**Course Description:** The goal of this class is to provide a broad and rigorous introduction to the theory, methods and algorithms of multi-agent systems. The material spans disciplines as diverse as engineering (including control theory and signal processing), computer science (including artificial intelligence, algorithms and distributed systems), micro-economic theory, operations research, public policies, psychology and belief systems. A primary focus of the course is on the application of cooperative and non-cooperative game theory for both static and dynamic models, with deterministic as well as stochastic descriptions. The coverage will encompass both theoretical and algorithmic developments, with multi-disciplinary applications.

**Prerequisites: **The course is offered as a graduate level course. To follow the course, familiarity with dynamic systems (at the level of EL-GY 6253), some background in probability theory (at the level of EL-GY 6303) are required. Some familiarity with the basics of linear and nonlinear programming is desirable but not required. A minimum GPA of 3.5 is required for undergraduates to take the course.

**Grading:**

Homework: 30%

Midterm Exam: 20%

Take-home Final Exam: 20%

Term Project: 30%

**Required Text: **

[BO] T. Başar and G.J. Olsder, *Dynamic Noncooperative Game Theory*, 2nd edition, Classics in Applied Mathematics, SIAM, Philadelphia, 1999

[FT] D. Fudenberg and J. Tirole, *Game Theory*, MIT Press, 1991.

[OW] G. Owen, *Game Theory*, 4th edition, Academic Press, 2013.

**Supplementary Text:**

[RG] R. Gibbons, *Game Theory for Applied Economists*, Princeton University Press, 1992.

[MS] M. Maschler and E. Solan, *Game Theory*, Cambridge University Press, 2013.

**Additional References:**

[RI] R. Isaacs, *Differential Games*, Kruger, NY, 2nd ed., 1975 (First edition: Wiley, NY, 1965).

[VM] J. von Neumann and O. Morgenstern, *Theory of Games and Economic Behavior*, Princeton University Press, Princeton, NJ, 2nd ed., 1947 (first edition: 1944).

[VB] T. L. Vincent and J. S. Brown, *Evolutionary Game Theory, Natural Selection, and Darwinian Dynamics*, Cambridge University Press, Cambridge, England, 2005.

[BB] T. Başar and P. Bernhard, *H-infinity Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach*, 2nd edition, Birkhäuser, Boston, MA, August 1995.

[CBL] N. Cesa-Bianchi and G. Lugosi, *Prediction, Learning, and Games*, Cambridge University Press, 2006.

[MOJ] M. O. Jackson, *Social and Economic Networks*, Princeton University Press, 2010

[OR] M. J. Osborne and A. Rubinstein, *A Course in Game Theory*, MIT Press, 1994

[DBP] D. P. Bertsekas, *Dynamic Programming and Optimal Control*, Athena Scientific; 4th edition, 2007

[VK] V. Krishna, *Auction Theory*, Second Edition, Academic Press, 2009

[VNRT] V. Vazirani, N. Nisan, T. Roughgarden, and E. Tardos, Eva, *Algorithmic Game Theory*, Cambridge, UK: Cambridge University Press, 2007.

** **