Objective : The goal is to analyze some optimisation problems when several agents are involved. The actions/decisions made by an agent have an impact on his own utility and also on the utility of the other agents. The behavior of the agents, the solutions that they reach and the quality of these solutions can be analyzed with tools from both game theory and optimization theory.
Content : The lecture mainly deals with strategic games. The main solution concepts (equilibria) are defined. Then we study congestion games, the range of concrete problem they can model, the existence of a pure Nash equilibrium, the computation of equilibria, etc. Finally, the main measure of efficiency of equilibria are discussed (price of anarchy, price of stability).
Bibliograpy
E. Tardos, T. Roughgarden, V. Vazirani, Algorithmic Game Theory, Cambridge University Press, 2007
D. Easley, J. Kleinberg, Networks, Crowds, and Markets: Reasoning About a Highly Connected World , Cambridge University Press (2010)