CMSC5728: Decision Analysis and Game Theory

General Expectations: Student/Faculty Expectations on Teaching and Learning

Teacher: Prof. John C.S. Lui

This is a graduate level course which covers theory on decision science. There are several main topics I plan to cover, they are: (a) Multi-armed bandit theory; (b) Game theory; (c) Reinforcement learning theory.

I like to emphasize that course is mathematical and algorithmic in nature. I will introduce a lot of concepts, show the mathematical proves, and present the physical meanings and applications. Students are expected to follow and understand my lecture, and also do a lot of readings and do some programming (via Python).

Important reminder: Students are expected to attend the lecutre, read the leture notes and understand them, spend time to read resources on the Internet, do the homework, do the programming assignments,..etc, so to keep pace with this course.

Teaching Assistants


Course Grades:



Outline for the course:
(Note: I usually prepare more materials than we can cover in a semester. I will leave those materials I can't cover to students as a self-learning tool.)

Lecture Notes (Lecture Notes are available at CUHK Blackboard (

Please refer to the CUHK Blackboard

Written homework and programming assignment

Please go to the "Blackboard" to access the specification.