博弈論教學(xué)大綱

《博弈論（英語）》教學(xué)大綱GameTheorySyllabus課程編號(hào)：CourseCode：150012B課程類型：專業(yè)選修課總學(xué)時(shí)：Hours：32講課學(xué)時(shí)：LectureHours:32實(shí)驗(yàn)（上機(jī)）學(xué)時(shí)：0學(xué)分：Credits:2適用對(duì)象：金融學(xué)（數(shù)據(jù)與計(jì)量分析）AppliedMajors:Finance先修課程：經(jīng)濟(jì)學(xué)原理，中級(jí)微觀經(jīng)濟(jì)學(xué)Prerequisites:PrinciplesinEconomics一、課程的教學(xué)目標(biāo)(Purposes)博弈論作為經(jīng)濟(jì)金融類專業(yè)本科生的專業(yè)選修課程，包括非合作博弈理論和信息經(jīng)濟(jì)學(xué)初步兩部分內(nèi)容。該課程的講授對(duì)于培養(yǎng)和訓(xùn)練學(xué)生的經(jīng)濟(jì)學(xué)思維，提高學(xué)生的專業(yè)素質(zhì)和綜合能力。本課程教學(xué)的主要目標(biāo)是培養(yǎng)學(xué)生掌握在信息不對(duì)稱和非合作條件下微觀經(jīng)濟(jì)理論，并能夠較好地應(yīng)用博弈論的方法思考并解決實(shí)際問題，為學(xué)生們后續(xù)高級(jí)微觀經(jīng)濟(jì)學(xué)及相關(guān)課程的學(xué)習(xí)打下堅(jiān)實(shí)的基礎(chǔ)。課程會(huì)幫助學(xué)生理解如何通過設(shè)計(jì)博弈規(guī)則實(shí)現(xiàn)社會(huì)主義價(jià)值觀中的效率與平等、利他與合作，讓學(xué)生在課程學(xué)習(xí)中養(yǎng)成良好的行為規(guī)則，成為合格的社會(huì)主義公民。GameTheoryisacoursespecificforundergraduatestudentsinFinanceandEconomics,andincludesbasicsinGameTheoryandsomepreliminariesinInformationEconomics.Thiscoursewillteachstudentstothinkaseconomists,andimprovetheirexpertiseineconomicsandfinance.ThetargetofthiscourseistohelpstudentstoanalyzeandsolvesomeproblemsinreallifeusingGameTheory,andletstudentsunderstandtheeconomicstheoriesinthecontextofinformationasymmetric,andthusshedthelightfortheirstudiesandprofessionsinthefuture.Thiscoursewillhelpstudentsunderstandhowtodesigngamerulestoachieveefficiencyandequity,altruismandcooperationinthesocialismvalue,andlearnthebehavioralrulestobeaqualifiedsocialistcitizen.二、教學(xué)基本要求(Requirement)本課程的主要內(nèi)容是闡述博弈論和信息經(jīng)濟(jì)學(xué)的基礎(chǔ)知識(shí)。目的在于幫助學(xué)生理解并掌握在非合作條件下經(jīng)濟(jì)主體的決策過程，和博弈論的基本原理，以及不同的決策過程的經(jīng)濟(jì)福利影響。本課程在非合作博弈理論部分的主要內(nèi)容包括完全信息靜態(tài)博弈、完全信息動(dòng)態(tài)博弈、不完全信息靜態(tài)博弈以及不完全信息動(dòng)態(tài)博弈。該部分重點(diǎn)闡述博弈的戰(zhàn)略式表示和擴(kuò)展式表示、納什均衡、子博弈精煉納什均衡、貝葉斯納什均衡以及精煉貝葉斯納什均衡。在信息經(jīng)濟(jì)學(xué)部分，本課程將重點(diǎn)闡述委托-代理機(jī)制、逆向選擇和信號(hào)傳遞等內(nèi)容。作為理論的應(yīng)用，本課程將討論如何在博弈論框架內(nèi)理解社會(huì)主義核心價(jià)值觀中的重要概念。