Courses:

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The course is geared towards engineering-CS-OR students who need to use game theory in their research. The course is also aimed at covering recent advances and open research areas in game theory.

A course in probability (6.041 equivalent) and mathematical maturity. A course in analysis would be helpful but is not required.

• There will be about 8 homework sets. Together with TA's feedback, they will count for 35% of the final grade. Homework solutions will be handed out on the day that the homework is due. Late homeworks will be heavily discounted.
• You may interact with fellow students when preparing your homework solutions. However, at the end, you must write up solutions on your own. Duplicating a solution that someone else has written or providing solutions to be copied is not acceptable. If you do collaborate on homework, you must cite, in your written solution, our collaborators.
• In addition, students may be expected to scribe a couple of the classes, which will account for 5% of the credit.

• There will be a term project, which accounts for 60% of the final grade. The project entails picking a topic of your interest in game theory-mechanism design area, picking 2-3 major papers in the area, and understand, critically evaluate, and possibly extend the research. You will need to write a project report and prepare a presentation in the final two weeks of classes. (If we cannot cover the intended material in time, we may need to schedule the presentations outside class.)
• We provide a reading list, which contains potential topics and relevant major and most recent papers. The reading list will be expanded as we go along. This is aimed at giving you a starting point. You are more than welcome to suggest other research topics and relevant papers.

Fudenberg, Drew, and Jean Tirole. Game Theory. Cambridge, MA: MIT Press, 1991. ISBN: 0262061414.

The class will follow the main text, but will require additional readings at times (e.g. on learning and mechanism design.) The following books are useful references.

Fudenberg, Drew, and David Levine. The Theory of Learning in Games. Cambridge, MA: MIT Press, 1998. ISBN: 0262061945.

Krishna, Vijay. Auction Theory. Burlington, MA: Academic Press, 2002. ISBN: 012426297X.

Mas-Colell, Andreu, Michael D. Whinston, and Jerry R. Green. Microeconomic Theory. New York, NY: Oxford University Press, 1995. ISBN: 0195073401.

Other useful graduate-level text books for game theory are:

Osborne, Martin J., and Ariel Rubinstein. A Course in Game Theory. Cambridge, MA: MIT Press, 1994. ISBN: 0262650401.

Myerson, Roger B. Game Theory: Analysis of Conflict. Cambridge, MA: Harvard University Press, 1997. ISBN: 0674341163.

Basar, Tamer, and Geert Jan Olsder. Dynamic Noncooperative Game Theory. 2nd ed. Philadelphia, PA: Society for Industrial & Applied Math, 1998. ISBN: 089871429X.

The following texts offer more accessible expositions of some of the topics covered in the class.

Osborne, Martin J. An Introduction to Game Theory. New York, NY: Oxford University Press, 2003. ISBN: 0195128958.

Gibbons, Robert. Game Theory for Applied Economists. Princeton, NJ: Princeton University Press, 1992. ISBN: 0691003955.