課程名稱 |
不完全資訊賽局 Games with Incomplete Information |
開課學期 |
108-1 |
授課對象 |
社會科學院 經濟學研究所 |
授課教師 |
班哲明 |
課號 |
ECON7219 |
課程識別碼 |
323EM1680 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期三6,7,8(13:20~16:20) |
上課地點 |
社科研609 |
備註 |
本課程以英語授課。 限碩士班以上 或 限博士班 總人數上限:20人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1081ECON7219 |
課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
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課程概述 |
From job applications to selling goods or playing poker, there are many situations in which a strategic decision maker has only some, but not all the payoff-relevant information. Uninformed players then maximize their utility according to their beliefs about the unknown quantity. This course provides the tools to describe such incomplete information games and introduces commonly used solution concepts. In addition to the static environment, we study mechanism design, where the principal designs the environment, and dynamic/repeated environments, where players have the ability to learn over time. |
課程目標 |
Students will be able to recognize and model situations with incomplete information and use the right tools/solution concepts to solve them.
Course outline (Course Schedule of 18 weeks)
Week 1: Introduction
Week 2: Harsanyi's equivalence, Bayesian Nash equilibrium
Week 3: Higher-order beliefs, type spaces, interim correlated rationalizability
Week 4: Bounded rationality
Week 5: Applications: auctions, Bayesian persuasion
Week 6: Mechanism design: revelation principle, implementability
Week 7: Mechanism design: efficiency, robustness
Week 8: Applications of mechanism design: screening, auctions
Week 9: Midterm exam
Week 10: Dynamic games: perfect Bayesian Nash equilibrium, sequential equilibrium
Week 11: Dynamic games: trembling-hand perfection, interim sequential rationalizability
Week 12: Principal-agent models: adverse selection, signaling
Week 13: Repeated games: reputation effects
Week 14: Repeated games: sequential bargaining
Week 15: Dynamic mechanism design
Week 16: Stochastic games: Markov perfect equilibrium
Week 17: Stochastic games: applications
Week 18: Final exam
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課程要求 |
Requirements for students after the class:
Students will be able to recognize and model situations with incomplete information and use the right tools/solution concepts to solve them. |
預期每週課後學習時數 |
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Office Hours |
每週三 16:20~17:20 備註: Or by appointment |
指定閱讀 |
Required readings
“Game Theory”, 1st edition, 1991, by Drew Fudenberg and Jean Tirole, MIT Press |
參考書目 |
Extension readings
“An Introduction to Modern Mechanism Design”, 1st edition, 2015, by Tilman Börgers, Oxford University Press |
評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Assignments |
20% |
|
2. |
Midterm exam |
30% |
or 20% if the grade is worse than the final grade |
3. |
Final examination |
50% |
or 60% if the grade is better than the midterm grade.
The final examination consists of a group project and a conventional exam, both contributing equally to the grade. Some in-class time will be given to work on the project. |
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週次 |
日期 |
單元主題 |
第1週 |
9/11 |
Introduction |
第2週 |
9/18 |
Harsanyi's equivalence, Bayesian Nash equilibrium |
第3週 |
9/25 |
Higher-order beliefs, type spaces, interim correlated rationalizability |
第4週 |
10/02 |
Bounded rationality |
第5週 |
10/09 |
Applications: auctions, Bayesian persuasion |
第6週 |
10/16 |
Mechanism design: revelation principle, implementability |
第7週 |
10/23 |
Mechanism design: efficiency, robustness |
第8週 |
10/30 |
Applications of mechanism design: screening, auctions |
第9週 |
11/06 |
Midterm exam |
第10週 |
11/13 |
Dynamic games: perfect Bayesian Nash equilibrium, sequential equilibrium |
第11週 |
11/20 |
Dynamic games: trembling-hand perfection, interim sequential rationalizability |
第12週 |
11/27 |
Principal-agent models: adverse selection, signaling |
第13週 |
12/04 |
Repeated games: reputation effects |
第14週 |
12/11 |
Repeated games: sequential bargaining |
第15週 |
12/18 |
Dynamic mechanism design |
第16週 |
12/25 |
Stochastic games: Markov perfect equilibrium |
第17週 |
1/01 |
Stochastic games: applications |
第18週 |
1/08 |
Final exam |
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