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Re: Transition to Economics from CS&Maths Undergrad?
Worth noting: a lot of really interesting work in game theory is actually being done by computer scientists. See Noam Nisan, Tim Roughgarden, David Parkes, etc. Also Google "algorithmic game theory pdf" for a very exhaustive (if dated) reference. If that's your field of interest, you could go far by just doing a CS PhD. CS PhDs are also quite decentralized so if you studied in e.g. Harvard's EconCS group you could do a lot of the work you want to do and not a lot of the work you're not interested in.
From econ perspective though, your math background is excellent, but you almost certainly have to have more econ, probably a masters. For example, MIT's website says "it would be extremely unusual for us to admit someone who had not studied intermediate microeconomics". Recommendations, as magicahan points out, also need to be from economists.