Applications of game theory in economy

Nt'izev prace: Aplikacc teorie her v ekonomii Aitlor: Martin Chvoj Katedra: Katedra pravdepodobnosli a matematicke statistiky Vedouci bakah'tfske prace: RNDr. Ing. Milos Kopa, PhD. e-mail vedoucilio: [email protected] Ahstrttkt: Tato prace pojednava o leorii her a jeji aplikaci v ckonomicke teorii. Na zacatku pracc je deflnovan pojem ..lira N hraeu4', ktcry jc v dalsieh kapitolaeh rozvijen. Ncjprve jsou popsany zaklady klasicke nekooperalivni tcoric her opfraji'cf se o pojcm Nashovy rovnovahy a koopcrativnich her s durazein na jadro hry a Shaplcyho hodnotu. Dale jsou analy/ovany statisiickc hry, ktere se zabyvajf rozhodovanim hracu pfi riziku. 7 modcrnich pfistupii je zde popsana staticka a dynaniicka analyza evolucnich her. Dalsi cast je venovana ekonomickc aplikaci vscch defmovanych druhu her na teorii finny. V zaveru prace je popsan a vyhodnocen model, sinuilujiei cvolucnf vyvoj populace, uvnitf kterc je hrana lira zvana veznovo dilema s dobrovolnou ucasti. Klicovd slovci; teorie her, evolucni hry, bayesovske hry, oligopol Title: Applications of game theory in economics Author: Martin Chvoj Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Milos Kopa, PhD. Supervisor's e-mail address: kopa^karlin.mfT.cuni.cz Abstract: This work deals with game theory...Nt'izev prace: Aplikacc teorie her v ekonomii Aitlor: Martin Chvoj Katedra: Katedra pravdepodobnosli a matematicke statistiky Vedouci bakah'tfske prace: RNDr. Ing. Milos Kopa, PhD. e-mail vedoucilio: [email protected] Ahstrttkt: Tato prace pojednava o leorii her a jeji aplikaci v ckonomicke teorii. Na zacatku pracc je deflnovan pojem ..lira N hraeu4', ktcry jc v dalsieh kapitolaeh rozvijen. Ncjprve jsou popsany zaklady klasicke nekooperalivni tcoric her opfraji'cf se o pojcm Nashovy rovnovahy a koopcrativnich her s durazein na jadro hry a Shaplcyho hodnotu. Dale jsou analy/ovany statisiickc hry, ktere se zabyvajf rozhodovanim hracu pfi riziku. 7 modcrnich pfistupii je zde popsana staticka a dynaniicka analyza evolucnich her. Dalsi cast je venovana ekonomickc aplikaci vscch defmovanych druhu her na teorii finny. V zaveru prace je popsan a vyhodnocen model, sinuilujiei cvolucnf vyvoj populace, uvnitf kterc je hrana lira zvana veznovo dilema s dobrovolnou ucasti. Klicovd slovci; teorie her, evolucni hry, bayesovske hry, oligopol Title: Applications of game theory in economics Author: Martin Chvoj Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Milos Kopa, PhD. Supervisor's e-mail address: kopa^karlin.mfT.cuni.cz Abstract: This work deals with game theory...Katedra pravděpodobnosti a matematické statistikyDepartment of Probability and Mathematical StatisticsFaculty of Mathematics and PhysicsMatematicko-fyzikální fakult

Applications of game theory in economy

Nt'izev prace: Aplikacc teorie her v ekonomii Aitlor: Martin Chvoj Katedra: Katedra pravdepodobnosli a matematicke statistiky Vedouci bakah'tfske prace: RNDr. Ing. Milos Kopa, PhD. e-mail vedoucilio: [email protected] Ahstrttkt: Tato prace pojednava o leorii her a jeji aplikaci v ckonomicke teorii. Na zacatku pracc je deflnovan pojem ..lira N hraeu4', ktcry jc v dalsieh kapitolaeh rozvijen. Ncjprve jsou popsany zaklady klasicke nekooperalivni tcoric her opfraji'cf se o pojcm Nashovy rovnovahy a koopcrativnich her s durazein na jadro hry a Shaplcyho hodnotu. Dale jsou analy/ovany statisiickc hry, ktere se zabyvajf rozhodovanim hracu pfi riziku. 7 modcrnich pfistupii je zde popsana staticka a dynaniicka analyza evolucnich her. Dalsi cast je venovana ekonomickc aplikaci vscch defmovanych druhu her na teorii finny. V zaveru prace je popsan a vyhodnocen model, sinuilujiei cvolucnf vyvoj populace, uvnitf kterc je hrana lira zvana veznovo dilema s dobrovolnou ucasti. Klicovd slovci; teorie her, evolucni hry, bayesovske hry, oligopol Title: Applications of game theory in economics Author: Martin Chvoj Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Milos Kopa, PhD. Supervisor's e-mail address: kopa^karlin.mfT.cuni.cz Abstract: This work deals with game theory..

Applications of evolution and differential games

This work deals with advance parts of game theory and their applications in financial area and follows a bachelor work Applications of game theory in economics written by Martin Chvoj at 2008. At the beginning there is a brief introduction into classical game theory, which uses a concept of Nash equilibrium. The work requires knowledge of this theory. In following chapters, modern ways of game theory are described in detail. These chapters deal with basic concepts of evolutionary and differential games which are supported by a number of examples and application possibilities. At the end of the work, there is an original example which models an income tax system as a differential game. This model uses a Czech tax legal framework for year 2009 and statistical data, which can be found at Czech bureau of statistics

Advance parts of game theory and their applications

Title: Advance parts of game theory and their applications Author: Mgr. Martin Chvoj Department: Department of Probability and Mathematical Statistics Supervisor: Doc. RNDr. Petr Lachout, CSc. Abstract: This work deals with advance parts of game theory and their applications mainly in financial area and follows a work Applications of evolutionary and differential game theory written by Martin Chvoj in 2010. At the beginning there is a brief introduction into classical game theory, which uses a concept of Nash equilibrium. The work requires knowledge of this theory. In following chapters, modern ways of game theory are described in detail. These chapters deal with basic concepts of evolutionary, differential, statistical games and metagames, which are supported by a number of examples and application possibilities. Work contains an original example which models an income tax system as a differential game. This model uses a Czech tax legal framework for year 2009 and statistical data, which can be found at Czech bureau of statistics. Keywords: game theory, evolutionary games, differential games, statistical games, metagames, personal income ta