Game Theory

Recommended Prerequisites

Basic knowledge of dynamical systems, modeling and the qualitative analysis of differential equations.

Teaching Methods

Lectures and tutorials: The contents of the syllabus are presented in the lectures, where examples are given to illustrate the concepts. There are also tutorials, where exercises and related problems are solved.

Learning Outcomes

The syllabus aims to introduce the scientific foundations of Game Theory.

Work Placement(s)

No

Syllabus

Basic notions on optimization, control and stochastic differential equations.  Static and dynamic games; signaling games; stochastic games; differential games; evolutionary dynamics; applications.

Assessment Methods

Assessment
Research work: 50.0%
Synthesis work: 50.0%

Bibliography

D. Fudenberg and J. Tirole, Game Theory, MIT Press, 1991.

R. Gibbons; A Primer in Game Theory, Prentice Hall, 1992.

J. Hofbauer, K. Sigmund, Evolutionary Games and Population Dynamics, Cambridge University Press, Cambridge, 1998.

A. Araújo, Introdução à Economia Matemática, IMPA, 1983.

S. Pliska, Introduction to Mathematical Finances, Blackwell Publishing, Oxford, 1997.

P. Protter, Stochastic integration and differential equations, Springer-Verlag, New-York, 1990.

I. Karatzas and S.E. Shreve, Brownian motion and Stochastic Calculus, Springer-Verlag, 1988.