I offer the following appointments for oral exams. First, you need to visit the Prüfungsamt with you exercise certificate. The you will receive a yellow form that you have to bring to the appointment.

To reserve a time slot for an oral exam please send me an email.

Game theory is the theory of interaction. Many interactions, e.g. between people, enterprises, and traffic participants, can be interpreted as a strategic game between different players. In such a game, every player acts selfish in order to achieve its private goal. In a rush hour traffic situation, for instance, drivers strive to choose a route that minimizes their travel time; they do not care about the wellbeing of the other traffic participants. In an ebay auction, we try to buy a good without paying too much, but our success is not only determined by our own bidding strategy, but also by the strategies of the other participants in the auction.

Game theory is an interdisciplinary field in the intersection of mathematics, economics, and computer science to study such interactions.

The aim of this lecture is to give an overview over the main mathematical concepts of game theory, i.e., the existence, computation and efficiency of equilibria in various games. The following topics are the main focus of this lecture: 

• game trees and games in extensive form
• zero sum games
• two person games
• combinatorial games
• mechanism design

The lecture will be held by Max Klimm.

Office hours: Tuesday, 11am - 12am.

Lecture notes including the topic covered in the lectured will be published here. I will update the lecture notes whenever I spot room for improvements. 

Changelog:

Chapter 1

15.10.2015 First Version

20.10.2015 Added Section in Two-Player Zero-Sum Games

28.10.2015 Bibliographic Notes and Exercises added, more comments

10.11.2015 Minor Changes

18.11.2015 Changes to Layout

08.02.2016 Minor Changes

Chapter 2

28.10.2015 First Version

10.11.2015 Added Section on Complexity

18.11.2015 Changes to Layout

08.02.2016 Minor Changes

Chapter 3

18.11.2015 First Version

02.12.2015 Games with Exogeneous Uncertainty Added

08.02.2016 Minor Changes

10.03.2016 Minor changes to the proof of Theorem 3.16

Chapter 4

02.12.2015 First Version

17.12.2015 Consistency added

20.01.2016 Complexity and Non-atomic games added

08.02.2016 Minor Changes

16.02.2016 Fixed bug in proof of Theorem 4.43

Chapter A

20.01.2016 First Version

Every other week, there is an exercise session instead of a lecture on Wednesday. During the exercise session, students show their solutions to the exercises. Assignment sheets containing the exercises are published one week before the exercise session. It is necessary to be able to present solutions to 2/3 of all exercises during exercise sessions. (You can mark all exercises that you are able to present in the beginning of each exercise session.)

Students who were able to present 2/3 of all exercises obtain an exercise certificate (german: Schein) without a grade.

Students who cannot participate in an exercise session may also send their solutions to klimm@math.tu-berlin.de until 14:00 at the day of the exercise session.

Students with an exercise certificate are eligible for an oral exam after the term. The grade obtained in the oral exam does only depend on the performance during the oral exam and not on the exercise. Yet, solving the exercises provides a good training for the oral exam.

After passing the oral exam, the lecture gives 10 ECTS points. The lecture can be credited as ADM III.

The first exercise sheet will be published on October, 21. The first exercise session takes place on October, 28.

Changelog

18.11.2015, 17:00: Exercise Sheet 3, Formulation of Exrercise 3.2 and 3.5 changed.

21.11.2015, 21:50: Exercise Sheet 3, Type in Definition of E in Exercise 3.1 fixed.

24.11.2015, 07:00: Exercise Sheet 3, Added the word "finite" to Exercise 3.5

24.11.2015, 09:25: Exercise Sheet 3, fixed probability distribution in Exercise 3.4

17.12.2015, ??:??: Exercise Sheet 5, upon request the the term "consistency" in exercise 5.3 is defined. Sorry for the late upload!

02.01.2015, 13:45: Exercise Sheet 5, slight clarification of Exercise 5.2