Mathematical Foundations of Game Theory
Mathematical Foundations of Game Theory

Author: Rida Laraki

Publisher: Springer Nature

Published: 2019-09-07

Total Pages: 240

ISBN-13: 303026646X

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This book gives a concise presentation of the mathematical foundations of Game Theory, with an emphasis on strategic analysis linked to information and dynamics. It is largely self-contained, with all of the key tools and concepts defined in the text. Combining the basics of Game Theory, such as value existence theorems in zero-sum games and equilibrium existence theorems for non-zero-sum games, with a selection of important and more recent topics such as the equilibrium manifold and learning dynamics, the book quickly takes the reader close to the state of the art. Applications to economics, biology, and learning are included, and the exercises, which often contain noteworthy results, provide an important complement to the text. Based on lectures given in Paris over several years, this textbook will be useful for rigorous, up-to-date courses on the subject. Apart from an interest in strategic thinking and a taste for mathematical formalism, the only prerequisite for reading the book is a solid knowledge of mathematics at the undergraduate level, including basic analysis, linear algebra, and probability.

Game-Theoretic Foundations for Probability and Finance
Game-Theoretic Foundations for Probability and Finance

Author: Glenn Shafer

Publisher: John Wiley & Sons

Published: 2019-03-21

Total Pages: 483

ISBN-13: 1118547934

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Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University

An Introductory Course on Mathematical Game Theory
An Introductory Course on Mathematical Game Theory

Author: Julio González-Díaz

Publisher: American Mathematical Society

Published: 2021-10-22

Total Pages: 324

ISBN-13: 1470465736

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Game theory provides a mathematical setting for analyzing competition and cooperation in interactive situations. The theory has been famously applied in economics, but is relevant in many other sciences, such as political science, biology, and, more recently, computer science. This book presents an introductory and up-to-date course on game theory addressed to mathematicians and economists, and to other scientists having a basic mathematical background. The book is self-contained, providing a formal description of the classic game-theoretic concepts together with rigorous proofs of the main results in the field. The theory is illustrated through abundant examples, applications, and exercises. The style is distinctively concise, while offering motivations and interpretations of the theory to make the book accessible to a wide readership. The basic concepts and results of game theory are given a formal treatment, and the mathematical tools necessary to develop them are carefully presented. Cooperative games are explained in detail, with bargaining and TU-games being treated as part of a general framework. The authors stress the relation between game theory and operations research. The book is suitable for a graduate or an advanced undergraduate course on game theory.

Two-Person Game Theory
Two-Person Game Theory

Author: Anatol Rapoport

Publisher: Courier Corporation

Published: 2013-01-01

Total Pages: 241

ISBN-13: 0486281094

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Clear, accessible treatment of mathematical models for resolving conflicts in politics, economics, war, business, and social relationships. Topics include strategy, game tree and game matrix, and much more. Minimal math background required. 1970 edition.

Game Theory
Game Theory

Author: Morton D. Davis

Publisher: Courier Corporation

Published: 2012-05-11

Total Pages: 290

ISBN-13: 0486135152

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This fascinating, newly revised edition offers an overview of game theory, plus lucid coverage of two-person zero-sum game with equilibrium points; general, two-person zero-sum game; utility theory; and other topics.

Game Theory
Game Theory

Author: Michael Maschler

Publisher: Cambridge University Press

Published: 2020-06-25

Total Pages: 1053

ISBN-13: 1108493459

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This new edition is unparalleled in breadth of coverage, thoroughness of technical explanations and number of worked examples.

Theory of Games and Statistical Decisions
Theory of Games and Statistical Decisions

Author: David A. Blackwell

Publisher: Courier Corporation

Published: 2012-06-14

Total Pages: 388

ISBN-13: 0486150895

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Evaluating statistical procedures through decision and game theory, as first proposed by Neyman and Pearson and extended by Wald, is the goal of this problem-oriented text in mathematical statistics. First-year graduate students in statistics and other students with a background in statistical theory and advanced calculus will find a rigorous, thorough presentation of statistical decision theory treated as a special case of game theory. The work of Borel, von Neumann, and Morgenstern in game theory, of prime importance to decision theory, is covered in its relevant aspects: reduction of games to normal forms, the minimax theorem, and the utility theorem. With this introduction, Blackwell and Professor Girshick look at: Values and Optimal Strategies in Games; General Structure of Statistical Games; Utility and Principles of Choice; Classes of Optimal Strategies; Fixed Sample-Size Games with Finite Ω and with Finite A; Sufficient Statistics and the Invariance Principle; Sequential Games; Bayes and Minimax Sequential Procedures; Estimation; and Comparison of Experiments. A few topics not directly applicable to statistics, such as perfect information theory, are also discussed. Prerequisites for full understanding of the procedures in this book include knowledge of elementary analysis, and some familiarity with matrices, determinants, and linear dependence. For purposes of formal development, only discrete distributions are used, though continuous distributions are employed as illustrations. The number and variety of problems presented will be welcomed by all students, computer experts, and others using statistics and game theory. This comprehensive and sophisticated introduction remains one of the strongest and most useful approaches to a field which today touches areas as diverse as gambling and particle physics.

Mathematical Introduction to Linear Programming and Game Theory
Mathematical Introduction to Linear Programming and Game Theory

Author: Louis Brickman

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 140

ISBN-13: 1461245400

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Mathematical elegance is a constant theme in this treatment of linear programming and matrix games. Condensed tableau, minimal in size and notation, are employed for the simplex algorithm. In the context of these tableau the beautiful termination theorem of R.G. Bland is proven more simply than heretofore, and the important duality theorem becomes almost obvious. Examples and extensive discussions throughout the book provide insight into definitions, theorems, and applications. There is considerable informal discussion on how best to play matrix games. The book is designed for a one-semester undergraduate course. Readers will need a degree of mathematical sophistication and general tools such as sets, functions, and summation notation. No single college course is a prerequisite, but most students will do better with some prior college mathematics. This thorough introduction to linear programming and game theory will impart a deep understanding of the material and also increase the student's mathematical maturity.

Game Theory
Game Theory

Author: Dario Bauso

Publisher: Now Publishers

Published: 2014-10-06

Total Pages: 166

ISBN-13: 9781601989086

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This is the first tutorial to give such a concise and accessible introduction to game theory. It will be of use to all students, practitioners, and researchers looking to understand the basic concepts, models, and applications.

Theory of Games and Economic Behavior
Theory of Games and Economic Behavior

Author: John Von Neumann

Publisher: Diana

Published: 2020-01-29

Total Pages: 660

ISBN-13: 9785608789779

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This is the classic work upon which modern-day game theory is based. What began as a modest proposal that a mathematician and an economist write a short paper together blossomed, when Princeton University Press published Theory of Games and Economic Behavior. In it, John von Neumann and Oskar Morgenstern conceived a groundbreaking mathematical theory of economic and social organization, based on a theory of games of strategy. Not only would this revolutionize economics, but the entirely new field of scientific inquiry it yielded--game theory--has since been widely used to analyze a host of real-world phenomena from arms races to optimal policy choices of presidential candidates, from vaccination policy to major league baseball salary negotiations. And it is today established throughout both the social sciences and a wide range of other sciences.