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
 * Vickrey's auction
 * N-player prisoner's dilemma
 * Multiplayer cooperative games
 * Multi-agent systems
 * Agents
 * Agent reasoning
 * Markov decision process
 * Agent Environments
 * System Dynamics
 * Causal loop diagram
 * Stock and flow diagram
 * Leverage point
 * System Archetypes
 * Tragedy of the commons
 * Growth and Underinvestment
 * Limits to Growth
 * Serious Gaming

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/