MIT Electrical Engineering and Computer Science Fall 2002 Catalogue Supplement

6.291 Seminar in Systems, Communication and Control Research (G)

MW 2:30-4, 34-301
Prof. Sanjoy Mitter, Room 35-403, 3-2160
Prereq.: knowledge of linear algrebra analysis and probability
3-0-9

Topic: Theory of Games and Statistical Decisions

Game Theory plays an important role in current research in Systems and Control, Communications, Computer Science (including Artificial Intelligence) and Economics. Fundamentally, Game Theory provides a systematic approach to Decision Making under Uncertainty. This seminar course provides and introduction to this subject and illustrates the theory with applications in various fields.

Summary of Contents:

Zero-sum Two person games

VonNeumann Min-Max Theorem and its generalizations

Relationship to Mathematical Programming Duality and

Economic Interpretations

Nash Equilibrium Theory

The notion of Core and its role in Game Theory and Economics Games with Incomplete Information

Statistical Decision Theory and its connections to Game Theory (Work of Blackwell, LeCam and others)

Applications in Information Theory

Evolutionary Games with applications in Control and Economics

Introduction to Differential Games

Inverse Game Theory

Prerequisites: Good knowledge of Linear Algebra Analysis (18.100) and Probability Theory