Introduction to Game Theory
Start: February 10, 2022
Day: Thursday (except 10.02.2022 and 14.04.2022)
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 basic course exercises.