Игры и решения в задачах анализа данных и моделирования

2026/2027

Статус: Маго-лего

Кто читает: Департамент математики

Где читается: Факультет экономических наук

Онлайн-часы: 30

Охват аудитории: для всех кампусов НИУ ВШЭ

Преподаватели: Швыдун Сергей Владимирович

Язык: русский

Кредиты: 6

Контактные часы: 64

Дополнительные материалы в LMS Задать вопрос

Аннотация

The aim of the course "Games and Decisions in Data Analysis and Modeling" is to familiarize students with modern models of game theory and decision theory, their applications in modeling and analyzing socio-economic problems, as well as their use in analytical and decision support systems. The course covers fundamental topics in decision theory: individual preferences modelling using binary relations and choice functions, social choice theory, especially the theory of local voting procedures and the theory of majority rule-based solutions. Also, students will consider the problems of decision-making in the network models of participants interaction and models of strategic behavior of players, taking into account the network structure of connections. Game theory studies the strategic interaction of rational agents and plays a central role in the economics, but it is also widely used in biology, political science, military affairs, etc. In this course, we will study non-cooperative and cooperative games, as well as the mechanism design, which is the reverse task, i.e. the development of rules for the interaction of agents that leads to the desired result. Successful completion of the course contributes to the development of useful strategic thinking in life.

Цель освоения дисциплины

familiarize students with modern models of game theory and decision theory, their applications in modeling and analyzing socio-economic problems, as well as their use in analytical and decision support systems

Планируемые результаты обучения

Knows how to find Nash equilibtia in normal form games
Knows the main centrality measures in networks
Knows the main solution concepts in cooperative games
Knows the main voting procedures and voting properties
Knows the models of individual preferences

Содержание учебной дисциплины

Multi-Criteria Decision Analysis
Preference modelling
Social Choice Theory
Networks
Non-cooperative game theory
Repeated Games
Cooperative games
Introduction to mechanism design

Элементы контроля

Home assignment 1
Final examination
The examination is conducted in written form and consists of several exercises and/or problems to be solved. The instructor evaluates the completeness and correctness of the students’ solutions, including the accuracy of calculations and the appropriate application of relevant methods. During the examination, students are not allowed to use mobile phones or other unauthorized electronic devices or to communicate with classmates or other persons.
Mid-term examination
The mid-term examination is conducted in written form and consists of several exercises and/or problems to be solved. The instructor evaluates the completeness and correctness of the students’ solutions, including the accuracy of calculations and the appropriate application of relevant methods. During the mid-term examination, students are not allowed to use mobile phones or other unauthorized electronic devices, or to communicate with classmates or other persons.
Home assignment 2

Промежуточная аттестация

2026/2027 4th module
0.2 * Home assignment 2 + 0.2 * Mid-term examination + 0.2 * Home assignment 1 + 0.4 * Final examination

Список литературы

Авторы

Колотвина Оксана Альбертовна
Швыдун Сергей Владимирович

Программа дисциплины