本課程的考核方式及其所占權(quán)重如下：出勤及課堂測驗(yàn)：10%家庭作業(yè)：20%期中考試：30%期末考試：40%Thiscourseismainlytoteachtheprinciplesinnon-cooperativegametheoryandinformationeconomics,andletthestudentstounderstandthedecisionmakingprocessunderthenon-cooperativeconditions,aswellasitswelfareeffects.Inthenon-cooperativegametheorypart,thiscoursewillcoverstaticgamewithcompleteinformation,dynamicgamewithcompleteinformation,staticgamewithincompleteinformationanddynamicgamewithincompleteinformation.Theinformationeconomicspartwillcovertheprincipal-agentproblem,adverseselection,signalingandscreening.Asapplicationsofgametheory,thiscoursewilldiscusshowtounderstandsomekeyconceptsinthesocialismvalue.Theevaluationofthiscourseanditsweightsisasfollows:Attendanceandquizzes:10%Homework:20%MidtermExam:30%FinalExam:40%三、各教學(xué)環(huán)節(jié)學(xué)時(shí)分配(HoursSchedule)教學(xué)課時(shí)分配序號(hào)(Number)章節(jié)內(nèi)容(Content)講課（Hours）實(shí)驗(yàn)（Practice）其他（Others）合計(jì)（Total）1完全信息靜態(tài)博弈Staticgamewithcompleteinformation60062完全信息動(dòng)態(tài)博弈Dynamicgamewithcompleteinformation60063不完全信息靜態(tài)博弈Staticgamewithincompleteinformation60064不完全信息動(dòng)態(tài)博弈Staticgamewithcompleteinformation60065委托-代理理論(Principal-AgentProblem)40046逆向選擇與信號(hào)傳遞(AdverseSelection,Singling,andScreening)4004合計(jì)(Total)320032四、教學(xué)內(nèi)容（Content）第一章導(dǎo)論Chapter1:Introduction教學(xué)重點(diǎn)、難點(diǎn)：博弈論的研究內(nèi)容課程考核要求：了解博弈論的主要研究內(nèi)容和方法，及其與傳統(tǒng)微觀經(jīng)濟(jì)學(xué)的聯(lián)系與區(qū)別思政教育：人與人之間的策略性互動(dòng)是人類社會(huì)的一個(gè)基本特征；社會(huì)主義中的效率與公平復(fù)習(xí)思考題：為什么博弈論成為當(dāng)代微觀經(jīng)濟(jì)學(xué)研究的重要領(lǐng)域？KeyPoints：ThemaincontentsofgametheoryanditsmethodologyRequirement:Understandthemaincontentandmethodologyofgametheory,anditsdifferencefromtraditionaleconomicsstudies;efficiencyandequityinsocialismIdeologicalandPoliticalEducation:Strategicinteractionbetweenpeopleisanbasiccharacterofhumansociety.SummaryProblem:Whygametheorybecomesthemainstreamofmodernmicroeconomicsstudies?第二章完全信息靜態(tài)博弈Chapter2:StaticGameofCompleteInformation第一節(jié)博弈論的基本概念及戰(zhàn)略式表述Section1：Theconceptualframeworkofgametheoryanditsstrategicformrepresentation第二節(jié)納什均衡Section2：NashEquilibrium第三節(jié)納什均衡應(yīng)用Section3：ApplicationsofNashEquilibrium第四節(jié)混合戰(zhàn)略納什均衡Section4：MixedstrategyofNashEquilibrium第五節(jié)納什均衡的存在性和多重性的討論Section5：ExistenceandMultiplicityofNashEquilibrium教學(xué)重點(diǎn)、難點(diǎn)：博弈的戰(zhàn)略式表述、占優(yōu)戰(zhàn)略均衡和納什均衡、Cournot寡頭競爭模型、Hotelling價(jià)格競爭模型、混合戰(zhàn)略納什均衡、納什均衡的存在性和多重性。