An Introductory Course on Mathematical Game Theory

Julio González-Díaz;Ignacio García-Jurado;M Gloria Fiestras-Janeiro

ISBN: 9780821891803 | Year: 2012 | Paperback | Pages: 340 | Language : English

Book Size: 180 x 240 mm | Territorial Rights: Restricted

Price: 1625.00

About the Book

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.

Contributors (Author(s), Editor(s), Translator(s), Illustrator(s) etc.)

Julio González-Díaz, Universidade de Santiago de Compostela, Spain, Ignacio García-Jurado, Universidad de Coruña, Spain, and M. Gloria Fiestras-Janeiro, Universidade de Vigo, Spain

Table of Content

Preface
Introduction to Decision Theory
     Preliminaries
     Ordinal Utility
     Linear Utility

Strategic Games
     Introduction to Strategic Games
     Nash Equilibrium in Strategic Games
     Two-Player Zero-Sum Games
     Mixed Strategies in Finite Games
     Bimatrix Games
     Matrix Games
     Algorithms for Matrix Games
     Matrix Games and Linear Programming
     Refinements of Nash Equilibrium in Finite Games
     A Basic Model of Knowledge
     Correlated Equilibrium
     On the Epistemic Foundations of the Different Solution
                 Concepts for Strategic Games
     Fixed-Point Theorems
     On Extreme Points and Convex Sets: Krein-Milman Theorem
     Exercises 

Extensive Games
     Introduction to Extensive Games
     Strategies in Extensive Games: Mixed Strategies vs. Behavior Strategies
     Nash Equilibrium in Extensive Games
     Subgame Perfect Equilibrium
     Sequential Equilibrium
     Further Refinements
     Repeated Games
     Exercises

Games with Incomplete Information
     Incomplete Information: Introduction and Modeling
     Bayesian Games and Bayesian Nash Equilibrium
     The Chain Store Paradox in Perspective
     A First Application of Bayesian Games: Auctions
     A Second Application of Bayesian Games: Mechanism Design and the Revelation Principle
     Extensive Games with Incomplete Information: Multistage Games and Perfect Bayesian Equilibrium
     An Outline of Harsanyi’s Approach
     Exercises  

Cooperative Games
     Introduction to Cooperative Games
     Nontransferable Utility Games
     Bargaining
     Transferable Utility Games
     The Core and Related Concepts
     The Shapley Value
     The Nucleolus
     Convex Games
     Noncooperative Models in Cooperative Game Theory:
     Implementation Theory
     Airport Problems and Airport Games
     Bankruptcy Problems and Bankruptcy Games
     Voting Problems and Voting Games: Power Indices
     Cooperation in Operations Research Models
     Exercises

Bibliography
Notations
Index of Authors

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