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Introduction to Game Theory

Опубликовано на портале: 27-12-2006
Преподаватель: Marcus M. Mobius
Факультет: Department of Economics
Дисциплина: Game Theory
Год: Spring 2006
Язык: Английский
Язык оригинала: английский
Тематические разделы: Экономика, Теория игр

Aннотация:
An introduction to game theory and its applications to economics at a high level of rigor. Topics include extensive form and strategic form games, Nash equilibrium and Nash's existence theorem, subgame-perfect equilibrium, Bayesian equilibrium, and applications to repeated games, auctions, and bargaining.



The syllabus gives an overview of the topics and the order in which they are covered.
  1. Decision theory under Certainty and Uncertainty. Decision problem are essentially one person games. We prove under which conditions preferences can be expressed in terms of a utility function, and we derive the von Neumann Morgenstern expected utility representation.
  2. Static Games of Complete Information Definition of rationality, common knowledge. Dominant strategies and iteration. Nash equilibrium. Mixed strategies. Existence and properties of Nash equilibrium.
  3. Evolutionary Game Theory and Learning Mutations and Darwinian Dynamics. Evolutionary Stability. Stochastic Stability. Ficticious Play. Axelrod's experiments.
  4. Extensive Form Games Information sets. Normal form analysis. Subgame perfect equilibrium. Backward induction. Value of commitment. Time inconsistent behavior. Critiques of subgame perfection. Forward induction. Infinite horizon games.
  5. Repeated Games and Games of Cooperation Folk theorem. Theories of social capital.
  6. Static Games of Incomplete Information Bayesian Nash Equilibrium. Auctions.
  7. Dynamic Games of Incomplete Information Perfect Bayesian Equilibrium. Signalling games. Cheap talk. Reputation.

Программа курса:
http://www.courses.fas.harvard.edu/~ec10...

Ключевые слова

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