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Бакалавриат 2018/2019

Теория игр

Лучший по критерию «Полезность курса для расширения кругозора и разностороннего развития»
Лучший по критерию «Новизна полученных знаний»
Статус: Курс по выбору (Менеджмент)
Направление: 38.03.02. Менеджмент
Когда читается: 2-й курс, 4 модуль
Формат изучения: Full time
Язык: английский
Кредиты: 4

Программа дисциплины

Аннотация

The objective of the course is to provide students with knowledge of basic terms in game theory. Students will learn different game types and different concept of their solutions, will understand the difference between found solutions. Moreover, student will learn how to “find a game” in real life or in science problems and make decisions based on game solutions. The course is blended. The online video-lectures are provided by the Coursera platform by the link https://ru.coursera.org/learn/game-theory. On the seminar classes the material is trained through exercises solving.
Цель освоения дисциплины

Цель освоения дисциплины

  • Know the basic concepts and theorems of game theory, know algorithms and methods applied to solve business and managerial problems.
  • Understand limits and conditions for applying each game solution concept.
  • Have skills in the analysis of economic and managerial phenomena and processes using game-theoretic models.
Результаты освоения дисциплины

Результаты освоения дисциплины

  • Know basic concepts of games and dominance. Solve games in dominance.
  • Know basic concepts and theorems of Nash equilibrium. Find Nash equilibrium in pure and in mixed strategies in games.
  • Know basic concepts of dynamic games. Solve dynamic games.
Содержание учебной дисциплины

Содержание учебной дисциплины

  • Game definition and dominance
    1. Definition of simultaneous games. Basic elements of game in a normal form, games classification with examples. Prisoners dilemma: idea, analysis with 4 players with different preferences, basic rules of game theory. 2. Strict and weak dominance. Definition of strict and weak dominance, strict and weak dominated and dominating strategies. Game solution in dominating strategies. Game solution by eliminating dominated strategies. Reduced game. Hotelling positional game. Median voter theorem.
  • Nash equilibrium in pure and in mixed strategies
    3. Nash equilibrium in pure strategies. Definition of best response. Definition of strict and weak Nash equilibrium. Coordination game and focal point. Property of pure strategy Nash equilibrium. Nash equilibrium search in matrix games and in games with continuous number of strategies. Bertrand model with a differentiated product, the game "investing". The relationship of dominance and Nash equilibrium. 4. Nash equilibrium in mixed strategies. Definition and interpretation of mixed strategies. Definition and interpretation of mixed strategy Nash equilibrium. Property of mixed strategy Nash equilibrium. Necessary conditions for mixing strategies. Mixed strategy Nash equilibrium search. Nash theorem. The game “rock-paper-scissors”, the game “family dispute”, the game “inspection”.
  • Dynamic games
    5. Sequential games with perfect information. Definition of sequential games. Tree of the game and its elements. Perfect information. Backward induction as an approach to solve the game. Moving advantage. Zermelo's theorem: definition and game examples in accord with theorem. Games with commitment. The game "investor bank", the game "1066", the game "Duel". 6. Sequential games with imperfect information. Imperfect information and game tree. Definition of players’ strategy. Link between simultaneous and sequential games. Examples of games with imperfect information: the war of attrition. Subgames: definition, examples of subgames’ properties violations. Subgame perfect Nash equilibrium: definition and search algorithm. Link between backward induction and subgame perfect Nash equilibrium. Game “Matchmaker”. 7. Repeated games. Repeated games: definition and solution concept. Discount factor: definition and interpretations. The possibility of cooperation in finite-step repeating games based on the examples of the prisoner's dilemma and the matrix game with two equilibria. Strategies in infinitely repeated games. The possibility of cooperation in infinitely repeated games on the example of the prisoner's dilemma.
Элементы контроля

Элементы контроля

  • неблокирующий Created with Sketch. Test
  • неблокирующий Created with Sketch. Self-study work
  • неблокирующий Created with Sketch. Microtest
  • неблокирующий Created with Sketch. Active work at classes
  • неблокирующий Created with Sketch. Exam
Промежуточная аттестация

Промежуточная аттестация

  • Промежуточная аттестация (4 модуль)
    0.1 * Active work at classes + 0.3 * Exam + 0.2 * Microtest + 0.1 * Self-study work + 0.3 * Test
Список литературы

Список литературы

Рекомендуемая основная литература

  • Heifetz, A. (2012). Game Theory : Interactive Strategies in Economics and Management. Cambridge: Cambridge eText. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=451657

Рекомендуемая дополнительная литература

  • Binmore, K. (2007). Playing for Real: A Text on Game Theory. Oxford University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.oxp.obooks.9780195300574
  • Mueller, D., & Trost, R. (2018). Game Theory in Management Accounting : Implementing Incentives and Fairness. Cham, Switzerland: Springer. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1601764
  • Von Neumann, J., & Morgenstern, O. (2007). Theory of Games and Economic Behavior : 60th Anniversary Commemorative Edition (Vol. 60th anniversary ed). Princeton: Princeton University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=509721
  • Webster, T. J. (2014). Analyzing Strategic Behavior in Business and Economics : A Game Theory Primer. Lanham, MD: Lexington Books. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=748851