Game Theory course

Game Theory course @ EURECOM (Fall 2016)

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Administration

Instructor: Patrick Loiseau (EURECOM)
Co-Instructor: Paul de Kerret (EURECOM)

Administration slides: [pdf].

References

Textbooks

K. Leyton-Brown and Y. Shoham. Essentials of Game Theory. Morgan Claypool, 2008.
M. J. Osborne and A. Rubinstein. A course in game theory. MIT Press, 1994. Available online, see http://www.economics.utoronto.ca/osborne/cgt/.

Online courses

B. Polak (Yale), http://oyc.yale.edu/economics/econ-159
M. O. Jackson (Stanford), K. Leyton-Brown (British Columbia), Y. Shoham (Stanford), http://game-theory-class.org/game-theory-I.html

Additional references

D. Fudenberg and J. Tirole. Game Theory. MIT Press, 1991.
R. Myerson. Game Theory; Analysis of Conflicts. Harvard University Press, 1997.
R. Gibbons. Game Theory for Applied Economists. Princeton University Press 1992.
N. Nisam, T. Roughgarden, E. Tardos and V. Vazirani (Eds). Algorithmic Game Theory. CUP 2007. Available online: pdf.

Planning (tentative) and material

Note: links to pdf files below will become active when the material is posted, as the course progresses.

Week 1: October 5, 2016 (1:30pm--4:45pm)

Lecture 1: Introduction, games in normal form, dominance, best response and Nash equilibrium [pdf]
Exercises sheet 1 [pdf], solutions [pdf]
Reading: LBS Sec. 1.1-1.3; OR Chap. 1, Sec. 2.1-2.3 and 4.2-4.3

Week 2: October 12, 2016 (1:30pm--4:45pm)

Lecture 2: Pareto optimality, Games with continuous action sets [pdf]
Exercises sheet 2 [pdf], solutions [pdf]
Reading: LBS Sec. 2.1; OR Sec. 2.4

Week 3: October 19, 2016 (1:30pm--4:45pm)

Lecture 3: Mixed strategies and mixed-strategies Nash equilibrium, computation, existence theorems [pdf]
Exercises sheet 3 [pdf], solutions [pdf]
Reading: LBS Sec. 1.4 and 2.2-2.3; OR Sec. 3.1-3.2

Week 4: October 26, 2016 (1:30pm--4:45pm)

Lecture 4: Evolutionary stable strategies [pdf]
Exercises sheet 4 [pdf], solutions [pdf]
Reading: LBS Sec. 3.8; OR Sec. 3.4

Week 5: November 9, 2016 (1:30pm--4:45pm)

Lecture 5: Stability of equilibrium, correlated equilibrium, minimax theorem and zero-sum games, ε-Nash equilibrium, introduction to sequential moves and backward induction [pdf]
Exercises sheet 5 [pdf], solutions [pdf]
Reading: LBS Sec. 3.1, 3.5-3.7; OR Sec. 3.3, 12.5

Week 6: November 16, 2016 (1:30pm--4:45pm)

Lecture 6: Games in extensive form, backward induction, subgame perfect equilibrium, discounted payoff [pdf]
Exercises sheet 6 [pdf], solutions [pdf]
Reading: LBS Chap. 4; OR Sec. 6.1-6.2, 6.5

Week 7: November 23, 2016 (1:30pm--4:45pm)

Correction of the 2015 final exam [pdf] (solution here [pdf])
End of exercise sessions
Questions session

Grading

Final exam (100%): 2-hours written exam, no document allowed except for an A4 sheet of paper with only handwritten notes

For training, you can look at the 2013 final exam [pdf] (solution here [pdf]) or at the 2014 final exam [pdf].