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課程名稱 |
動態最適化與動態賽局
Dynamic Optimization and Dynamic Games |
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開課學期 |
110-2 |
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授課對象 |
社會科學院 經濟學研究所 |
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授課教師 |
周建富 |
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課號 |
ECON5119 |
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課程識別碼 |
323 U7510 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三7,8,9(14:20~17:20) |
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上課地點 |
社科307 |
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備註 |
限學士班三年級以上 或 限碩士班以上 或 限博士班
總人數上限：50人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1102ECON5119_ |
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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 |
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課程大綱
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課程概述 |
首先，教導學生動態最適化之基本方法(Discrete time, Continuous time, and Stochastic Optimization)。其次，介紹相關之動態賽局概念以及如何應用動態最適化方法求解動態賽局。 |
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課程目標 |
(1) Teach students basic concepts of incomplete information games and Bayesian equilibrium, dynamic games, subgame perfect equilibrium and backward induction.
(2) Teach students basic ideas of dynamic (discrete time, continuous time, and stochastic) optimization and illustrate with economic examples.
(3) Using examples to illustrate how to apply dynamic (discrete time, continuous time, and stochastic) optimization method to solve differential games and stochastic games. |
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課程要求 |
成績評量方式：Midter (take home, 50%); Final Exam (in class, 50%) |
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預期每週課後學習時數 |
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Office Hours |
備註： Wed 1:10-2:10 and by appointment |
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指定閱讀 |
Chou, “Lecture Notes on Mathematics for Economists”
Kamien / Schwartz, “Dynamic Optimization”
Dixit / Pindyck, “Investment under uncertainty” |
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參考書目 |
Chou, “Lecture Notes on Mathematics for Economists”
Kamien / Schwartz, “Dynamic Optimization”
Dixit / Pindyck, “Investment under uncertainty” |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Midterm (take home) |
50% |
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2. |
Final Exam |
50% |
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週次 |
日期 |
單元主題 |
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第1週 |
2/16 |
Introduction to game theory and economic dynamics |
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第2週 |
2/23 |
Differential Equation and Incomplete Information Games |
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第3週 |
3/02 |
Difference equation and backward induction |
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第4週 |
3/09 |
Dynamic optimization—discrete time |
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第5週 |
3/16 |
Dynamic optimization—continuous time |
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第6週 |
3/23 |
Dynamic optimization and Differential Games |
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第7週 |
3/30 |
Dynamic optimization and Differential Games |
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第8週 |
4/06 |
Midterm |
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第9週 |
4/13 |
Stochastic Differential Equation |
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第10週 |
4/20 |
Stochastic Differential Equation |
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第11週 |
4/27 |
Stochastic optimization |
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第12週 |
5/04 |
Stochastic War-of-Attrition and Tug-of-War Games |
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第13週 |
5/11 |
Stochastic War-of-Attrition and Tug-of-War Games |
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第14週 |
5/18 |
Investment Opportunities and Investment Timing |
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第15週 |
5/25 |
The value of a project and the decision to invest |
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第16週 |
6/01 |
Entry, Exit, Lay-up, and Scrapping |
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第17週 |
6/08 |
Entry, Exit, Lay-up, and Scrapping |
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第18週 |
6/15 |
Final Exam |
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