030.003 (20W) Algorithmic Game Theory

Wintersemester 2020/21

Ende der Anmeldefrist
04.10.2020 23:59

Erster Termin der LV
07.10.2020 10:15 - 11:45 , B02a.2.05
Nächster Termin:
14.10.2020 10:15 - 11:45 , B02a.2.05

Überblick

Bedingt durch die COVID-19-Pandemie können kurzfristige Änderungen bei Lehrveranstaltungen und Prüfungen (z.B. Absage von Präsenz-Lehreveranstaltungen und Umstellung auf Online-Prüfungen) erforderlich sein.

Weitere Informationen zum Lehrbetrieb vor Ort finden Sie unter: https://www.aau.at/corona.
Lehrende/r
LV-Titel englisch
Algorithmic Game Theory
LV-Art
Vorlesung-Kurs (prüfungsimmanente LV )
LV-Modell
Präsenzlehrveranstaltung (Online-Option )
Semesterstunde/n
2.0
ECTS-Anrechnungspunkte
4.0
Anmeldungen
0 (30 max.)
Organisationseinheit
Unterrichtssprache
Englisch
mögliche Sprache/n der Leistungserbringung
Englisch
LV-Beginn
07.10.2020
eLearning
zum Moodle-Kurs
Anmerkungen

Because of significant public health related uncertainty in the coming academic year, some or all aspects of the course, its contents, and the announced exam structure may change during the course.  All changes will be communicated during the lectures and posted on the Moodle course website.

Zeit und Ort

Beachten Sie bitte, dass sich aufgrund von COVID-19-Maßnahmen die derzeit angezeigten Termine noch ändern können.
Liste der Termine wird geladen...

LV-Beschreibung

Intendierte Lernergebnisse

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.

Lehrmethodik

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. 

Inhalt/e

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


Erwartete Vorkenntnisse

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

Literatur

Literature will be provided during the course.

Prüfungsinformationen

Prüfungsmethode/n

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%).

Beurteilungsschema

Note/Grade Benotungsschema

Position im Curriculum

  • Doktoratsstudium Doktoratsstudium der Naturwissenschaften (SKZ: 600, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 40.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Naturwissenschaften (SKZ: 791, Version: 12W.4)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 20.0h XX / 40.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Technischen Wissenschaften (SKZ: 700, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Philosophie (SKZ: 500, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Philosophie (SKZ: 792, Version: 12W.4)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 16.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)
  • Doktoratsstudium Doktoratsstudium der Rechtswissenschaften (SKZ: 200, Version: 18W.1)
    • Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Pflichtfach)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 0.0h XX / 32.0 ECTS)
        • 030.003 Algorithmic Game Theory (2.0h VC / 4.0 ECTS)

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