Course materials

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Materials online

• Monte Carlo method
  • Pseudorandom number generators
  • Randomness tests
  • Probability distributions
  • Variance reduction
  • Monte Carlo method in simulations
  • Interpretation of MC simulation results (Stochastic methods)
• Discrete event simulation
  • Queueing theory
  • Quality management
• Game theory
  • Nash equilibrium
    • Mixed strategy
  • One-shot games
    • Normal form
    • Prisoner's dilemma
    • The Chicken Game
  • Repeated games
  • Multistage Games
    • Extensive form
  • Multiplayer games
    • Auctions
    • N-player prisoner's dilemma
    • Multiplayer cooperative games
• Multi-agent systems
  • Agents
    • Agent reasoning
      • Markov decision process
  • Agentn environments
• System Dynamics
  • Causal loop diagram
  • Stock and flow diagram
  • Leverage point
  • System Archetypes

Required reading

• Šalamon, T. (2011). Design of Agent-Based Models : Developing Computer Simulations for a Better Understanding of Social Processes. Řepín, Czech Republic: Bruckner Publishing

Recommended reading

• Colman, A. M. (1982). Game theory and experimental games : the study of strategic interaction. Oxford, UK: Pergamon
• Sterman, J. (2000). Business dynamics : systems thinking and modeling for a complex world. Boston, Ma.: Irwin/McGraw-Hill
• Wooldridge, M. J. (2002). An introduction to multiagent systems. Chichester, UK: John Wiley & Sons
• Polak, B. (2007) Game Theory In: Yale University: Open Yale Courses, http://oyc.yale.edu/