The basics of game theory, which are necessary for understanding the rest of the book, are provided in this chapter. Specifically, typical game compoments, solution concepts, and their applications are explained.

This chapter covers preliminary materials required to understand the presentation in the following chapters, including selected definitions from graph theory, linear algebra, and parameter estimation. We also introduce a classification of routing mechanisms based on the controllability of the routing of probes by monitors generating the probes, which will facilitate the discussion in the following chapters.

Identifying arbitrary topologies of power networks in real time is a computationally hard problem due to the number of hypotheses that grows exponentially with the network size. The potential of recovering the topology of a grid using only the publicly available data (e.g., market data) provides an effective approach to learning the topology of the grid based on the dynamically changing and up-to-date data. This enables learning and tracking the changes in the topology of the grid in a timely fashion. A major advantage of this method is that the labeled data used for training and inference is available in an arbitrarily large amount fast and at very little cost. As a result, the power of offline training is fully exploited to learn very complex classifiers for effective real-time topology identification.

The purpose of this chapter is to set the stage for the book and for the upcoming chapters. We first overview classical information-theoretic problems and solutions. We then discuss emerging applications of information-theoretic methods in various data-science problems and, where applicable, refer the reader to related chapters in the book. Throughout this chapter, we highlight the perspectives, tools, and methods that play important roles in classic information-theoretic paradigms and in emerging areas of data science. Table 1.1 provides a summary of the different topics covered in this chapter and highlights the different chapters that can be read as a follow-up to these topics.