Level of education: Master programme

Type of instruction: Full-time

Duration: 2 years

Language of instruction: English

MSc Game Theory and Operations Research provides you with the skills needed to use applied mathematics to problems faced by companies, governments, and other institutions. The graduates will learn to construct and investigate mathematical models of real-life problems using optimization, simulation, and statistics, with specialist software taught during computer lab sessions.

The two-year Master’s degree programme in Game Theory and Operations Research prepares a student for a career in industry, science and education. The programme facilitates learning in modern concepts, techniques and methods in operations research and leads the student to different functional areas of operations research to apply it in a future career.

This is the first programme focused on areas of game theory and operations research in St Petersburg University, which is designed to study in English.

The courses are composed to develop – the analytical, problem-solving and decision-making abilities, the awareness of the socio-economic environment, and the enhancement of knowledge in new areas of mathematics.  Possible areas of research applications are different fields of technological research and development, economic activities, particularly in diverse trade negotiations, foreign and domestic investment, multinational pollution planning, market development, joint venture,  resource extraction, competitive marketing,  regional cooperation, etc.

The Master’s degree programme is designed for students who have relevant Bachelor degrees and wish to continue their education in the field of applied mathematics, game theory and operation research.

 

Full description

Programme Mission

The programme facilitates learning in modern concepts, techniques and methods in the operations research and leads the student to different functional areas of game theory and operations research.

The Master's programme aims to develop exemplary professional researchers and specialists who demonstrate high ethical standards and become an integral part of the applied mathematical community.

The educational programme "Game Theory and Operations Research" was designed to prepare Master's degree students for research and practical activities, which use the application of mathematical methods and computer technologies in various research fields, with particular attention to management problems in the industry, finance, economic and social systems. The educational programme focuses on training specialists in scientific research, analytical work, planning and innovation, industrial, technological and organizational activities. Graduates of the programme work in various fields where the approaches of operation research and mathematical modelling are applied.

  • The two-year Master’s degree programme in Game Theory and Operations Research prepares students for a career in industry, science and education.
  • It is the first programme in English focused on the areas of game theory and operations research at universities of the Russian Federation.

 

Key Skills

The programme is based on a set of modern individual educational standards of St Petersburg University with highly effective innovative mechanisms and advanced teaching technologies. Students and graduates have unlimited opportunities to participate in research, attend seminars and lectures conducted by scientists from leading universities.

As part of the educational programme, students:

  • receive fundamental theoretical background in the field of applied mathematics together with practical applications in solving actual problems in various areas of research;
  • learn to use advanced information technology;
  • communicate with lecturers and students at lessons, seminars and workshops during the interactive educational process and participation in scientific projects.

Graduates of the programme are be able to formulate and solve problems in various areas of applied mathematics where an analytical approach and fundamental knowledge of mathematics are required. A broad scientific outlook and the ability to make decisions in conflict and uncertain situations lead to successful activity in the following areas:

  • Statistical decisions and econometrics
  • Economic activities
  • Optimization
  • Game theory
  • Joint venture
  • Multinational pollution planning and resource extraction
  • Decision theory
  • Competitive marketing and regional cooperation
  • Queuing systems
  • Operations Research
  • Big Data

 

Entering Research and Professional Community

The research team maintains a wide range of contacts with foreign scientific partners, which allows for the implementation of training for international students and in the future - included training. Teachers, graduate students and students actively participate in many international conferences. As part of the educational programme, students have the opportunity to present their scientific results at Russian and International conferences and symposia:

  • Summer Festival on Game Theory, Stony Brook, NY, USA
  • Workshop on Dynamic Games in Management Science. Montreal, Canada
  • Spain Italy Netherlands Meeting on Game Theory (SING), Krakow, Poland
  • International Symposium on Dynamic Games and Applications, Amsterdam, The Netherlands
  • The International Conference on Game Theory and Management, St. Petersburg, Russia
  • Networking Games and Management, Petrozavodsk, Russia
  • IEEE conferences and events
  • IFAC conferences and events
  • The International Federation of Operational Research Societies (IFORS) conferences and events;
  • European Conference on Operational Research
  • The International Conference on Game Theory and Management, St. Petersburg, Russia

