Бакалавриат 2020/2021

Теория игр

Статус: Курс по выбору (Программа двух дипломов по экономике НИУ ВШЭ и Лондонского университета)

Направление: 38.03.01. Экономика

Кто читает: Международный институт экономики и финансов

Где читается: Международный институт экономики и финансов

Когда читается: 3-й курс, 3, 4 модуль

Формат изучения: без онлайн-курса

Преподаватели: Катонини Эмилиано

Язык: английский

Кредиты: 4

Контактные часы: 56

Course Syllabus

Abstract

The only prerequisite for the course is the basic knowledge of probability theory and optimization theory. Both topics are treated in the ICEF BSc mandatory courses of the first two and a half years. The course endows students with the game theory techniques used in strategic and economic consultancy, and in institutions that operate in the regulations of markets.

Learning Objectives

• to acquire the game theoretical tools most widespread in economic applications
• to understand their theoretical motivations and underlying assumptions in terms of players’ strategic reasoning

Expected Learning Outcomes

• identify real life situations where the studied concepts are applicable
• analyze the role of information in a competitive environment
• analyze the role of timing of decisions and foresightedness in a dynamic environment
• analyze the interplay between information and dynamic decision making

Course Contents

• Simultaneous games with incomplete information
  Ex-ante strategic form, interim strategic form, Bayesian games, Bayesian equilibrium.
• Simultaneous games with complete information
  Best replies, dominance, rationalizability, iterated dominance, Nash equilibrium, mixed equilibrium, correlated equilibrium
• Dynamic games with complete information
  Perfect information, backward and forward induction, observable actions, subgame perfect equilibrium, repeated games.
• Dynamic games with incomplete information
  Bayesian updating, perfect Bayesian equilibrium.

Assessment Elements

• Test 1
• Test 2
• Final Exam

Interim Assessment

• Interim assessment (4 module)
  0.5 * Final Exam + 0.25 * Test 1 + 0.25 * Test 2

Bibliography

Recommended Core Bibliography

• 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

Recommended Additional Bibliography

• An introduction to game theory, Osborne, M. J., 2009