Static games, Nash equilibrium, generalized convexity notion in games, team decision theory, price mechanism design, network games, dynamic games, robust control, Hamilton-Jacobi-Bellman-Isaac´s equation, distributed communication and control, network games.
FEL3240 Games, Decisions and Information 7.0 credits
Information per course offering
Course offerings are missing for current or upcoming semesters.
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus FEL3240 (Autumn 2011–)Headings with content from the Course syllabus FEL3240 (Autumn 2011–) are denoted with an asterisk ( )
Content and learning outcomes
Course contents
Intended learning outcomes
To give students a basic understanding of game theoretical concepts and the role of information in decision making, and to show possibilities for the use of game theory in systems engineering and social sciences. By the end of the course the student should
- be able to define Nash and Stackelberg equilibrium.
- be able to solve matrix games, quadratic games, and understand the principles of solving general convex-concave games.
- be able to define Ky-Fan convexity and use it in nonconvex games.
- be familiar with solving cooperative and noncooperative games and team problems in simpler settings, such as linear quadratic settings.
- give examples where the role of information and signaling in games affect the costs of the players.
- explain the revelation principle in auction design and its consequences.
- be able to define dynamic games.
- be able to solve linear quadratic games of discrete-time dynamical systems.
- know the principles of solving dynamaic games using Hamilton-Jacobi-Bellman-Isaac´s equation.
- formulate relevant real life problems in a game theoretic framework.
Literature and preparations
Specific prerequisites
No information inserted
Recommended prerequisites
Basic probability theory and optimization, mathematical maturity.
Literature
You can find information about course literature either in the course memo for the course offering or in the course room in Canvas.
Examination and completion
Grading scale
G
Examination
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
If the course is discontinued, students may request to be examined during the following two academic years.
Other requirements for final grade
- Oral and written presentation of a selected topic.
- Oral presentations of homework problems.
- Weekly hand-in assignements.
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course room in Canvas
Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.
Offered by
Education cycle
Third cycle