ALGORITHMIC GAME THEORY
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Schedule.
Week 1.
Tuesday September 4th. No Lecture - Election.
Thursday September 6th. Introduction.
Related Reading.
Nisan et al., Sections 1.1.1-1.3.5.
Easley and Kleinberg, Chapter 6.
Week 2.
Tuesday September 11th. Social Choice Theory: Arrow's Impossibility Theorem.
Thursday September 13th. Social Choice Theory: The Gibbard-Satterthwaithe Theorem.
Week 3.
Tuesday September 18th. Rationality: Characterisation via Independence of Irrelevant Alternatives. [Assignment 1 assigned.]
Thursday September 20th. Mechanism Design: VCG mechanisms.
Related Reading.
Nisan et al., Section 9.3.
Shoham and Leyton-Brown, Sections 10.3-10.4.3.
[For a lighter introduction to auctions, see Easley and Kleinberg, Chapter 9.]
Week 4.
Tuesday September 25th. Mechanism Design: Applications of VCG; Combinatorial Auctions. [Assignment 1 due.]
Related Reading.
Nisan et al., Section 9.3.5.
Thursday September 27th. Mechanism Design: the Revelation Principle; Practical problems with VCG. [Assignment 2 assigned.]
Week 5.
Tuesday October 2nd. Mechanism Design: The Revenue Equivalence Theorem.
Related Reading.
See Appendix 1.A. of Auctions: Theory and Practice, by P. Klemperer.
Shoham and Leyton-Brown, Sections 11.1.1-11.1.7.
Nisan et al., Section 9.6.
Thursday October 4th. Equilibria: Existence of Nash equilibria.
Related Reading.
Shoham and Leyton-Brown, Section 3.3.4
Week 6.
Tuesday October 9th. Equilibria: Lemke-Howson algorithm. [Assignment 2 due.]
Related Reading.
Nisan et al., Section 2.3.
Shoham and Leyton-Brown, Section 4.2.2.
Thursday October 11th. Equilibria: Selfish Routing; Potential Functions and Pure NE. [Assignment 3 assigned.]
Related Reading.
Easley and Kleinberg, Chapter 8.
Shoham and Leyton-Brown, Section 6.4.
Week 7.
Tuesday October 16th. Equilibria: Price of Stability; Price of Anarchy.
Related Reading.
Easley and Kleinberg, Chapter 8.
[For a broader and deeper investigation see Nisan et al., Chapters 17 and 18.]
Thursday October 18th. Computational Complexity: NP-completeness; Fair-Nash Equilibria.
Week 8.
Tuesday October 23rd. Computational Complexity: Search Problems; PLS; PPAD. [Assignment 3 due.]
Thursday October 25th. Equilibria: LP duality; the Minimax Theorem.
Related Reading.
Shoham and Leyton-Brown, Appendix B and Section 3.4.1.
An introduction to Linear Programming by S. Dasgupta, C. Papadimitriou, and U. Vazirani is here.
[The simplex algorithm (Part I and
Part II) and how it gives a proof of the strong duality theorem.]
Week 9.
Tuesday October 30th. Auctions: Combinatorial Auctions with Single-Minded Bidders. [Assignment 4 assigned.]
Related Reading.
Nisan et al., Sections 11.1-11.2.
An introduction to Dynamic Programming by J. Erickson is here.
Thursday November 1st. Auctions: Sponsored Search Auctions.
Related Reading.
Nisan et al., Sections 28.1-28.3.
Easley and Kleinberg, Chapter 15.
Week 10.
Tuesday November 6th. Auctions: Online Auctions. [Assignment 4 due.]
Related Reading.
[The algorithm in class is based upon this paper
by N. Dimitrov and G. Plaxton.]
Thursday November 8th. Auctions: Digital Auctions.
Related Reading.
Nisan et al., Section 9.5.6.
Week 11.
Tuesday November 13th. General Equilibria Theory: Arrow-Debreu Theorem. [Assignment 5 assigned.]
Related Reading.
Some notes on general equilibria by J. Levin.
Thursday November 15th. General Equilibria Theory: Matching Markets.
Related Reading.
Easley and Kleinberg, Chapter 10.
Week 12.
Tuesday November 20th. General Equilibria Theory: Walrasian Equilibria in Combinatorial Auctions. [Assignment 5 due.]
Related Reading.
Nisan et al., Section 11.3.
Thursday November 22nd. General Equilibria Theory: Fisher's Model and Network Flows. [Assignment 6 assigned.]
Related Reading.
Nisan et al., Section 1.8.
Week 13.
Tuesday November 27th. Cooperative Game Theory: the Core and Market games.
Related Reading.
Shoham and Leyton-Brown, Section 12.2.2.
On market games by L. Shapey and M. Shubik.
Thursday November 29th. Cooperative Game Theory: Nash Bargaining.
Related Reading.
Osborne, Section 16.3.
Myerson, Section 8.2.
Week 14.
Tuesday December 4th. The Canadian 4G Auction. [Assignment 6 due.]
Friday December 7th. Final Exam (9am).