Algorithmic Game Theory (252-1407-00L)
7 ECTS.
Algorithmic aspects of game-theoretic models, with focus on recent algorithmic and mathematical developments. Discussion of selected important topics in depth.
Introduction to classic game-theoretic concepts, existence of stable solutions (equilibria), algorithms for computing equilibria, computational complexity. Speed of convergence of natural game playing dynamics such as best-response dynamics or regret minimisation. Techniques for bounding the quality-loss due to selfish behavior versus optimal outcomes under central control (a.k.a. the ‘Price of Anarchy’). Design and analysis of mechanisms that induce truthful behavior or near-optimal outcomes at equilibrium. Selected current research topics, such as Google’s Sponsored Search Auction, the U.S. FCC Spectrum Auction, Kidney Exchange.
High Performance Computing for Science and Engineering I (151-0107-20L)
4 ECTS.
Introduction to algorithms and numerical methods for parallel computing for multi and many-core architectures and for applications from problems in science and engineering.
Programming models and languages:
1. C++ threading (2 weeks)
2. OpenMP (4 weeks)
3. MPI (5 weeks)
Computers and methods:
1. Hardware and architectures
2. Libraries
3. Particles: N-body solvers
4. Fields: PDEs
5. Stochastics: Monte Carlo
Steven Battilana 