Marco Scarsini

Protected: Notes

scarsini — Mon, 26 Apr 2010 08:53:43 +0000

Protected: Exercises

scarsini — Sun, 07 Mar 2010 21:11:29 +0000

General Information

scarsini — Wed, 14 Oct 2009 12:57:00 +0000

Syllabus
Calculus
Sequences and Series
Introduction to sequences and series
Absolute convergence
Power series and representation of functions
Taylor and Maclaurin series

Functions of several variables
Limits and continuity
Polar coordinates and their properties
Partial derivatives, directional derivatives and the gradient vector
The chain rule
Maximum and minimum values
Lagrange multipliers

Integrals
Iterated integrals
Double integrals
Change of variables in multiple integrals
Stieltjes integral

Differential Equations
First order differential equations
Separable equations
Linear equations
Second order linear equations
Nonhomogeneous linear equations

Linear Algebra
Spaces and Subspaces
Bases and dimensions
Maximal sets
Abstract spaces and axiomatic approach
Eigenvectors and Eigenvalues
Diagonalization

Linear Operators
Linear transformations and matrix representations
Quadratic forms
Orthogonal operators
Inner product space

Convexity
Convex structures
Separation of convex sets

Textbooks
Lawrence E. Spence, Arnold J. Insel, Stephen H. Friedberg
Elementary Linear Algebra (Paperback)
Pearson Education; 2 edition (2007)
ISBN-10: 0131580345
ISBN-13: 978-0131580343

James Stewart
Calculus (International Metric Edition) (Paperback)
Brooks/Cole; International Edition (2008)
ISBN-10: 0495383627
ISBN-13: 978-0495383628

Teaching assistant
Mikhail Maslennikov

General information

scarsini — Wed, 14 Oct 2009 12:56:04 +0000

Syllabus
Games with Perfect Information
Nash Equilibrium: Theory
Nash Equilibrium: Illustrations
Mixed Strategy Equilibrium
Extensive Games with Perfect Information: Theory
Extensive Games with Perfect Information: Illustrations

Games with Imperfect Information
Bayesian Games
Extensive Games with Imperfect Information

Coalitional Games
Bargaining
Core
Shapley value

Variants and Extensions
Strictly Competitive Games and Maxminimization
Rationalizability
Evolutionary Equilibrium
Repeated Games: The Prisoner’s Dilemma
Repeated Games: General Results

Textbook
Martin J. Osborne
An Introduction to Game Theory
Oxford University Press (2003)
ISBN13: 9780195128956
ISBN10: 0195128958

Teaching assistant
Paolo Crosetto