TAs: There are several TAs for the class. Zhuoshu Li (zhuoshuli at wustl) will be the head TA and will conduct various recitation sessions as needed. Tony Ginart (tony.ginart at wustl), Robert Miller (millerrt at wustl), and Alicia Sun (sun.yi at wustl) will also serve as TAs. The TAs will hold regular office hours starting in the second week of class, grade homeworks, and answer questions on Piazza.
TA office hours will be held in Urbauer 114, the ACM Lounge. The
complete office hour schedule is as follows (Sanmay's office hours
will be in Bryan 307E):
Mondays | 2:30 - 4:00 (Alicia) |
Tuesdays | 4:00 - 5:30 (Zhuoshu) |
Wednesdays | 2:30 - 4:00 (Tony), 4:00 - 5:30 (Robert) |
Thursdays | 2:00 - 3:00 (Sanmay) |
Date | Topics | Readings | Extras |
Jan 19 | Introduction. Course policies. Course overview. | Lecture notes | |
Jan 21 | The assignment problem. The auction algorithm. | SLB Section 2.3.2 | |
Jan 26 | (Brief) introduction to linear programming and duality. | SLB Appendix B. Chapter 7 of Algorithms (Dasgupta et al). | GNU Linear Programming Kit. We'll post some installation tips on Piazza. |
Jan 28 | LP form of the assignment problem. Two-sided matching. | SLB Section 10.6.4 (through Theorem 10.6.13). The original Gale and Shapley paper | HW1 out |
Feb 2 | Two-sided matching, contd. Proposer optimality. LP formulation of stable matching. | SLB Section 10.6.4 (through Theorem 10.6.13). The first two pages of this paper | |
Feb 4 | Preferences and von Neumann-Morgenstern utilities. | SLB Section 3.1 | |
Feb 9 | Risk-aversion and log utilities. Intro to game theory: Pareto-optimality and strict dominance. | NRTV Sections 1.1-1.3. SLB Section 3.3.1 | |
Feb 11 | Game theory, contd.: Nash equilibrium. | SLB Sections 3.3 and 4.5 (excluding 4.5.2) | |
Feb 16 | Mixed strategy Nash equilibria contd. Congestion and potential games. | NRTV Section 1.3. SLB Sections 3.3.2, 6.4.1-6.4.3 | |
Feb 18 | Correlated equilibrium. Subgame perfection. | SLB Sections 3.4.5, 5.1. NRTV Sections 1.3.6, 1.5. | |
Feb 23 | Sequential games and subgame perfection, contd. | Same as prior lecture. | HW2 out |
Feb 25 | Games of imperfect information. Sequential equilibrium. | SLB 5.2.1, 5.2.2, 5.2.4. Game trees from lecture (from David Kreps' book) | |
Mar 1 | Games of incomplete information. Bayes-Nash equilibrium. | SLB 6.3. | |
Mar 3 | Analyzing auctions as Bayesian games. | Easley and Kleinberg, Chapter 9 (especially 9.7) | |
Mar 8 | Ex-post BNE. Computing equilibria in 2-player zero-sum games. | SLB 6.3.4, 3.4.1, 4.1 | |
Mar 10 | More on computing equilibria in games. | SLB 4.1, 4.2.1, 4.2.2 | |
Mar 22 | Ben-Gurion's Tri-Lemma and Intro to Social Choice. | Paper by James Stodder | |
Mar 24 | Midterm | ||
Mar 29 | Social choice and Arrow's impossibility theorem. | NRTV 9.1 and 9.2. | |
Mar 31 | Midterm debriefing. Arrow's theorem, contd. Single-peaked preferences. | NRTV 9.2, 10.1, 10.2; SLB 9.1-9.4 | |
Apr 5 | Single-peaked preferences (contd). The Gibbard-Satterthwaite theorem. | NRTV 9.2, 9.3; SLB 9.4 | |
Apr 7 | The Gibbard-Satterthwaite theorem (contd.) VCG mechanisms | NRTV 9.2, 9.3. | |
Apr 12 | The Clarke Pivot Rule. Examples of VCG Mechanisms. | NRTV 9.3. | HW3 out |
Apr 14 | Sponsored search. | Paper on GSP by Edelman, Ostrovsky, and Schwartz (2007) | |
Apr 19 | Financial and prediction markets. | Wolfers and Zitzewitz, JEP 2004. Sections 1 and 2 of Das, 2008, plus Parsons et al, 2006 (particularly Sections 1 and 2). | |
Apr 21 | Automated market-making and scoring rules. | Hanson, J. Pred. Markets 2007 (version from 2002), Sections 5.1 and 5.3 of Chen and Pennock, UAI 2007, NRTV 26.4.1 | |
Apr 26 | Prediction markets wrap-up. | Slides | |
Apr 28 | Final Jeopardy! |