Postgraduate Course: Dynamic and Integer Programming and Game Theory (MATH11003)
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 11 (Postgraduate) |
Credits |
10 |
| Home subject area |
Mathematics |
Other subject area |
Operational Research |
| Course website |
http://student.maths.ed.ac.uk |
|
|
| Course description |
Dynamic Programming: Sequential decision processes. Principle of optimality. Applications: network, inventory, option pricing, knapsack problems. Stochastic problems;
Integer programming: modelling, relaxations, unimodularity, Branch and Bound, Gomory cuts, knapsack problems.
Game theory: optimal strategies in face of uncertainty (minimax and maximin). 2-person zero sum games, dominated strategies, saddle points, non-zero sum games, reaction curves and Nash equilibria, evolutionary games. |
Entry Requirements
| Pre-requisites |
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
None
|
| Additional Costs |
None |
Course Delivery Information
|
| Delivery period: 2010/11 Semester 1, Not available to visiting students (SS1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
Summary of Intended Learning Outcomes
| Ability to formulate and solve a sequential decision optimization problem. Ability to formulate and solve optimization problems with integer variables. Ability to apply game theory to analyse problems in competitive commercial situations. |
Assessment Information
| Course work 15%, Exam 85% |
| Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
| Not entered |
Contacts
| Course organiser |
Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary |
Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
|
copyright 2010 The University of Edinburgh -
1 September 2010 6:18 am
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