Game Theory - San Francisco State University

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San Francisco State University
Mathematics Department
Fall 2009
Math 490: Game Theory
Instructor
Jean-Pierre Langlois, PhD
Office: TH 926
Phone: x82136
Email: langlois@math.sfsu.edu
Web: http://userwww.sfsu.edu/~langlois
Office Hours: Wed 12:00-3:00
Class meetings: TuTh 15:35-16:50 in TH 211
Jean-Pierre Langlois received his Ph.D. in Applied Mathematics from UC Berkeley in
1983. He has taught in Mathematics departments at UC Berkeley, UC Santa Cruz, and
San Francisco State University, in the Government department at Georgetown University,
and in the School of Business at the University of Versailles (France).
His work in game theory and application to politics and economics has appeared in
academic journals such as American Journal of Political Science, World Politics, Journal
of Mathematical Economics, International Studies Quarterly, British Journal of Political
Science, and Journal of Conflict Resolution. His GamePlan software has been reviewed
in The Economic Journal.
Reading and Software
Applicable Game Theory (Langlois, 1997-2002) Lecture notes.
downloadable at: http://userwww.sfsu.edu/~langlois/
GamePlan 2.7 and 3.0 Game Theory Software (Langlois, 1996-2009).
downloadable at: http://www.gametheorysoftware.net
A video demonstrating the use of GamePlan can be viewed at
http://math.sfsu.edu/langlois/
Requirements and grading
This course requires no specific mathematical background but students must have some
mathematical maturity. Successful completion of Calculus II (Math 227) is required and
Linear Algebra (Math 325) and Differential Equations (Math 376) are advised. Students
should also have good computer skills although no programming experience is required.
Students must complete two modeling tests, homework assignments, and a term project
during the course of the semester. The term project should involve the formulation and
the modeling of a game problem, its testing and solving, and a critical discussion of its
predictions. Grading will be based on two modeling tests (20%+20%), homework (20%)
and the term project (40%).
Topics
Game Theory is a branch of applied mathematics that deals with problems of conflict and
cooperation by postulating rational decision makers. It is increasingly used as a formal
modeling tool in the Social Science. It has been applied to issues such as nuclear
deterrence, arms and trade rivalries, economic competition and collusion, legislative
bargaining, and evolution dynamics. This course will introduce the students to the
concepts and techniques of game theory and will develop their ability to understand,
design, solve, and criticize game models. Class time will be divided between lectures,
discussions, simulations, and laboratory sessions using the GamePlan computer software.
Each topic below corresponds to about one week of classes, for a total of twelve weeks.
The remaining three weeks will be devoted to the presentation and discussion of
modeling cases.
I. Basic Game Theory
1: Normal and extensive form games, strategy, best reply, and equilibrium.
2: Introduction to the GamePlan software.
3: The fundamental theorem (John Nash).
II. Advanced Concepts
4: Equilibrium path, beliefs, information, sequential rationality.
5: Games of incomplete information.
6: Repeated and network games.
III. Basic Applications
7: Learning, signaling and screening.
8: Deterrence and compellence.
9: Social Dilemma. Engineering cooperation.
IV. Advanced Topics
10: Repeated continuous games.
11: Strategic Bargaining.
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12: Games of timing.
Instructor Policy
Students are expected and encouraged to participate and ask questions. Lecture
attendance is mandatory and instructor may take roll and apply penalties for repeat nonattendance. Students are entirely responsible for dropping the class, even if not attending.
All interactions should be courteous. Student complaints, if any, must be made privately
and outside class. Cell phone use is strictly prohibited in class. Students must ensure that
no device (cell phone, pager, etc) can sound during class or they will be asked to leave
immediately. Late students may be turned away.