Scientific partners:

  • Kellogg School of Management (США);
  • Institut national de recherche en informatique et en automatique (INRIA, France);
  • École des Hautes Études commerciales de Montréal (HEC Montréal, Canada);
  • University of Qingdao (China);
  • The Centre for the Study of Rationality Hebrew University (Israel);
  • The Chinese University of Hong Kong (China);
  • Lappeenranta University of Technology (Finland);
  • New York University (USA)
  • The Universidad Anáhuac México (México)
  • University of Urbino Carlo Bo, Urbino (Italy)
  • Bocconi University, (Italy)

Corporate partners:

  • PJSC “Sberbank of Russia”
  • PJSC “Gazprom Neft”
  • PJSC “VTB Bank”
  • The Leningrad Region Chamber of Commerce and Industry
  • Gazprom transgaz Saint-Petersburg LLC
  • Committee for Economic Policy and Strategic Planning of St. Petersburg
  • Ltd “Yandex”
  • PJSC “VTB Bank”
  • DATAA
  • MATHWORKS
  • Reksoft
  • Joensuu Science Park (Finland)

Programme graduates work at:

  • PJSC “Sberbank of Russia”
  • Huawei
  • PJSC “VTB Bank”
  • The Leningrad Region Chamber of Commerce and Industry
  • JSC “Insurance Company of Gaz Industry” (JSC “SOGAZ”)
  • Saint Petersburg Legislative Assembly
  • Gazprom transgaz Saint-Petersburg LLC
  • Committee for Economic Policy and Strategic Planning of St. Petersburg
  • Ltd “Yandex”
  • PJSC “VTB Bank”
  • Oracle Corporation
  • STC Protei
  • Joensuu Science Park (Finland)
  • Google

 

Key Features of the Programme

Upon completion of our two-year programme, students will be ready to put their knowledge and skills to good use in a variety of fields, including business, education, and research. In fact, recent graduates of our programme have been sought after for such positions as technical staff members in business or industry, government planners, and private consultants. The obtained theoretical and practical knowledge and skills enable students to carry out academic research and analyze new theoretical and applied results in accordance with the study profile. Readiness for development and optimization of business plans for applied research projects. Availability for management of projects/subprojects, analyzing risks, and managing the project team.

The discipline of game theory studies decision making in an interactive environment. It draws on mathematics, statistics, engineering, biology, economics, political science and other subjects. Operations research (OR) is the discipline of applying advanced analytical methods—such as optimization, statistics, machine learning, and probability—to make better decisions that impact society and the world positively.

The Master’s programme is designed for students with strong mathematical backgrounds wishing to deepen and broaden their knowledge while gaining applicable skills in high demand in the marketplace.  MSc Game Theory and Operations Research provides you with the skills needed to use applied mathematics to problems faced by companies, governments, and other institutions. The graduates will learn to construct and investigate mathematical models of real-life problems using optimization, simulation, and statistics, with specialist software taught during computer lab sessions.

Graduates have the opportunity of dedication in the following areas of research:

  • Transportation models
  • Deterministic models of dynamic programming
  • Forecasting methods
  • Deterministic and probabilistic inventory management models
  • Game theory and its applications
  • Queuing systems
  • Simulation and scenario analysis
  • Markov decision-making processes
  • Econometrics
  • Decision making under uncertainty

Benefits of the Programme

  • MSc Game Theory and Operations Research provides you with the skills needed to use applied mathematics to problems faced by companies, governments, and other institutions. The graduates will learn to construct and investigate mathematical models of real-life problems using optimization, simulation, and statistics, with special software taught during computer lab sessions.
  • Lectures of leading scientists in various fields of mathematics, game theory and information technology.
  • Basic training on high-performance computer facilities provides students with the opportunity to participate in the development of a national IT-education system actively and solve interdisciplinary problems in new areas of research.
  • Students study in a team that continues the traditions of St Petersburg school of applied mathematics, which influenced the development of mathematical science and IT-technologies.
  • Innovation and technology-enhanced learning and teaching.
  • Courses taught in English.
  • Partnership with Russian and international centres of education and research; the development of regional, national and international academic and research ties; participation in national and international research, educational and cultural programmes, conferences, workshops, symposiums in core areas of interest.
  • The best students have the opportunity to publish results of their research (after passing the standard review procedure) in highly ranked scientific journals.

