博弈论与多准则决策

学分：6

本课程将通过研究竞争性环境中的决策过程讲述博弈论，进而讲述有限博弈理论，并着重强调 2 人博弈。本课程将以严谨的方式讲述所有博弈结果，且如可能，将附带讲述其在经济领域的应用。

本课程也将展示数学其他分支（如定点定理、凸率、对偶性）的成就和概念在实际生活中的解释和应用。本课程第二部分旨在向学生讲述离散和连续模拟（适用于生产、管理和组织系统）的概念和内容，并将教授渐进建模、随机系统动力学、校核法、验证法和实验法等。

在本课程结课时，学生应能够：

• 理解并运用博弈论的主要概念，如最优策略、稳定集合及博弈论核心内容

• 根据经济报道构建博弈论模型并运用多种方法解答这些问题

• 为生产、管理和组织系统构建扩展心理模型

• 从实体、活动和事件的角度阐释这些模型；建立、验证和试验这些模型

• 解释这些模型的动力性态

• 评估系统性能并转化为改进建议

Game Theory and Multi Criteria Decision Making 博弈论与多准则决策

Credits:6

This module presents game theory as the study of decision-making in competitive situations. It introduces the theory of finite games with a particular emphasis on 2person games. All results will be presented in a rigorous way and accompanied, wherever possible, by showing economic applications. This module also demonstrates that the results and concepts of other branches of mathematics (like the fixed point theorem, convexity, duality) have practical interpretation and use. The second part of this module aims to introduce the students to the philosophy and context of discrete and continuous simulation applied to manufacturing, management and organisational systems. It will address progressive model building, the dynamics of stochastic systems, verification, validation and experimentation.

By the end of this module, students should be able to:

• Understand and use the main concepts of game theory like optimal strategies, stable sets and the core of the game;

• Formulate games from economic narratives and use a range of methods for solving these games;

• Formulate extended mental models of manufacturing, management and organisational systems;

• Articulate such models in terms of entities, activities and events; build, validate and experiment with such models;

• interpret the dynamical behaviour of such models;

• Assess system performance and translate into recommendations for improvement.