DSS
Decision Sciences & Systems
Technical University of Munich
 

If you are interested in a particular topic listed here for a Bachelor or Master thesis, please contact the corresponding person from the list below. If you are interested in writing a thesis on another (non-listed) topic within the scope of our group or you want to participate in guided research or an interdisciplinary project, write an email to Felipe Maldonado. Please state your skills and interests and also attach a current CV and a recent grade report. First contact should be established at least one month before registration of the project in order to allow for sufficient time to settle for a suitable topic.

 

TitleFocusContact
Optimization and Market Design
(BSc or MSc thesis)
various topics

Prof. Martin Bichler

Computational Social Choice and Algorithmic Game Theory various topics (having attended one of the courses "Computational Social Choice" or "Algorithmic Game Theory" or seminars "Multiagent Systems" or "Economics & Computation" is recommended)

Prof. Felix Brandt

Equilibrium Learning in Auctions and Markets various topics (required: previous experience with at least one of the following: nonlinear optimization, algorithmic game theory, neural networks, reinforcement learning) Stefan Heidekrüger
Business Analytics / Data Mining

various topics related to data analysis and mining.

Requirements: courses "Business Analytics" (IN2028) or "Data Mining" (IN2023), python, previous experience with at least one of the following: nonlinear optimization, algorithmic game theory, neural networks, reinforcement learning.

Nils Kohring

Improving Effectiveness and Efficiency of a Deep Reinforcement Learning System for Equilibrium Computation

(added 15.01.2020)

The DSS chair has developed a system to compute approximate Bayesian-Nash equilibria in auction markets leveraging deep multi-agent reinforcement learning. The goal of this thesis is improving robustness (quality of solutions) and performance (computation time) of the existing system on a set of multiple application settings.  Possible approaches include choice in neural network architectures (layout, size, regularization, activation functions), optimization algorithms (type, hyperparameters, early-stopping, adaptive learning rate schedules, etc) and reinforcement learning methods. You will be working in the pytorch framework.

Requirements: First experience with python and basic familiarity with deep learning concepts.

Nils Kohring

Incorporating Early Bids in
the FUEL Bid Language

(BA Thesis)
(added 21.01.2020)

In the FUEL bid language bidders can formulate their demand for early and late bids by stating suitable adjustments in their package bids. Two other approaches come to mind and the goal of this thesis is to explore both of them more in detail and compare them with the original version of the FUEL bid language in terms of runtime and efficiency.

Requirements: Auction Theory & Market Design (IN2211) and/or advanced C++ skills.

Gregor Schwarz

MIBLP with Tabu Search

(BA Thesis)
(added 24.01.2020)

Mixed-integer bi-level programming is Sigma-2-p hard, i.e. harder than NP. We want to replace some of the computational heavy parts by a tabu search approach. In this thesis you will the approach by Wen and Huang (1996) and test its performance.

Requirements: familiarity with linear programming, Java

Richard Littmann

Branch-and-Sandwich for Combinatorial Exchanges with Budget-Constrained Bidders

(MA Thesis)
(added 24.01.2020)

Mixed-integer bi-level programming is Sigma-2-p hard, i.e. harder than NP. In this thesis you will implement the branch-and-sandwich algorithm by Klienati and Adjiman (2014) and assess its performance for a combinatorial exchange where bidders are financially constrained.

Requirements: familiarity with linear programming, experience in OO programming language

Richard Littmann
 

Templates and Information for Creating Thesises:

Thesis Template (latex)

Slides Template (ppt & latex)

General Information for Theses

 

Decision Sciences & Systems (DSS), Department of Informatics (I18), Technische Universität München, Boltzmannstr. 3, 85748 Garching, Germany
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