CS 594 Economics and Computation: Schedule, Spring 2019

Lec. No.

Date

Topic

Readings

Further Readings

General Background Reading

Background

Algorithmic Game Theory edited by N. Nisan, T. Roughfarden, E. Tardos, and V. V. Vazirani. (pdf copy under resources tab)

Multiagent Systems by Y. Shoham and K. Leyton-Brown

Game Theory

1

Tuesday Jan 15

Introduction and Nash Equilibrium

Syllabus, Piazza

AGT Ch1, MAS Ch 3

2

Thursday Jan 17

Hardness of Nash Equilibrium

The Complexity of Computing A Nash Equilibrium by C. Daskalakis, P. W. Goldberg, and C. H. Papadimitriou.  In Communications of the ACM 52(2):89-97, 2009.

(Optionally, see the Full Version)

AGT Ch2, MAS Ch 4, CS08, BS17, R18, MJS19

3

Tuesday Jan 22

Price of Anarchy

Worst-Case Equilibria by E. Koutsoupias and C. Papadimitriou.  In STACS'99, LNCS 1563: 404-413, 1999. (Focus on up to and including Theorem 2)

AGT Ch17-19, MAS Ch 6.4, P01, RT02, R09, R12, HHT14, RST17

4

Thursday Jan 24

Extensive Form Games

Efficient Computation of Behavior Strategies by B. von Stengel.  In Games and Economic Behavior 14: 220-246, 1996. (Sections 1-5)

AGT Ch3, MAS Ch 5, H92, KMS96, GS07, S10, HMD15, FG17, FGS18, FCGS18

5

Tuesday Jan 29

Class Cancelled (AAAI)

 



6

Thursday Jan 31

Class Cancelled (UIC Closed)

 

 

7

Tuesday Feb 5

Stackelberg Games

Software Assistants for Randomized Patrol Planning for The LAX Airport Police and The Federal Air Marshals Service by M. Jain, J. Tsai, J. Pita, C. Kiekintveld, S. Rathi, R. Ordonez, M.Tambe.  In Interfaces 40(4): 267-290, 2010.

CS06, PPMTOK08, KYKCT11, YT12, YJTKLSP12, KFFST15, C16, LSV17, KNFBSTJ17, WASK18

Skipped due to cancellation

Market Equilibria

Eisenberg-Gale markets: Algorithms and game-theoretic properties by K. Jain and V. Vazirani. In Games and Economic Behavior 70(1): 84-106, 2010. (Sections 1-3, paper is available on course Piazza)

AGT Ch5+6, K97, DPSV08, CCD13, DGMVY17, GGP18

 

 

 

No-regret Learning

 

8

Thursday Feb 7

Multiplicative Weights

Adaptive game playing using multiplicative weights by Y. Freund and R. E. Schapire. In Games and Economic Behavior 29(1-2): 79-204, 1999. (Sections 1-6.1)

AGT Ch 4, AHK12, ACFS95, ABH11, DDK13, SALS15, NST15, FPS18, BMSW18, DISZ18, DP18

9

Tuesday Feb 12

Internal Regret and Correlated Equilibria

From External to Internal Regret by A. Blum and Y. Mansour.  In Journal of Machine Learning Research 8:1307-1324, 2007. (Sections 1-3)

MV78, FV97, HM00, HM01, BP18, MPP18, MLZFCP18, YFWYPC18

10

Thursday Feb 14

Counterfactual Regret Minimization

Regret Minimization in Games with Incomplete Information by M. Zinkevich, M. Johanson, M. Bowling, and C. Piccione.  In NIPS: 1729-1736, 2008

LWZB09, LGBB12, BBJT15, MSBLMBDWJB17, BS18, JKL18, SLZPTMB18, KH18

 

 

 

Information Elicitation

 

11

Tuesday Feb 19

Scoring Rules

Verification of forecasts expressed in terms of probability by G. W. Brier. Monthly Weather Review 78(1):1–3, 1950.
Strictly Proper Scoring Rules, Prediction, and Estimation by T. Gneiting and A. E. Raftery. In Journal of the American Statistical Association, 2007. (Sections 1 and 3.1)

LPS08, FK14, FK15, CFMW17, FF18

12

Thursday Feb 21

Prediction Markets

Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation by R. Hanson. In Journal of Prediction Markets 1(1):3-15, 2007.

AGT Ch 26, H03, CP07, OPRS10, ACW12, FW18, More

 

 

 

Mechanism Design

 

13

Tuesday Feb 26

Mechanism Design

Truthful mechanisms for one-parameter agents by A. Archer and E. Tardos.  In FOCS 2001. (Sections 1-5.1)

AGT Ch9, MAS C10, Nobel07, MDnA, R87, KM01, SY05, BCLMNS06, AK08, ABHM10

14

Thursday Feb 28

Online Mechanism Design

Online Auctions with Re-usable Goods by M. T. Hajiaghayi, R. D. Kleinberg, M. Mahdian, and D. C. Parkes. In ACM EC 2005.  (Sections 1-5)

AGT Ch16, PD07,  GRSPRJ11, AKLMNY15, CHLMQTWZ16

 

Friday Mar 1

Project Proposal Due

 

 

15

Tuesday Mar 5

Prophet Inequalities

Automated Mechanism Design and Prophet Inequalities by M. Hajiaghayi, R. Kleiberg, and T. Sandholm.  In AAAI 2007.

