Advanced Game Theory
Опубликовано на портале: 20-06-2007
|
Aннотация:
This is a second year graduate course in game theory. It assumes that your prior knowledge of game theory x and your analytical ability y obey the inequality xy > c, where c > 0 is a constant that I cannot quantify. The idea is that this is a sequel to Econ 602, but I will not enforce that rule, since your y may be high, or you may x may owe to other sources, like seeing “A Beautiful Mind” (I hope not).
This is a second year graduate course in game theory. It assumes that your prior knowledge of game theory x and your analytical ability y obey the inequality xy > c, where c > 0 is a constant that I cannot quantify. The idea is that this is a sequel to Econ 602, but I will not enforce that rule, since your y may be high, or you may x may owe to other sources, like seeing “A Beautiful Mind” (I hope not).
- Noncooperative Strategic Solution Concepts and Fundamentals
- Normal Form Games
- Extensive Form Games
- Common Knowledge and Equilibrium
- Communication and Equilibrium
- Learning and Equilibrium
- Topics in Stochastic Games
- Foundations
- Dynamic Games with Endogenous Termination
- Exogenously Repeated Games with Complete Information
- Dynamic Games with Incomplete Information
|
Программа
курса:
http://www.umich.edu/~lones/ftp/617/02sy... Варианты заданий: http://www.umich.edu/~lones/ftp/617/asmt... http://www.umich.edu/~lones/ftp/617/asmt... |
Ключевые слова
common knowledge dynamic game extensive form game stochastic modelling математическое моделирование экономическое поведение
См. также:
[Книга]
[Книга]
On the Relation between the Expected Value and the Volatility of the Nominal Excess
Return on Stocks
Journal of Finance.
1993.
Vol. 48.
No. 5.
P. 1779-1801.
[Статья]
[Книга]
[Интернет-ресурс]
Review of Economic Studies.
1995.
Vol. 62.
No. 1.
P. 53-82.
[Статья]