Optimization and game theory
General data
Course ID: | 1000-715bOTG |
Erasmus code / ISCED: | (unknown) / (unknown) |
Course title: | Optimization and game theory |
Name in Polish: | Optymalizacja i teoria gier |
Organizational unit: | Faculty of Mathematics, Informatics, and Mechanics |
Course groups: |
Obligatory courses for 2nd year Bioinformatics |
ECTS credit allocation (and other scores): |
4.50
|
Language: | Polish |
Type of course: | obligatory courses |
Prerequisites (description): | multidimensional analysis and ordinary differential equations |
Short description: |
The lecture encompasses optimization in multidimensional spaces and noncooperative game theory |
Full description: |
The lecture consists of – Elements of differential calculus for functions of many variables important for optimization: extended Sylvester theorem, convexity and concavity; – Elements of multidimensional optimization both with and without constraints (including necessary Karush–Kuhn–Tucker conditions for various form of constraints and sufficient conditions), discrete time dynamic optimization and Bellman equation; – Elements of game theory (games in extensive and normal form, dominant and dominated strategies, reduction of the game for extensive and normal form, Nash equilibrium, including subgame-perfect Nash equilibrium, minmaks and optimal/minimax,l strategies, pure and mixed strategies, evolutionary stable strategies, replicator dynamics. |
Bibliography: |
(in Polish) M. Malawski, A. Wieczorek, H. Sosnowska. Konkurencja i kooperacja. Teoria gier w ekonomii i naukach społecznych. Wydawnictwa Naukowe PWN, 2012; P.D. Straffin, Teoria gier, Scholar, 2004; J. Palczewski, Skrypt Optymalizacja II, http://mst.mimuw.edu.pl/lecture.php?lecture=op2; |
Learning outcomes: |
Students know and understand methods of optimization, including nonlinear optimization and tools of noncooperative game theory within the scope of the lecture. They can calculate extrema of functions of many variables (with or without constraints) (K_U05), find Nash equilibria, dominant and dominated strategies, minimax and ESS (or to show that they do not exist) |
Assessment methods and assessment criteria: |
final exam |
Classes in period "Winter semester 2023/24" (past)
Time span: | 2023-10-01 - 2024-01-28 |
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MO TU W TH FR WYK
CW
|
Type of class: |
Classes, 30 hours
Lecture, 30 hours
|
|
Coordinators: | Agnieszka Wiszniewska-Matyszkiel | |
Group instructors: | Agnieszka Wiszniewska-Matyszkiel | |
Students list: | (inaccessible to you) | |
Examination: | Examination |
Classes in period "Winter semester 2024/25" (future)
Time span: | 2024-10-01 - 2025-01-26 |
Navigate to timetable
MO TU W TH FR |
Type of class: |
Classes, 30 hours
Lecture, 30 hours
|
|
Coordinators: | Agnieszka Wiszniewska-Matyszkiel | |
Group instructors: | Agnieszka Wiszniewska-Matyszkiel | |
Students list: | (inaccessible to you) | |
Examination: | Examination |
Copyright by University of Warsaw.