Undergraduate Course: Discrete Programming & Game Theory (MATH09002)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 9 (Year 3 Undergraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
Specialist Mathematics & Statistics (Honours) |
Course website |
https://info.maths.ed.ac.uk/teaching.html
|
Taught in Gaelic? |
No |
Course description |
Optional course for Honours Degrees involving Mathematics and/or Statistics.
Syllabus Summary: Dynamic programming: multistage decision processes; principle of optimality. Applications: network problems; inventory problem; resource allocation problem; knapsack problem; stochastic problems.
Lagrangian relaxation: The Lagrangian Dual; finding approximate solutions and bounds.
Game theory: 2 person zero- and nonzero-sum games; minimax, reaction sets and Nash equilibria; Repeated games, Brown's method and evolutionary games, Folk Theorem. |
Information for Visiting Students
Pre-requisites |
None |
Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
|
Delivery period: 2010/11 Semester 1, Available to all students (SV1)
|
WebCT enabled: Yes |
Quota: None |
Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
King's Buildings | Lecture | | 1-11 | | 14:00 - 15:50 | | | |
First Class |
Week 1, Tuesday, 14:00 - 14:50, Zone: King's Buildings. JCMB, Lecture Theatre A |
Additional information |
Tutorials: Wed at 10:00, 11:10 or Fri at 14:00
|
Exam Information |
Exam Diet |
Paper Name |
Hours:Minutes |
Stationery Requirements |
Comments |
Main Exam Diet S2 (April/May) | | 2:00 | 16 sides. No YAF. | c/w MATH11003, MATH11089 | Resit Exam Diet (August) | | 2:00 | 16 sides. No YAF. | |
|
Delivery period: 2010/11 Semester 1, Part-year visiting students only (VV1)
|
WebCT enabled: No |
Quota: None |
Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
King's Buildings | Lecture | | 1-11 | | 14:00 - 15:50 | | | |
First Class |
Week 1, Tuesday, 14:00 - 14:50, Zone: King's Buildings. JCMB, Lecture Theatre A |
Additional information |
Tutorials: Wed at 10:00, 11:10 or Fri at 14:00
|
Exam Information |
Exam Diet |
Paper Name |
Hours:Minutes |
Stationery Requirements |
Comments |
Main Exam Diet S1 (December) | Discrete Programming and Game Theory (VS) | 2:00 | 16 sides / No YAF | |
Summary of Intended Learning Outcomes
Students should be able:
1. to model simple practical problems which require either discrete decisions or decisions made under uncertainty;
2. to use backward recursion to solve dynamic programming problems;
3. to find optimal and equilibrium strategies for zero- and nonzero-sum 2x2 matrix games;
4. to understand the theory behind the solution methods.
|
Assessment Information
Coursework: 15%; Degree Examination: 85%.
Visiting Student Variant Assessment
Examination 85%, Coursework 15% |
Special Arrangements
None |
Additional Information
Academic description |
Not entered |
Syllabus |
Not entered |
Transferable skills |
Not entered |
Reading list |
Not entered |
Study Abroad |
Not entered |
Study Pattern |
Not entered |
Keywords |
DPG |
Contacts
Course organiser |
Dr Adri Olde-Daalhuis
Tel: (0131 6)50 5992
Email: A.OldeDaalhuis@ed.ac.uk |
Course secretary |
Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk |
|
copyright 2011 The University of Edinburgh -
31 January 2011 7:59 am
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