major recent papers that are relevant. The reading list will be expanded as we go along. This is aimed at giving you a starting point. You are more than welcome to suggest other research topics and relevant papers.

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