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
| Not being delivered |
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.
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Assessment Information
| See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
Special Arrangements
| None |
Additional Information
| Academic description |
Optional course for Honours Degrees involving Mathematics and/or Statistics.
|
| Syllabus |
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. |
| Transferable skills |
Not entered |
| Reading list |
http://www.readinglists.co.uk |
| Study Abroad |
Not Applicable. |
| Study Pattern |
See 'Breakdown of Learning and Teaching activities' above. |
| Keywords | DPG |
Contacts
| Course organiser | Dr Peter Richtarik
Tel: (0131 6)50 5049
Email: peter.richtarik@ed.ac.uk |
Course secretary | Dr Jenna Mann
Tel: (0131 6)50 4885
Email: Jenna.Mann@ed.ac.uk |
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