Professor of Mathematics and Statistics

Office Hours for Fall 2014: TTh 9:45-11,2-3:00 or by appointment.

Department of Mathematics and Statistics

607 BVM

phone: (773) 508-3575

If you want to send me an email message click on the
address below:

__Classes for Spring 2015__

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1.
**Math/Stat 203 Statistics (see the Course
Description at Course
Offerings**

2.
**Math 345/445 Financial Math: Derivatives
(see the course description at Course
Offerings. **

**A
talk delivered in the Undergraduate Colloquium series on April 22 was an
introduction to problems covered in game theory. The slides for the talk are available here :Introduction to Game Theory**

**These classes are accessed
through http://www.sakai.luc.edu/. You
get on to Sakai using your Loyola userid and Password.**

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__GAME THEORY BOOK AND SOFTWARE__

Text:** Game Theory, An Introduction**, Second Edition, by E.N.Barron, published by John Wiley & Sons, Inc., 2013.
Buy from AMAZON.COM,
or Half.com.

Errors for Edition 2 will be available by clicking here Errata for Second Edition

Errors for Solution Manual to Accompany Game Theory: An
Introduction, published by John Wiley & Sons, Inc., 2013, is available by
clicking Errata
for Solution Manual

All
errors for Edition 1 will be available by clicking here Game Theory, An Introduction: Errata

The book (Edition 1)is currently in the 3^{rd}
printing.

The
following Maple and Mathematica worksheets were written to be used with the
book. They are offered here with absolutely no warranty.

Maple worksheets for the class:Chaps 1 & 2

I have written a procedure to find the Shapley Value for any N-person Cooperative game given the characteristic function. In addition it gives a systematic way to find the Nucleolus of the game. You may download this worksheet by clicking on Shapley-Nucleolus.

All of the
figures in the book which were created with Maple can be downloaded by clicking
on Figures.

__Important
game solving links:__

1. Gambit –This is a program which will solve any
N-player nonzero sum game. As a particular case, it can solve any zero sum 2
person game by entering the payoffs as a_ij for Player I and –a_ij for Player
II. It is available directly from http://www.gambit-project.org, by McKelvey, Richard D., McLennan, Andrew M., and Turocy, Theodore L. (2010). Gambit: Software Tools for Game
Theory, Version 0.2010.09.01.

3. The
Mathematica package that can solve any characteristic function cooperative game
was written by Professor Holger Meinhardt
and is available from

http://library.wolfram.com/inf

If you are using MatLab, Professor
Meinhardt has a package available which can do the
same thing available at

http://www.mathworks.com/matla

Dr. Barron received his PhD in 1974 in Mathematics from Northwestern University specializing in Partial Differential Equations and Differential Games. In 1972 he received an M.S. degree in Applied Mathematics from Northwestern University, and in 1970 he received a B.S. degree in Mathematics from the University of Illinois at Chicago. His research interests include partial differential equations, calculus of variations, optimal control and differential game theory, stochastic processes, probability theory, mathematical finance, and game theory. He has been the recipient of numerous National Science Foundation grants, Air Force Office of Scientific Research Grants, and has been named a Master Teacher in the College of Arts and Sciences.

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