Class 12: Imperfect Information Games

Schedule

Project 3 is due tomorrow (Friday, 22 February at 3:59pm).

Slides

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Links

Benny Moldovanu and Manfred Tietzel. Goethe’s Second-Price Auction. Journal of Political Economy, 1998.

The Ace-King-Queen Poker game is based on Bill Chen and Jerrod Ankenman’s The Mathematics of Poker, 2006.


Class 11: Incomplete Information Games

Slides

Continues slide from Class 10: Download (full resolution) PDF


Class 10: Introduction to Game Theory

Slides

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John F. Nash Jr. (1928-2015) received the Nobel Prize in 1994 for developing the theory of equilibria in games that was introduced in class today. The 2002 academy award best picture movie A Beautiful Mind featuring Russell Crowe as John Nash, based on the book by Sylvia Nasar, is an only somewhat fictionalized telling of his life story. His Nobel Prize autobiography concludes with:

Thus further time passed. Then gradually I began to intellectually reject some of the delusionally influenced lines of thinking which had been characteristic of my orientation. This began, most recognizably, with the rejection of politically-oriented thinking as essentially a hopeless waste of intellectual effort.

So at the present time I seem to be thinking rationally again in the style that is characteristic of scientists. However this is not entirely a matter of joy as if someone returned from physical disability to good physical health. One aspect of this is that rationality of thought imposes a limit on a person’s concept of his relation to the cosmos. For example, a non-Zoroastrian could think of Zarathustra as simply a madman who led millions of naive followers to adopt a cult of ritual fire worship. But without his “madness” Zarathustra would necessarily have been only another of the millions or billions of human individuals who have lived and then been forgotten.

Statistically, it would seem improbable that any mathematician or scientist, at the age of 66, would be able through continued research efforts, to add much to his or her previous achievements. However I am still making the effort and it is conceivable that with the gap period of about 25 years of partially deluded thinking providing a sort of vacation my situation may be atypical. Thus I have hopes of being able to achieve something of value through my current studies or with any new ideas that come in the future.


Class 9: Linear Programming

Schedule

Project 3 is due on Friday, 22 February. Everyone should be set with a team that satisfies all the constraints now.

Slides

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Links

linear-programming.ipynb - Jupyter notebook with Linear Programming examples (try on-line with Azure Notebooks

Zidane’s Penalty (Lionel Messi does not limit himself to such a simple payoff matrix)


Project 3: Matchmaker, Matchmaker

Project 3 is due Friday, 22 February, 3:59pm.

The Project 3 Notebook is available at: project3.ipynb (raw download link).

Submit your Project 3 notebook by Friday, 22 February, 3:59pm by creating a slack group (click “Direct Messages”) containing you and all of your teammatse and the four course staff: @Dave @Denis Nekipelov @Joe Roessler @Jonas. Submit your project to that group chat by attaching your jupyter notebook to a message (use the “+” at the left of the message entry field to attach a file).