A few years ago I would have said: None.
But that has certainly changed.
Off the top of my head I would say Univ of Penn; but that might be a graduate program.
Rensselaer Polytechnic Institute (RPI) in Newyork is another.
You might want to try googling Game Theory, Game Mathematics Undergraduate programs...
never mind I just did: Univ of Ill - Urbana-Champaign.
Top school, in state tuition.
You might want to check that out. If nothing else, even if you can land a job doing game programming, you cant go wrong with getting your degree from there.