IE 598 JG - Games, Markets, Math Prog
|Games, Markets, Math Prog||IE598||JG||70691||LCD||4||1530 - 1650||T R||1214 Siebel Center for Comp Sci||Jugal Garg|
Subject offerings of new and developing areas of knowledge in industrial engineering intended to augment the existing curriculum. See Class Schedule or departmental course information for topics and prerequisites. Course Information: Approved for letter and S/U grading. May be repeated in the same or separate terms if topics vary.
Prerequisites: IE 310 or equivalent; basic knowledge of optimization, probability, and linear algebra; mathematical maturity. This course will introduce students to the theory of games and markets and their strong connections to mathematical programming techniques. It will include solution concepts in game theory such as Nash equilibrium and correlated equilibrium, their computation; zero-sum games and minimax theorem; extensive form games; repeated games; competitive equilibrium in markets; utility maximization; strategic analysis; among others. It will be shown that many problems in these areas can be formulated as network flow, linear programming (LP), convex programming (CP), and complementarity (LCP, NCP) problems.