Discrete Programming & Game Theory (VS1) (U01921)

? Credit Points : 10 ? SCQF Level : 9 ? Acronym : MAT-3-DPG

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.

Entry Requirements

? This course is only available to part year visiting students.

? This course is a variant of the following course : U01608

Subject Areas

Home subject area

Specialist Mathematics & Statistics (Honours), (School of Mathematics, Schedule P)

Delivery Information

? Normal year taken : 3rd year

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 2 hour(s) 30 minutes per week for 11 weeks

First Class Information

Date	Start	End	Room	Area	Additional Information
18/09/2007	14:00	15:00	Lecture Theatre A, JCMB	KB

All of the following classes

Type	Day	Start	End	Area
Lecture	Tuesday	14:00	14:50	KB
Lecture	Friday	14:00	14:50	KB

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.