Computing Game-Theoretic Solutions

Game theory concerns how to form beliefs and act in settings with multiple self-interested agents. The best-known solution concept in game theory is that of Nash equilibrium. But there are also others, such as correlated equilibrium and Stackelberg mixed strategies. The latter concept offers a number of conceptual and computational advantages and has recently been deployed in a number of real-world security domains. I will review these concepts as well as algorithms for computing their solutions. I will also discuss learning in games. No previous background in game theory will be required.