Multiagent decision-making and control
Summary
Students will be able to formulate a multi-agent decision-making problem as a game and apply relevant mathematical theories and algorithms to analyze the interaction of the agents and predict the outcome of the decision-making problems.
Content
Elements of a non-cooperative game, Nash equilibrium, zero-sum games, pure and mixed strategies, minimax theorem, potential games, sequential games, feedback games, Stackleberg games, efficiency of equilibria, convex games, auctions and mechanisms, Bayesian games, computing equilibria, learning equilibria, no-regret dynamics.
Keywords
game theory, multi-agent decision-making, Nash equilibrium, optimization algorithms
Learning Prerequisites
Required courses
math logic and experience with writing proofs, algebra, analysis, probability and optimization.
Learning Outcomes
By the end of the course, the student must be able to:
- Formulate a multi-agent decision-making problem as a game.
- Analyze the outcome of the game.
- Identify the class of game (sequential, one-shot, cooperative).
- Optimize each agent's decision based on her objective.
- Define various equilibrium concepts.
- Implement algorithms to compute Nash equilibria.
- Predict the outcome of the game.
- Derive an algorithm to learn equilibria.
- Assess / Evaluate centralized versus decentralized optimization approach
Transversal skills
- Assess progress against the plan, and adapt the plan as appropriate.
- Communicate effectively, being understood, including across different languages and cultures.
- Give feedback (critique) in an appropriate fashion.
- Evaluate one's own performance in the team, receive and respond appropriately to feedback.
- Keep appropriate documentation for group meetings.
- Set objectives and design an action plan to reach those objectives.
Teaching methods
in-class lecture notes, and slides. the notes will be available on moodle after each class.
Expected student activities
in-class participation and completion of a project
Assessment methods
There will be a class project and an exam.
Dans les plans d'études
- Semestre: Printemps
- Forme de l'examen: Pendant le semestre (session d'été)
- Matière examinée: Multiagent decision-making and control
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 1 Heure(s) hebdo x 14 semaines
- Projet: 1 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Printemps
- Forme de l'examen: Pendant le semestre (session d'été)
- Matière examinée: Multiagent decision-making and control
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 1 Heure(s) hebdo x 14 semaines
- Projet: 1 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Semestre: Printemps
- Forme de l'examen: Pendant le semestre (session d'été)
- Matière examinée: Multiagent decision-making and control
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 1 Heure(s) hebdo x 14 semaines
- Projet: 1 Heure(s) hebdo x 14 semaines
- Type: optionnel
- Forme de l'examen: Pendant le semestre (session d'été)
- Matière examinée: Multiagent decision-making and control
- Cours: 2 Heure(s) hebdo x 14 semaines
- Exercices: 1 Heure(s) hebdo x 14 semaines
- Projet: 1 Heure(s) hebdo x 14 semaines
- Type: obligatoire