KeyPoints：Thestrategicformrepresentation,dominantstrategyequilibrium,Nashequilibrium,CournotModelonOligopolisticcompetition,HotellingModelonpricecompetition,mixedstrategyNashequilibrium,theexistenceandmultiplicityofNashequilibrium思政教育：通過囚徒困境等經(jīng)典博弈案例闡釋個(gè)體利益可能與集體利益有沖突，引導(dǎo)學(xué)生思考如何設(shè)計(jì)博弈規(guī)則使得人們?cè)谧非笞陨砝娴耐瑫r(shí)實(shí)現(xiàn)合作。IdeologicalandPoliticalEducation:IllustratethepossibleconflictbetweenindividualinterestandcollectiveinterestthroughtheclassicalexampleofPrisons’dilemma,guidestudentstothinkhowtodesignthegameroletoachievecooperation.課程的考核要求：掌握博弈的戰(zhàn)略式表述，理解占優(yōu)戰(zhàn)略均衡和納什均衡，熟練掌握并運(yùn)用古諾模型和豪泰林模型，熟練掌握混合戰(zhàn)略納什均衡，理解納什均衡的存在性和多重性。Requirement：Graspthestrategicformrepresentation,understandthedominantstrategyequilibriumandtheNashequilibrium;fullyunderstandandapplytheCournotmodelandHotellingmodelaswellasthemixedstrategyNashequilibrium,understandtheexistenceandmultiplicityofNashequilibrium.復(fù)習(xí)思考題：以囚徒困境為例解釋博弈的相關(guān)概念，并求解納什均衡。SummaryProblem：UsingtheexampleofPrisoners’Dilemma,explaintherelevantconceptsingametheoryandsolveitsNashequilibrium.第三章完全信息動(dòng)態(tài)博弈Chapter3:DynamicGameofCompleteInformation第一節(jié)博弈的擴(kuò)展式表述Section1：Theextensiveformrepresentation第二節(jié)子博弈精煉納什均衡Section2：Sub-gameperfectNashEquilibrium第三節(jié)子博弈精煉納什均衡的應(yīng)用Section3：ApplicationsofSub-gameperfectNashEquilibrium第四節(jié)重復(fù)博弈和無名氏定理Section4：RepeatedGameandNashFolkTheorem教學(xué)重點(diǎn)、難點(diǎn)：博弈的擴(kuò)展式表述、子博弈精煉納什均衡、逆向歸納法、Stackelberg寡頭競爭模型、政策的動(dòng)態(tài)一致性、討價(jià)還價(jià)模型、無限次重復(fù)博弈、無名氏定理。KeyPoints：Theextensiveformrepresentation,sub-gameperfectNashequilibrium,backwardinduction,StackelbergModel,DynamicConsistency,BargainingModel,Infiniterepeatedgame,Nashfolktheorem思政教育：通過重復(fù)博弈來展示可以改變博弈規(guī)則來實(shí)現(xiàn)人們之間的合作；通過壞孩子定理來展示如何通過設(shè)計(jì)博弈規(guī)則使得社會(huì)主義社會(huì)中個(gè)體愿意利他。IdeologicalandPoliticalEducation:Illustratethatcooperationcanbeachievedintherepeatedgame;ThroughtheRottenKidsTheorytoshowhowtodesignthegametomakeindividualsinthesocialismsocietytoactwithaltruism.課程的考核要求：掌握博弈的擴(kuò)展式表述，理解子博弈精煉納什均衡并能夠熟練掌握并運(yùn)用逆向歸納法求解，熟練掌握并運(yùn)用Stackelberg模型，掌握重復(fù)博弈以及無名氏定理。Requirement：Grasptheextensiveformrepresentation,understandthesub-gameperfectNashequilibriumandusethebackwardinductiontofindit,fullyunderstandandapplytheStackelbergmodel,aswellastherepeatedgameandtheNashfolktheorem.