College and Department Policy
____S A N
F R A N C I S C O S T A T E U N I V E R S I T Y_
____
College of Science & Engineering
D
DR
RO
OP
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G,, W
WIIT
TH
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G && G
GR
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GO
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P
PR
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****D
DR
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OPPPPIIN
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GD
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GT
TH
HEE FFIIR
RSST
TT
TW
WO
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WEEEEK
KSS****
During the first two weeks of instruction, dropping a course(s) is permitted without
academic penalty. No symbol is recorded on the student's permanent record. Students
are responsible for making changes to their official academic schedule. If you decide not
to attend a class you enrolled in, you must drop that class through GATOR REG during
access hours. If you added a class during the first two weeks and then decide to drop,
you must drop through GATOR REG during access hours. As a courtesy, you are
expected to notify the instructor of your intent to drop the class.
Aug 25 – Sep 11:
Dropping class(es) using GATOR REG
8 a.m. to Midnight Monday through Friday
****W
WIIT
TH
HD
DR
RA
AW
WIIN
NG
GA
AFFT
TEER
RT
TH
HEE FFIIR
RSST
TT
TW
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WEEEEK
KSS****
After the first two weeks of instruction, withdrawal from a course is not permitted
except for serious and compelling reasons. The "W" grade carries no connotation of
quality of student performance and is not used as units attempted in calculating grade
point average or progress points. The expectation of being dropped for nonattendance
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is not a sufficient reason for withdrawal.
Sep 12 - Nov 19: Withdrawal from a course(s) is permissible only for serious and
compelling reasons. If the withdrawal is approved, the student will receive a “W” grade.
PPR
RO
OC
CEED
DU
UR
REE:: Requests for withdrawal are to be reviewed by the Instructor and
Department Chair. Students must submit their unofficial transcripts along with their
petitions.
Nov 20 - Dec 14: Withdrawals are normally not permitted during this period except
in cases of verified accident or serious illness where the cause of withdrawal is due to
circumstances clearly beyond the student's control and where the assignment of an
incomplete is not practical. Ordinarily, withdrawals in this category involves a total
withdrawal from the University.
PPR
RO
OC
CEED
DU
UR
REE:: All requests during this period must be reviewed by the Instructor,
Department Chair, and Associate Dean. Students must submit their unofficial transcripts
and appropriate documentations along with their petitions.
****C
CR
REED
DIIT
T//N
NO
OC
CR
REED
DIIT
TO
OPPT
TIIO
ON
N****
In a course where CR/NC grading is permitted, the student must notify the instructor
and request it through GATOR REG on or before October 20th. Requests for
changes in grading option after the deadline are made on the Petition for Waiver of
College Regulations form and must be accompanied by an ADD form. The CR/NC
grading symbols carry no grade point credit. The CR grading symbol used in an
undergraduate level course is equivalent to grades A through C- or in a graduate level
course is equivalent to grades A through B-. Students should be aware that other
institutions often interpret CR as a C grade and NC as an F grade in evaluating
transcripts. Grading option change after the deadline is seldom granted.
****A
AU
UD
DIIT
TIIN
NG
GA
AC
CLLA
ASSSS****
To register in a class as an Auditor, the student must obtain instructor approval to audit
by having the instructor sign an ADD form with the Audit bubble marked. Auditors
may not change to credit status and vice versa after the September 11th deadline.
Students with Disabilities
Students with disabilities who need reasonable accommodations are encouraged to
contact the instructor. The Disability Programs and Resource Center (DPRC) is available
to facilitate the reasonable accommodations process. The DPRC is located in the Student
Service Building and can be reached by telephone (voice/TTY 415-338-2472) or by
email (dprc@sfsu.edu).” (http://www.sfsu.edu/~dprc/facultyfaq.html#1)
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Religious Holidays
The San Francisco State University policy is to make reasonable accommodations “for
students to observe religious holidays when such observances require students to be
absent from class activities….” For your convenience, the following is a link to an
Interfaith Calendar which lists “Primary sacred times for world religions”:
http://www.interfaithcalendar.org/. Complete details regarding this Policy, including
implementation can be found on the Academic Senate Web Page at:
http://www.sfsu.edu/~senate/documents/policies/F00-212.pdf
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