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 09 (Year 3 Undergraduate) |
Credits |
10 |
| Home subject area |
Mathematics |
Other subject area |
Specialist Mathematics & Statistics (Honours) |
| Course website |
http://student.maths.ed.ac.uk |
|
|
| 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. |
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 - 14:50 | | | | | King's Buildings | Lecture | | 1-11 | | | | | 14:00 - 14:50 |
| First Class |
First class information not currently available |
| Additional information |
Tutorials: at times to be arranged.
|
|
| Delivery period: 2010/11 Semester 1, Part-year visiting students only (VV1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| King's Buildings | Lecture | | 1-11 | | 14:00 - 14:50 | | | | | King's Buildings | Lecture | | 1-11 | | | | | 14:00 - 14:50 |
| First Class |
Week 1, Tuesday, 14:00 - 14:50, Zone: King's Buildings. JCMB, Lecture Theatre A |
| Additional information |
Tutorials: at times to be arranged.
|
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% |
| Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
| Not entered |
Contacts
| Course organiser |
Dr Adri Olde-Daalhuis
Tel: (0131 6)50 5992
Email: A.OldeDaalhuis@ed.ac.uk |
Course secretary |
Mrs Katherine Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk |
|
copyright 2010 The University of Edinburgh -
1 September 2010 6:17 am
|
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