Математические методы в экономике: теория игр и дизайн механизмов

2022/2023

Учебный год

RUS

Обучение ведется на русском языке

3

Кредиты

Кто читает:

Департамент экономики

Статус:

Курс по выбору

Когда читается:

2-й курс, 3 модуль

Программа дисциплины

Аннотация

Game theory is a Mechanism design is a science of how to construct economic mechanisms (rules, environments, institutions) with desirable properties. While the usual microeconomic approach aims at understanding how agents behave in certain environments given certain rules, Mechanism design aims at finding "good" rules, that lead to desirable outcomes. At the same time the rules themselves have to be simple and non-manipulable, i.e., provide incentives to participate sincerely.

Цель освоения дисциплины

• Mechanism design uses game theory tools and can be considered as its most applied part. The range of applications is very broad: from auctions and internet marketplaces to admission of young students to colleges, voting mechanisms, online dating services, and many others. The course will provide an overview of general methods used to design mechanisms in different areas of life.

Планируемые результаты обучения

• Able to identify deficiencies in real-life markets
• Know types of games and solution concepts
• Understand the main concepts and properties of mechanism design: strategy-proofness, types of fairness, efficiency
• Know design problems and mechanisms: voting, fair division, assignment, matching, auctions, claims

Содержание учебной дисциплины

• Introduction, refresher on game theory, inventory of design problems
• Incentives
• Efficiency
• Fairness

Элементы контроля

• Activity
• Homework
• Final exam
  The final exam will take 2 hours

Промежуточная аттестация

• 2022/2023 3rd module
  0.1 * Activity + 0.3 * Homework + 0.6 * Final exam

Список литературы

Рекомендуемая основная литература

• Paul Klemperer. (2004). Auctions: Theory and Practice. SUNY-Oswego, Department of Economics. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.oet.tbooks.auction1
• Roth, A. E., & Sotomayor, M. A. O. (1992). Two-Sided Matching. Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.cup.cbooks.9780521437882

Рекомендуемая дополнительная литература

• Handbook of Computational Social Choice. (2016). Cambridge University Press. https://doi.org/10.1017/cbo9781107446984