KW12, L17 (Survey)

16

Thursday Mar 7

Mechanism Design without Money

Approximate Mechanism Design without Money by A. D. Procaccia and M. Tennenholtz.  In ACM Transactions on Economics and Computation 1(4):18, 2013 (Sec1-3)

AGT Ch 10, AFPT11, LSWZ12, BGRT18, TYZ18, AD18

17

Tuesday Mar 12

Dominant Resource Fairness

Dominant Resource Fairness: Fair Allocation of Multiple Resource Types by A. Ghodsi, M. Zaharia, B. Hindman, A. Konwinski, S. Shenker, and I. Stoica.  In NSDI 2011.

Beyond Dominant Resource Fairness: Extension, Limitations, and Indivisibilities by D. C. Parkes, A. D. Procaccia, and N. Shah.  In ACM Transactions on Economics and Computation 3(1):3, 2015. (Sec 1-3)

(Read your choice of the two papers)

DFHKL11, GN12, KPS14, FGP14, FPV15, FPV17, FMS18, KOV18, KPS19, FGPS19, CKMPSW19

18

Thursday Mar 14

School Choice

Strategy-proofness versus Efficiency in Matching with Indifferences: Redesigning the NYC High School Match by A. Abulkadiroglu, P. A. Pathak, and A. E. Roth.  In  American Economic Review 99(5): 1954-1978, 2009.

Nobel12, APR05, APRS06, DB13, ACY15, ACPR17, BCKO17, APW18, DMS18, Al Roth’s Links

19

Tuesday Mar 19

Kidney Exchanges

Optimizing Kidney Exchange with Transplant Chains: Theory and Reality by J. P. Dickerson, A. D. Procaccia, and T. Sandholm.  In AAMAS 2012. (Skip Section 4)

RSU04, AS09, DPS13, DDLS15, AFKP15, AAAFK18, Al Roth’s Links

 

 

 

Auction Theory

 

20

Thursday Mar 21

VCG Auction

Algorithmic Mechanism Design by N. Nisan and A. Ronen. In Games and Economic Behavior 35: 166-196, 2001.  (Sections 1-3)

MAS Ch 11, V95, GC08, NCRJ13

 

March 25-29

 

Spring Break, No classes

 

21

Tuesday Apr 2

Sponsored Search Auctions

Internet Advertising and the Generalized Second Price Auction: Selling Billions of Dollars Worth of Keywords by B. Edelman, M. Ostrovsky, M. Schwarz. In American Economic Review 97(1): 242-259, 2007

Position Auctions by H. Varian.  In International Journal of Industrial Organization 25:1163-1178, 2007 (Optional Supplement)

AGT Ch 28, AGM06, LP07, KM08, LM11, AE11, AABG13, LR15,  RGKP16, BCKKK14, BCKKK16

22

Thursday Apr 4

Revenue-Optimal Auctions

Optimal Auction Design by R. B. Myerson.  In Mathematics of Operations Research 61): 58-73, 1981. (Sections 1-6)

AGT Ch 13, H06 (lecture notes)

 

Friday Apr 5

Initial Project Report Due

 

 

23

Tuesday Apr 9

Combinatorial Auctions

Combinatorial Auctions: A Survey by S. de Vries and R. V. Vohra.  In INFORMS Journal on Computing 15(3): 284-309, 2003 (Sections 1-3.1, 4-4.2)

AGT Ch 11 RSB82, LPS00, DM08, L11, RCL11, MDLR14, BSL15, ALT16, WLS17, LMS17, NFL18

24

Thursday Apr 11

Pay-Per-Bid Auctions

Information Asymmetries in Pay-Per-Bid Auctions by J. W. Byers, M. Mitzenmacher, and G. Zervas.  In ACM EC 2010.

PPH13, A15, S09, DM09, DKS15, BKKO19

 

 

 

Other Applications

 

25

Tuesday Apr 16

Ride-sharing

Spatial Pricing in Ride-sharing Networks by K. Bimpikis, O. Candogan, and D. Saban.  In Operations Research, Forthcoming. (Sections 1, 2, 4.2)

BFL16, FLW17, CKW17, BGTMMT17, AWBLX18, LFK18

26

Thursday Apr 18

High-frequency Trading

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response by E. Budish, P. Crampton, and J. Shim. In Quarterly Journal of Economics 130(4): 1547-1621, 2015. (Sections 1, 3, 6 through Proposition 1, 7A+B, 8)

WHP15, WW16, BW16, BW17, PP18

27

Tuesday Apr 23

Blockchain

Bitcoin Mining Pools: A Cooperative Game Theoretic Analysis by Y. Lewenberg, Y. Bachrach, Y. Sompolinsky, A. Zohar, and J. S. Rosenschein.  In AAMAS 2015.

JLGVM14, BCEM15, BNPW19

28

Thursday Apr 25

Privacy

Mechanism Design via Differential Privacy  by F. McSherry and K. Talwar.  In FOCS07: 94-103, 2007.

 A course on MD + Privacy

29

Tuesday Apr 30

Project Presentations

 

 

30

Thursday May 2

Project Presentations

 

 

 

Friday May 3

Final Project Report Due