復(fù)習(xí)思考題：以房地產(chǎn)開發(fā)博弈為例解釋子博弈精煉納什均衡，并用逆向歸納法求解。SummaryProblem：Usingtheexampleofrealestatedevelopment,explainthesub-gameperfectNashequilibriumandfindalltheSPNEviabackwardinduction.第四章不完全信息靜態(tài)博弈Chapter4:StaticGameofIncompleteInformation第一節(jié)不完全信息博弈和貝葉斯納什均衡Section1：GamewithincompleteinformationandBayesianNashequilibrium第二節(jié)貝葉斯納什均衡的應(yīng)用Section2：ApplicationofBayesianNashEquilibrium第三節(jié)貝葉斯博弈與混合戰(zhàn)略均衡Section3：Bayesiangameandmixedstrategyequilibrium第四節(jié)機(jī)制設(shè)計(jì)理論與顯示原理Section4：Mechanismdesignandrevelationprinciple教學(xué)重點(diǎn)、難點(diǎn)：貝葉斯納什均衡、混合戰(zhàn)略均衡、機(jī)制設(shè)計(jì)理論。KeyPoints：BayesianNashequilibrium,backwardinduction,mechanismdesignandrevelationprinciple思政教育：介紹社會(huì)主義論戰(zhàn)以及機(jī)制設(shè)計(jì)理論的起源；如何通過機(jī)制設(shè)計(jì)實(shí)現(xiàn)社會(huì)經(jīng)濟(jì)的計(jì)劃；計(jì)劃經(jīng)濟(jì)的可行性與難點(diǎn)。IdeologicalandPoliticalEducation:Tointroducethedebateaboutsocialismandtheoriginofmechanismdesign;themechanismdesigntoachievethesocialplanning;thefeasibilityanddifficultyofplanninginsocialism.課程的考核要求：掌握貝葉斯納什均衡的概念，理解Harsanyi轉(zhuǎn)換和不完全信息靜態(tài)博弈的戰(zhàn)略式表述，熟練掌握并運(yùn)用不完全信息條件下的Cournot模型，掌握一級(jí)價(jià)格密封拍賣和雙方競價(jià)拍賣的最優(yōu)解的推導(dǎo)，理解機(jī)制設(shè)計(jì)和顯示原理。Requirement：GrasptheconceptofBayesianNashequilibrium,andtheHarsanyitransformation.UnderstandtheCournotmodelwithincompleteinformation.Graspthefirstpricesealedbidauctionanddoubleauctionandderivetheoptimalsolution.Understandthemechanismdesignandrelationprinciple.復(fù)習(xí)思考題：以不完全信息Cournot模型為例解釋貝葉斯納什均衡；解釋并比較一級(jí)價(jià)格密封拍賣和競價(jià)拍賣的區(qū)別。SummaryProblem：Usingtheexampleofprisoners’dilemmatoexplaintheconceptofBayesianNashequilibrium;Explainandcomparefirstpricesealedauctionandthedoubleauction.第五章不完全信息動(dòng)態(tài)博弈Chapter5:DynamicGameofIncompleteInformation第一節(jié)精煉貝葉斯納什均衡Section1：Sub-gameperfectBayesianNashequilibrium第二節(jié)信號(hào)傳遞博弈及其應(yīng)用Section2：Signalinggameanditsapplication第三節(jié)精煉貝葉斯納什均衡的再精煉Section3：Morerefinedsub-gameperfectBayesianNashequilibrium第四節(jié)不完全信息重復(fù)博弈與聲譽(yù)模型Section4：Repeatedgamewithincompleteinformationandreputationmodel教學(xué)重點(diǎn)、難點(diǎn)：精煉貝葉斯納什均衡、信號(hào)傳遞博弈、聲譽(yù)模型。