2022/2023
Research Seminar "Continuous-Time Games"
Type:
Optional course (faculty)
Delivered by:
Faculty of Mathematics
When:
3, 4 module
Open to:
students of all HSE University campuses
Instructors:
Mikhail Panov
Language:
English
ECTS credits:
6
Contact hours:
72
Course Syllabus
Abstract
"Continuous-time game-theoretic models have become increasingly popular among economic theorists in the last two decades.
In many cases, modeling economic phenomena with continuous-time games can considerably expand our understanding beyond what could be achieved with conventional discrete-time tools.
Unlike their discrete-time counterparts, continuous-time models allow one to express equilibrium objects as solutions
to partial differential equations or stochastic differential equations, which can then be readily found either analytically or numerically.
In this course, we will study the most recent developments in this area of research."