Introduction to game theory and applications (2 ECTS)

Relatore:  Averboukh Yurii - Krasovskii Institute of Mathematics and Mechanics and Ural Federal University, Yekaterinburg, Russia
  mercoledì 10 aprile 2019
Abstract: The game theory
studies the interaction between the agents acting to achieve their own
purposes. Now the results of game theory are applied in the various fields of
science. In particular, it plays the crucial role in the modern economics.  I
will restrict my attention to the deterministic games with complete
information. I will consider non-cooperative and cooperative games. The course
will consists of two parts. First one is devoted to one-shot games. In the
second part I will discuss discrete-time dynamical games. I will start with the
zero-sum one-short games. Here I introduce the mixed strategies and prove the
existence of the solution. The natural generalization of zero-sum games are
nonzero-sum games. We will consider such solution concepts as Nash equilibrium
and Stackelberg solution. The cooperative one-shot game will finish the first
part of the course. In the second part the main approaches to the design of
solutions of dynamical games as dynamic programming and folk theorems will be
introduced. Furthermore, I would like to discuss the concept of
time-consistency both for non-cooperative and cooperative cases. The
theoretical results will be illustrated by model examples. These examples will
give an insight to optimal behaviour.

Antonio Marigonda

Data pubblicazione
26 ottobre 2018

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