Topics in Economic Theory (Winter 2013)
OYAMA Daisuke
oyama@e.u-tokyo.ac.jp
Wednesday | 10:30-12:10 |
First session | October 2 |
Class room | 204 |
In this course, we study the theories of
dynamical systems and deterministic approximation of stochastic processes,
with applications to population game dynamics.
Main References
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Benaim, M., J. Hofbauer, and S. Sorin (2005).
``Stochastic Approximations and Differential Inclusions,''
SIAM Journal of Control and Optimization 44, 328-348.
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Benaim, M. and J. Weibull (2003).
``Deterministic Approximation of Stochastic Evolution in Games,'' Econometrica 71, 873-903.
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Benaim, M. and J. Weibull (2009).
``Mean-Field Approximation of Stochastic Population Processes in Games.''
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Oyama, O., W. H. Sandholm, and O. Tercieux (2012).
``Sampling Best Response Dynamics and Deterministic Equilibrium Selection.''
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Sandholm, W. H. (2010).
Population Games and Evolutionary Dynamics,
MIT Press, Cambridge.
[Amazon]
Slides
Notes