030.003 (20W) Algorithmic Game Theory

Wintersemester 2020/21

Time for applications expired.

First appointment of the course
14.10.2020 10:15 - 11:45 ONLINE Off Campus
... no other known appontments

Overview

Due to the COVID-19 pandemic, it may be necessary to make changes to courses and examinations at short notice (e.g. cancellation of attendance-based courses and switching to online examinations).

For further information regarding teaching on campus, please visit: https://www.aau.at/en/corona.
Lecturer
Course title german
Algorithmic Game Theory
Type
Lecture - Course (continuous assessment course )
Course model
Online course
Hours per Week
2.0
ECTS-credits
4.0
Registrations
5 (30 max.)
Organisational Unit
Language of Instruction
English
possible language/s of the exam
English
Course begins on (set in LVOnline)
14.10.2020
eLearning
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Time and place

Please note that the currently displayed dates may be subject to change due to COVID-19 measures.
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Course Information

Learning Outcome

This is an introductory, graduate level course in algorithmic game theory aimed at students of computer science, business, and economics. The material is structured in three parts: the first part A) is an introduction to standard game theory, part B) introduces mechanism design, and part C) security applications. The discussions in parts B & C comprise advanced topics at the interface of theoretical computer science and economics including auctions (mechanism design) and matching (market design), including questions of computational efficiency, complexity, robustness, and learning. Motivating examples include web search auctions, wireless spectrum auctions, IT risk management, disappointments, moving target defense, inspections, and others. We will discuss questions including: In a well-defined setting, how far is system performance from optimality? How far can potential conflict of interests deteriorate performance inside the system? What are the implications of decisions being taken on a graph or network? Can decentralized decision-making among autonomous agents yield efficient collective outcomes?

Course goal: a good understanding of the basic modeling approaches in game theory and their application to research problems at the intersection of theoretical computer science and economics.

Teaching methodology including the use of eLearning tools

The course intends to create a forum for targeted discussion between researchers working in theoretical computer science, economics, and business. Course participants will be encouraged to explore and present own research problems as part of the course which will ideally evolve into the development of novel questions in the field (and related ares). The course will not follow a single textbook but the relevant parts of several textbooks listed in the reference section at the end of this syllabus. Further references to the journal literature will be provided during the course as appropriate. 

Course Overview

A. Game theory
(a) Static games
(b) Dynamic games
(c) Games of incomplete information

B. Mechanism & market design
(a) Single-object auctions
(b) Efficiency vs optimality
(c) Vickrey-Clarke-Groves mechanism
(d) Marriage problem
(e) Housing problem
(f) Multi-object auctions
(g) Multi-item & multi-object allocation methods

C. Security
(a) The economic definition of security
(b) Security risk management
(c) Security strategies towards single and multiple goals
(d) Moving target defense & disappointment rate
(e) Inspection scheduling


Prior knowledge

Prerequisites are basic calculus & analysis. No prior knowledge of economics or game theory is required.

Literature

Literature will be provided during the course.

Exam Information

Im Fall von online durchgeführten Prüfungen sind die Standards zu beachten, die die technischen Geräte der Studierenden erfüllen müssen, um an diesen Prüfungen teilnehmen zu können.

Exam Methodology

Two hour closed book exam (50%); essay (up to 5 pages) on an own research topic with a clear connection to the course content (40%); problem sets (10%).

Grading scheme

Grade / Grade grading scheme

Degree programmes

  • Thematic Doctoral Programme Modeling, Simulation and Optimization in Business and Economics (SKZ: ---, Version: 16W.2)
    • Fach: Modelling, Simulation, Optimization in Business and Economics (Compulsory subject)
      • Modelling, Simulation, Optimization in Business and Economics ( 0.0h XX / 0.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Natural Sciences (SKZ: 600, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 40.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Natural Sciences (SKZ: 791, Version: 12W.4)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 20.0h XX / 40.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Technical Sciences (SKZ: 700, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Philosophy (SKZ: 500, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Philosophy (SKZ: 792, Version: 12W.4)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 16.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doctoral programme Doctoral Programme in Law (SKZ: 200, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)

Equivalent Courses for counting the exam attempts

This Course has no equivalent Courses