Game Theory and Optimal Decision-Making

Garant předmětu:

Lecturer:

Tutor:

Supervisor:

Department of Applied Mathematics

Synopsis:

Decision-making theory, utility theory. Explicit form games, backward induction. Normal form games. Antagonistic conflict, matrix games. Repeated games, evolutionary game theory. Cooperative games without transferable payoffs. Cooperative games with transferable payoffs (imputation, core, Shapley value, nucleolus). Applications of game theory above all in economics and transportation.

Requirements:

Elements of linear algebra (matrices), elements of mathematical analysis (functions, derivatives), secondary school mathematics.

Syllabus of lectures:

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Study Objective:

Fundamental concepts of game theory, methods for particular models (explicit form games, normal form games, repeated games, cooperative games), applications of game theory.

Study materials:

Bierman, H.; Fernandez, L.: Game Theory with Economic Applications. Addison-Wesley, 1993.

Hykšová, M.: Game Theory. FD ČVUT, Prague, 2008.

Morris, P.: Introduction to Game Theory. Springer-Verlag, 1994.

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Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: