Undergraduate Course: Discrete Programming & Game Theory (MATH09002)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 9 (Year 3 Undergraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | Specialist Mathematics & Statistics (Honours) |
| Course website |
https://info.maths.ed.ac.uk/teaching.html |
Taught in Gaelic? | No |
| Course description | 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. |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
|
| Delivery period: 2012/13 Semester 1, Available to all students (SV1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| King's Buildings | Lecture | | 1-11 | | 14:00 - 15:50 | | | |
| First Class |
First class information not currently available |
| Additional information |
Tutorials: Wed at 10:00, 11:10 or Fri at 14:00
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S2 (April/May) | | 2:00 | | | | Resit Exam Diet (August) | | 2:00 | | |
|
| Delivery period: 2012/13 Semester 1, Part-year visiting students only (VV1)
|
WebCT enabled: No |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| King's Buildings | Lecture | Th A, JCMB | 1-11 | | 14:00 - 15:50 | | | |
| First Class |
First class information not currently available |
| Additional information |
Tutorials: Wed at 10:00, 11:10 or Fri at 14:00
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S1 (December) | Discrete Programming and Game Theory (VS) | 2:00 | | |
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.
|
Assessment Information
Coursework: 15%; Degree Examination: 85%.
Visiting Student Variant Assessment
Examination 85%, Coursework 15% |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
http://www.readinglists.co.uk |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | DPG |
Contacts
| Course organiser | Dr Peter Richtarik
Tel: (0131 6)50 5049
Email: |
Course secretary | Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: |
|
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