theory16

Course repository for Advanced Economic Theory 2016

Homeworks

• Homework 1: Set up your development environment
• Homework 2: Implement the support enumeration algorithm
• Homework 3: Implement the Lemke-Howson algorithm
• Homework 4: Implement the McLennan-Tourky algorithm
• Homework 5: Replicate the simulation results in Codenotti, De Rossi, and Pagan (2008)

Resources

• quant-econ.net
• QuantEcon.py
• QuantEcon.jl
• QuantEcon.py game_theory submodule
  • Documentation
  • Tools for Game Theory
• Games.jl
  • Tools for Game Theory
• QuantEcon Notebooks
• quantecon_nyu_2016
• PEP 8 -- Style Guide for Python Code
• PEP8 online

Candidate topics for presentations/projects

• Implement the Lemke-paths algorithm (Lemke 1965)
• Implement the Lemke-Howson algorithm (Lemke and Howson 1964)
• Implement the algorithm in McLennan and Tourky (2006)
• Implement the algorithms in Avis et al. (2010)
• Implement an algorithm that detects (non-)degeneracy of a given normal form game
• IG Package
• Gambit
• lrs
• LRSLib.jl
• CDDLib.jl
• pycddlib
• GAMUT
• Codenotti, De Rossi, and Pagan (2008) "An experimental analysis of Lemke-Howson algorithm"
• Simulate population game dynamics
• stationary
• Replicate simulation results from matching theory
• Topics from quant-econ.net
• CompEcon.jl
• Comparison of Programming Languages in Economics
• Blaze
• LP approach to mechanism design
  • Othman and Sandholm (2009) "How Pervasive is the Myerson-Satterthwaite Impossibility"
• Partially observable Markov decision processes (POMDPs)
  • POMDP.org
  • Search with Offer Distribution Unknown [Python, Julia]
  • POMDPs.jl
  • POMDPSolve.jl
• Repeated games
  • Judd, Yeltekin, and Conkli (2003) "Computing Supergame Equilibria"
  • Abreu and Sannikov (2014) "An algorithm for two-player repeated games with perfect monitoring"

Open source and intellectual property

• Open-source license
• Open source licensing
• choosealicense.com