Instructor:
Semester:
- 2013 Spring/Summer (Jan - May)
Syllabus:
Linear and Dual Spaces, Optimization in Hilbert space, Optimization of functionals, Global theory of constraint optimization, Local theory of constraint optimization, Non-cooperative game theory: Nash equilibria, Cooperative game theory, Auction theory
Reference texts:
Optimization by Vector Space Methods by David G Luenberger
Convex Optimization, Stephen Boyd and Lieven Vandenberghe. Cambridge University Press
Linear and Nonlinear Programming by David G. Luenberger
Fun and Games: A Text on Game Theory, Ken Binmore
A Course in Game Theory, Martin J. Osborne and Ariel Rubinstein
Miscellaneous:
The course would involve two lectures a week of duration hour and a half each. The evaluation would be based on two exams, homeworks and a presentation.