Game theory

Crédit : 5 ECTS
Langue du cours : anglais

Volume horaire

• CM : 36 h
• Volume horaire global (hors stage) : 36 h

Compétences à acquérir

The student will know important concepts of game theory, and learn how to solve problems and prove theorems: Nash Equilibrium, Von Neumann's Theorem, Zermelo's Theorem, Combinatorial games, etc.

Description du contenu de l'enseignement

Volume horaire :
CM : 18h
TD : 18h

We study some basic models and results on non-cooperative game theory. The course is divided in five parts:
1. Introduction to game theory: Notations and basic concepts
2. Zero-sum games: Theorem of Von Neumann
3. Nash equilibrium, their existence and mixed strategies; Nash's Theorem
4. Combinatorial Games, Game trees, Zermelo's Theorem
5. Topology: Sperner's Lemma and Applications

Mode de contrôle des connaissances

CC (midterm) + Final Exam

Pré-requis obligatoires

A first course in probability theory; a first course in linear algebra (good familiarity of convex sets); basic notions of graph theory/ algorithmic theory;

Bibliographie, lectures recommandées

Two references: 1) Game Theory, Tadelis 2) Game theory: playful introduction, DeVos, Kent

Enseignant responsable

ARARAT HARUTYUNYAN