Игры и решения в задачах анализа данных и моделирования

Магистратура 2026/2027

Статус: Курс по выбору (Науки о данных (Data Science))

Кто читает: Департамент математики

Где читается: Факультет экономических наук

Когда читается: 1-й курс, 3, 4 модуль

Онлайн-часы: 30

Охват аудитории: для всех кампусов НИУ ВШЭ

Язык: английский

Кредиты: 6

Контактные часы: 64

Full Syllabus Ask Question

Abstract

The aim of the course "Games and Decisions in Data Analysis and Modeling" is to familiarize students with modern models of game theory and decision theory, their applications in modeling and analyzing socio-economic problems, as well as their use in analytical and decision support systems. The course covers fundamental topics in decision theory: individual preferences modelling using binary relations and choice functions, social choice theory, especially the theory of local voting procedures and the theory of majority rule-based solutions. Also, students will consider the problems of decision-making in the network models of participants interaction and models of strategic behavior of players, taking into account the network structure of connections. Game theory studies the strategic interaction of rational agents and plays a central role in the economics, but it is also widely used in biology, political science, military affairs, etc. In this course, we will study non-cooperative and cooperative games, as well as the mechanism design, which is the reverse task, i.e. the development of rules for the interaction of agents that leads to the desired result. Successful completion of the course contributes to the development of useful strategic thinking in life.

Learning Objectives

familiarize students with modern models of game theory and decision theory, their applications in modeling and analyzing socio-economic problems, as well as their use in analytical and decision support systems

Expected Learning Outcomes

Knows how to find Nash equilibtia in normal form games
Knows the main centrality measures in networks
Knows the main solution concepts in cooperative games
Knows the main voting procedures and voting properties
Knows the models of individual preferences

Course Contents

Multi-Criteria Decision Analysis
Preference modelling
Social Choice Theory
Networks
Non-cooperative game theory
Repeated Games
Cooperative games
Introduction to mechanism design

Assessment Elements

Home assignment 1
Final examination
The examination is conducted in written form and consists of several exercises and/or problems to be solved. The instructor evaluates the completeness and correctness of the students’ solutions, including the accuracy of calculations and the appropriate application of relevant methods. During the examination, students are not allowed to use mobile phones or other unauthorized electronic devices or to communicate with classmates or other persons.
Mid-term examination
The mid-term examination is conducted in written form and consists of several exercises and/or problems to be solved. The instructor evaluates the completeness and correctness of the students’ solutions, including the accuracy of calculations and the appropriate application of relevant methods. During the mid-term examination, students are not allowed to use mobile phones or other unauthorized electronic devices, or to communicate with classmates or other persons.
Home assignment 2

Interim Assessment

2026/2027 4th module
0.2 * Home assignment 2 + 0.2 * Mid-term examination + 0.2 * Home assignment 1 + 0.4 * Final examination

Bibliography

Recommended Core Bibliography

An introduction to game theory, Osborne, M. J., 2009
Fuad Aleskerov, Denis Bouyssou, & Bernard Monjardet. (2007). Utility Maximization, Choice and Preference. Post-Print. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.p.hal.journl.halshs.00197186
Martin J Osborne, & Ariel Rubinstein. (2009). A Course in Game Theory. Levine’s Bibliography. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.p.cla.levrem.814577000000000225
Maschler,Michael, Solan,Eilon, & Zamir,Shmuel. (2013). Game Theory. Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.cup.cbooks.9781107005488

Recommended Additional Bibliography

Utility maximization, choice and preference, Aleskerov, F., 2002

Authors

Kolotvina Oksana Albertovna
SHVYDUN SERGEY VLADIMIROVICH

Course Syllabus