CS 880: TOPICS IN ALGORITHMIC GAME THEORY

    Engr 2355 TR 9:30-10:45PM
    Spring 2011

 



      Course info
      Projects


       UW CS
       Theory Group




    Course Info

    This course presents a computational and algorithmic approach to designing and analyzing economic systems. Read more here.

    Lecture notes, readings, etc.
    1. 1/18: Introduction to equilibria, the price of anarchy, and the Vickrey auction. Readings: excerpt-1, excerpt-2, [1 §1.3].
    2. 1/20: Combinatorial auctions, the VCG mechanism. Readings: Roughgarden's notes, [1 §11.1-11.2]. Extra readings: [2], [3]
    3. 1/25: No lecture
    4. 1/27: The LOS mechanism. Readings: Roughgarden's notes, Hartline's notes
    5. 2/1: The LOS mechanism, single-parameter mechanisms. Readings: same as last time. Note: this lecture will start at 9 am.
    6. 2/3: Single-parameter settings: monotonicity and truthfulness; revenue maximization. Readings: [1 §13.1, §13.2], [4 §2.3-§2.6]
    7. 2/8: Bayesian incentive compatibility, Myerson's mechanism. Readings: [4 §4 up to §4.4]
    8. 2/10: Applications of Myerson's lemma; The near-optimality of Vickrey's auction. Readings: [4 §4.4, §5.1.1]. Optional: [4 §4.5, §5.1.2].
    9. 2/15: Profit maximization with little prior information. Readings: [4 §5.1.1, §6.1, §6.3].
    10. 2/17: Prior-free profit maximization. Readings: [4 §6.5.1-§6.5.4]
    11. 2/22: Wrap-up discussion of RSPE; black-box reductions to algorithm design. Readings: [4 §3.5]
    12. 2/24: Black-box reductions. Readings: [4 §3.5]
    13. 3/1: Wrap-up black-box reductions.
    14. 3/3: The inefficiency of equilibria. Readings: [1 §17.1, §17.2, §18.1, §18.2]. Optional: notes from Yishay Mansour's class.
    15. 3/8: (lecturer: David Malec) Selfish routing: a bound on the PoA. Readings: [1 §18.1, §18.2, §18.3.1, §18.4.1]. Optional: notes from Yishay Mansour's class.
    16. 3/10: (lecturer: David Malec) Selfish routing: a better bound on the PoA, marginal cost pricing. Readings: [1 §18.4.1, §18.5.1]. Optional: notes from Eva Tardos's class.
    17. 3/22: Selfish routing: capacity augmentation. Potential games. Readings: [1 §18.5.2]. Optional: notes from Eva Tardos's class.
    18. 3/24: Network cost sharing; price of stability. Bandwidth sharing. Readings: [1§9.3]. Optional: notes from Eva Tardos's class.
    19. 3/29: Bandwidth sharing: Kelly's mechanism and PoA analysis. Readings: notes 1, 2, and 3 from Eva Tardos's class.
    20. 3/31: Network pricing. Readings: [5]. Optional: [1 §22.2]
    21. 4/5 and 4/7: No class
    22. 4/12: Nash equilibrium. Nash's theorem and its proof via Sperner's lemma. Readings: notes 1 & 2 from Chandra Chekuri's class.
    23. 4/14: Complete Nash's theorem. Start 2-player zero-sum games. Readings: same as previous lecture.
    24. 4/19: Von Neumann's minimax theorem. Readings: Daskalakis' notes, Chekuri's notes
    25. 4/21: Approximate Nash equilibria and the Lipton-Markakis-Mehta algorithm. Readings: [6], Miltersen's notes (see §3). Notes on Chernoff-Hoeffding bounds (see §11.2). See also [7].
    26. 4/26: Lemke-Howson algorithm; the classes FNP and PPAD. Readings: [1 §2.3, §2.4]
    27. 4/28: Complexity of finding NE; Correlated equilibria. Readings: TBA


    Homework
    • Hwk 1: Out Feb 8, due Feb 22. pdf
    • Hwk 2: Out Feb 22, due Mar 11. pdf
    • Hwk 3: Out Mar 22, due Apr 5. pdf


    Project details and timeline
    Project details and ideas can be found here (UW access only).
    • Feb 22: Short description of topic, goals and project team due (as part of HW1).
    • Mar 22: Up to one page report of progress, reference material, plans for the remainder of the semester. Before this date, please make an appointment with Shuchi to discuss potential topics and references.
    • May 3: Final project reports due.
    • May 5: Two projects (selected on the basis of the final reports) to be showcased during this lecture.


    References
    1. Algorithmic Game Theory by Nisan, Roughgarden, Tardos, and Vazirani. (Free version here).
    2. Algorithmic Mechanism Design by Nisan and Ronen.
    3. Truth revelation in approximately efficient combinatorial auctions by Lehmann, O'Callaghan, and Shoham.
    4. Approximation and Mechanism Design. Lecture notes by Jason Hartline.
    5. Bertrand Competition in Networks by Chawla and Roughgarden.
    6. Playing large games using simple strategies by Lipton, Markakis, and Mehta.
    7. A note on approximate Nash equilibria by Daskalakis, Mehta, and Papadimitriou.