ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Advanced Microeconomics: game theory and applications

Objectif

The course treats strategic aspects of information, both in static and dynamic setups. Applications to conflict analysis, industrial organization and finance among other topics will be discussed.

Plan

  •  Information and its value
  • Modeling inattention
  • Optimal bluffing
  • Biases and communication
  • Learning
  • Building a reputation
  • Partnership games
  • Speculative attacks
  • Bank runs
  • Social learning
  • Bandit problems
  • Strategic experimentation
  • Repeated games with incomplete information.