 

Main Courses

Among the courses taught within the programme, there is a number of relatively rare disciplines that allow our students to form a unique and demanded model of competencies:

  • Financial mathematics
  • Time series analysis
  • PERT and Project Management
  • Dynamic games
  • Applied statistics in R
  • Inventory management
  • Operations Research and Theory of Games
  • Statistical decisions and econometrics
  • Economics Software
  • Modern Control Theory
  • Supplementary Chapters of Mathematical Analysis and Dynamical Systems
  • Statistical Decisions and Econometrics
  • Queuing Theory

 

Teaching Staff

Our professors are world-renowned scientists and experienced lecturers: 

-          L. A. Petrosyan – Dr. of Sci. of St Petersburg University, Full professor of St Petersburg University, Head of the department of Mathematical Game Theory and Statistical Decisions (now), Dean of the Faculty of Applied Mathematics - Control Processes (now acting). Author of more than 250 publications, editor of proceedings “Game Theory and Applications”. Editor of journals: International game theory review (IGTR), Mathematical game theory and its applications. Supervisor of more than 50 PhD Students, chair of «The International Society of Dynamic Games»  (2008-2012), member and chair of organization committees of several international conferences and symposia: Game Theory and Management (GTM), The International Symposium on Dynamic Games and Applications Fellow member of Game Theory Society from Russian Federation.

-          A. P. Zhabko - Doctor of Science, Head of the Department of Control Theory in St Petersburg University. Chairman of the Programme Committee of the conference "Applied mathematics, mathematical modelling and control theory", (Voronezh). Member of the programme committees of the conferences "Applied mathematics, control theory and computer science" (Voronezh, 2012-2016). Member of the Programme Committee "Learning Activities and Pedagogical Education" (2013-2016). Member of two dissertation councils (Saint Petersburg State University, Petrozavodsk State University). Honoured Worker of the higher school of the Russian Federation. The total number of scientific publications-170.С. В.

-          V. M. Bure - Doctor of Science, Professor, head of the grant of SPbU "Dependence of students results from their participation in the Olympiads taken into account during the admission to the University and from the results of USE" (2011), participated in 14 international and Russian conferences over the last five years, member of the Expert Council of the RAS in the direction of "Agrophysics, mathematical modelling of agroecosystems". Member of the Dissertation Council at the FSBSI "Agrophysical Research Institute". Author of more than 200 scientific publications and educational works.

-          E. M. Parilina – Dr. of Sciences of St Petersburg University, Full professor of St Petersburg University at Department of Mathematical Game Theory and Statistical Decisions. Author of more than 90 scientific publications on mathematical game theory and three textbooks on probability theory and mathematical statistics. The member of the executive board of the International Society of Dynamic Games. Visiting professor at Bologna, Padua, Qindao, Peking Universities and research centre GERAD (Canada). The member of organizing committees of several international conferences "Game Theory and Management (GTM)".

-          E. V. Gromova –– PhD, Dr Sci., is a Full professor of St Petersburg University. Author of a popular textbook on Game Theory and more than 70 papers on game theory and applications. Member of the International Society of Dynamic Games. The interests of Prof. Gromova are centred on Game Theory and its applications. 

 

Additional Opportunities

  • The best students have the opportunity to publish results of their research (after passing the standard review procedure) in highly ranked scientific journals.
  • Housing for students.

Application Process

You can find all the relevant information on the SPbU website or contact the Admissions Office directly by email This email address is being protected from spambots. You need JavaScript enabled to view it. or phone +7 (812) 363-66-33.

 

Tuition Fees

Information about the tuition fees for SPbU study programmes can be found here.