Offerta Didattica

 

ENGINEERING AND COMPUTER SCIENCE

GAME THEORY

Classe di corso: LM-32, 18 - Classe delle lauree magistrali in Ingegneria informatica
AA: 2017/2018
Sedi: MESSINA
SSDTAFtipologiafrequenzamoduli
SECS-S/06A scelta dello studenteLiberaLiberaNo
CFUCFU LEZCFU LABCFU ESEOREORE LEZORE LABORE ESE
64.501.56036024
Legenda
CFU: n. crediti dell’insegnamento
CFU LEZ: n. cfu di lezione in aula
CFU LAB: n. cfu di laboratorio
CFU ESE: n. cfu di esercitazione
FREQUENZA:Libera/Obbligatoria
MODULI:SI - L'insegnamento prevede la suddivisione in moduli, NO - non sono previsti moduli
ORE: n. ore programmate
ORE LEZ: n. ore programmate di lezione in aula
ORE LAB: n. ore programmate di laboratorio
ORE ESE: n. ore programmate di esercitazione
SSD:sigla del settore scientifico disciplinare dell’insegnamento
TAF:sigla della tipologia di attività formativa
TIPOLOGIA:LEZ - lezioni frontali, ESE - esercitazioni, LAB - laboratorio

Obiettivi Formativi

Comprensione del comportamento strategico di decisori razionali mediante l’illustrazione dei concetti di gioco in forma strategica e estesa, e quindi dei vari concetti di soluzione e di equilibrio per giochi di contrattazione e non cooperativi.

Learning Goals

Understanding of the strategic behavior of rational decision-makers through the illustration of the concepts of strategic and extensive form game, and then the various solution concepts and equilibrium to bargaining games and non-cooperative games.

Metodi didattici

Problem solving, lezione frontale, esercitazione.

Teaching Methods

Problem solving, lesson.

Prerequisiti

Elementi di analisi

Prerequisites

Elements of calculus

Verifiche dell'apprendimento

Esame scritto

Assessment

Written exam

Programma del Corso

Games in extensive form. Formal definition of games in extensive form: game with perfect information, with imperfect information, with imperfect information and chance moves. Backward induction. Kuhn's or Zermelo's Theorem. Definition of winning strategy and Von Neumann’s Theorem. The game of chess, David Gale's game, The Nim game. Games in strategic (or normal) form. From extensive-game form to strategic form game (without and with chance moves). Solution concepts of strategic-form games: strictly and weakly dominated strategies. Process of iterated elimination of strictly and weakly dominated strategies. Nash equilibrium. Stability property of Nash equilibrium. Best Replay map. Backward induction and Nash equilibria. The maxmin concept. Conservative value and conservative strategy. Games: Cournot duopoly competition; Chairman's Paradox Two-player zero-sum games: definition and examples. The maxmin value and the minmax value. Value of the game and optimal strategy. Saddle point and optimal strategy. Mixed strategies and mixed extension of a game in strategic form. Equilibrium in mixed strategies. Von Neumann's Minmax Theorem and Nash’s Theorem. Calculus of equilibrium in mixed strategies: The direct approach. The graphical procedure for two-player zero-sum game. Indifference principle. Dominance and equilibrium. First-price sealed-bid auctions. Second-price sealed-bid auction. Finitely-repeated games. The Prisoner Dilemma with the possibility of punishment. Infinitely-repeated game. Folk Theorem. Definition of Bayesian games. Bank Runs, Incomplete Information Cournot, Auction (first and second price)

Course Syllabus

Games in extensive form. Formal definition of games in extensive form: game with perfect information, with imperfect information, with imperfect information and chance moves. Backward induction. Kuhn's or Zermelo's Theorem. Definition of winning strategy and Von Neumann’s Theorem. The game of chess, David Gale's game, The Nim game. Games in strategic (or normal) form. From extensive-game form to strategic form game (without and with chance moves). Solution concepts of strategic-form games: strictly and weakly dominated strategies. Process of iterated elimination of strictly and weakly dominated strategies. Nash equilibrium. Stability property of Nash equilibrium. Best Replay map. Backward induction and Nash equilibria. The maxmin concept. Conservative value and conservative strategy. Games: Cournot duopoly competition; Chairman's Paradox Two-player zero-sum games: definition and examples. The maxmin value and the minmax value. Value of the game and optimal strategy. Saddle point and optimal strategy. Mixed strategies and mixed extension of a game in strategic form. Equilibrium in mixed strategies. Von Neumann's Minmax Theorem and Nash’s Theorem. Calculus of equilibrium in mixed strategies: The direct approach. The graphical procedure for two-player zero-sum game. Indifference principle. Dominance and equilibrium. First-price sealed-bid auctions. Second-price sealed-bid auction. Finitely-repeated games. The Prisoner Dilemma with the possibility of punishment. Infinitely-repeated game. Folk Theorem. Definition of Bayesian games. Bank Runs, Incomplete Information Cournot, Auction (first and second price)

Testi di riferimento: R. Lucchetti, A primer in Game theory, Esculapio, 2011

Elenco delle unità didattiche costituenti l'insegnamento

GAME THEORY

Docente: MONICA MILASI
NNomeSSDTipoCFUORETAFFrequenza
1GAME THEORYSECS-S/06LEZ4,536A scelta dello studenteLibera
2GAME THEORYSECS-S/06ESE1,524A scelta dello studenteLibera

Legenda
SEGMENTO: Tutte le unità didattiche sono composte da almeno un segmento
TIPO:LEZ - lezione, ESE - esercitazione, LAB - laboratorio

Orario di Ricevimento - MONICA MILASI

GiornoOra inizioOra fineLuogo
Martedì 12:15 13:15Stanza 26, piano 1, edificio D, Dipartimento di Economia. Su appuntamento per email: mmilasi@unime.it
Note:
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