KeyPoints：Sub-gameBayesianNashequilibrium,signalinggame,reputationmodel思政教育：通過聲譽(yù)模型介紹社會(huì)主義榮譽(yù)觀對(duì)實(shí)現(xiàn)社會(huì)合作的重要性。IdeologicalandPoliticalEducation:Toillustratetheimportanceofsocialismvalueforattainingsocialcooperationthroughthereputationmodel.課程的考核要求：掌握子博弈精煉貝葉斯納什均衡的概念，理解信號(hào)傳遞模型及壟斷限價(jià)模型，理解序貫均衡的概念，掌握并運(yùn)用聲譽(yù)模型。Requirement：Grasptheconceptofsub-gameBayesianNashequilibrium.UnderstandthesignalinggameandMilgrom–RobertsModel.UnderstandKreps-Wilsonsequentialequilibrium.UnderstandandapplytheKMRWreputationmodel.復(fù)習(xí)思考題：以市場進(jìn)入阻擾模型為例解釋子博弈精煉納什均衡的概念；闡述Milgrom-Roberts壟斷限價(jià)模型。SummaryProblem：UsingtheexampleofEntry-Deterrencetoexplaintheconceptofsub-gameBayesianNashequilibrium;ExplainMilgrom-Robertsmonopoly-pricingModel.第六章委托-代理理論Chapter6:ThePrincipal-AgentProblem第一節(jié)信息經(jīng)濟(jì)學(xué)引論Section1：IntroductiontoInformationEconomics第二節(jié)委托-代理理論的分析框架Section2：TheFrameworkofPrincipal-AgentTheory第三節(jié)信息對(duì)稱情況下的最優(yōu)合同Section3：Optimalcontractwithsymmetricinformation第四節(jié)信息不對(duì)稱情況下的最優(yōu)合同Section4：Optimalcontractwithasymmetricinformation第五節(jié)多階段動(dòng)態(tài)博弈-棘輪效應(yīng)Section5：Optimalcontractwithasymmetricinformation:RatchetProblem第六節(jié)道德風(fēng)險(xiǎn)與錦標(biāo)制度Section6：Moralhazardandrankordertournaments第七節(jié)效率工資和監(jiān)督力度Section7：EfficiencywageandMonitoring教學(xué)重點(diǎn)、難點(diǎn)：委托代理問題的分析框架、棘輪效應(yīng)、道德風(fēng)險(xiǎn)。KeyPoints：FrameworkofPrincipal-Agentproblem,RatchetProblem,MoralHazard課程的考核要求：掌握委托代理問題的分析框架，理解不同條件下的最有合同，掌握并運(yùn)用棘輪效應(yīng)模型，運(yùn)用道德風(fēng)險(xiǎn)解釋現(xiàn)實(shí)問題。思政教育：介紹信息不對(duì)稱下社會(huì)主義計(jì)劃經(jīng)濟(jì)面臨的激勵(lì)問題以及如何通過設(shè)計(jì)合同來實(shí)現(xiàn)激勵(lì)。IdeologicalandPoliticalEducation:Tointroducetheincentiveissuefacedbythesocialismplannerwhenthereisasymmetricinformationandshowhowtodesignthecontracttoovercometheincentiveissue.Requirement：Grasptheframeworkofprincipal-agentproblem.Understandtheoptimalcontractundersymmetric/asymmetricinformation.Understandandapplytheratchetmodel.Applythemoralhazardtoexplainproblemsinreallife.復(fù)習(xí)思考題：描述并解釋委托代理問題中的參與約束和激勵(lì)相容約束；以一個(gè)兩階段動(dòng)態(tài)模型解釋棘輪效應(yīng)是如何弱化激勵(lì)機(jī)制的。SummaryProblem：Pleasedescribeandexplaintheparticipationconstraintandincentivecompatibilityconstraint;Useatwo-stagedynamicmodeltoexplainhowtheRatcheteffectsweakentheincentivemecha