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Introduction to Game Theory

Recommended for the 4-6th year of Specialist’s program, 4th year of Bachelor’s program, and 1-2nd year of Master’s program

Start: February 10, 2022

Lectures
Day: Thursday
Time: 6:30-8:05pm
Language: English
Format: online

Seminars
Day: Thursday (except 10.02.2022 and 14.04.2022)
Time: 8:10-9:40pm
Language: Russian
Format: online

Learning Objectives & Outcomes

At the end of the lecture course, the students will be expected to have a sound working understanding of the basic ideas and methods of the theory of games and to be able to apply them in a variety of applied problems in economics, finances, socio-economic modelling, evolutionary biology, management science, artificial intellect and data science

Program of the course

Part 1. Ideas, methods, applications.

Part 2. Foundations of non-cooperative games. Basic mathematical methods and application to evolutionary biology. Equilibria, dynamics and evolutionary stable strategies.

Part 3. Game-Theoretic approach to financial mathematics. Pricing derivative securities.

Part 4. Games of many players in statistical limit. Mean field games.

See full course outline.

See basic course exercises.