This advanced textbook covers the central topics in game theory and provides a strong basis from which readers can go on to more advanced topics. The subject matter is approached in a mathematically rigorous, yet lively and interesting way. New definitions and topics are motivated as thoroughly as possible. Coverage includes the idea of iterated Prisoner's Dilemma (super games) and challenging game-playing computer programs.
|The mathematical theory of games has as its purpose the analysis of a wide range of competitive situations. These include most of the recreations which people usually call "games" such as chess, poker, bridge, backgam mon, baseball, and so forth, but also contests between companies, military forces, and nations. For the purposes of developing the theory, all these competitive situations are called games. The analysis of games has two goals. First, there is the deillegalscriptive goal of understanding why the parties ("players") in competitive situations behave as they do. The second is the more practical goal of being able to advise the players of the game as to the best way to play. The first goal is especially relevant when the game is on a large scale, has many players, and has complicated rules. The economy and international politics are good examples. In the ideal, the pursuit of the second goal would allow us to describe to each player a strategy which guarantees that he or she does as well as possible. As we shall see, this goal is too ambitious. In many games, the phrase "as well as possible" is hard to define. In other games, it can be defined and there is a clear-cut "solution" (that is, best way of playing).|This is a textbook for a course in the theory of games. It is intended for advanced undergraduates and graduate students in mathematics and other quantitative disciplines, e.g., statistics, operations research, etc. It treats the central topics in game theory and is meant to give students a basis from which they can go on to more advanced topics. The subject matter is approached in a mathematically rigorous way, but , within this constraint, an effort is made to keep it interesting and lively. New definitions and topics are motivated as thoroughly as possible. The mathematical prerequisites for understanding the book are modest: basic probability together with a little calculus and linear algebra.
1. Games in Extensive Form.- 1.1. Trees.- 1.2. Game Trees.- 1.2.1. Information Sets.- 1.3. Choice Functions and Strategies.- 1.3.1. Choice Subtrees.- 1.4. Games with Chance Moves.- 1.4.1. A Theorem on Payoffs.- 1.5. Equilibrium N-tuples of Strategies.- 1.6. Normal Forms.- 2. Two-Person Zero-Sum Games.- 2.1. Saddle Points.- 2.2. Mixed Strategies.- 2.2.1. Row Values and Column Values.- 2.2.2. Dominated Rows and Columns.- 2.3. Small Games.- 2.3.1. 2 × n and m × 2 Games.- 2.4. Symmetric Games.- 2.4.1. Solving Symmetric Games.- 3. Linear Programming.- 3.1. Primal and Dual Problems.- 3.1.1. Primal Problems and Their Duals.- 3.2. Basic Forms and Pivots.- 3.2.1. Pivots.- 3.2.2. Dual Basic Forms.- 3.3. The Simplex Algorithm.- 3.3.1. Tableaus.- 3.3.2. The Simplex Algorithm.- 3.4. Avoiding Cycles and Achieving Feasibility.- 3.4.1. Degeneracy and Cycles.- 3.4.2. The Initial Feasible Tableau.- 3.5. Duality.- 3.5.1. The Dual Simplex Algorithm.- 3.5.2. The Duality Theorem.- 4. Solving Matrix Games.- 4.1. The Minimax Theorem.- 4.2. Some Examples.- 4.2.1. Scissors-Paper-Stone.- 4.2.2. Three-Finger Morra.- 4.2.3. Colonel Blotto´s Game.- 4.2.4. Simple Poker.- 5. Non-Zero-Sum Games.- 5.1. Noncooperative Games.- 5.1.1. Mixed Strategies.- 5.1.2. Maximin Values.- 5.1.3. Equilibrium N-tuples of Mixed Strategies.- 5.1.4. A Graphical Method for Computing Equilibrium Pairs.- 5.2. Solution Concepts for Noncooperative Games.- 5.2.1. Battle of the Buddies.- 5.2.2. Prisoner´s Dilemma.- 5.2.3. Another Game.- 5.2.4. Supergames.- 5.3. Cooperative Games.- 5.3.1. Nash Bargaining Axioms.- 5.3.2. Convex Sets.- 5.3.3. Nash´s Theorem.- 5.3.4. Computing Arbitration Pairs.- 5.3.5. Remarks.- 6. N-Person Cooperative Games.- 6.1. Coalitions.- 6.1.1. The Characteristic Function.- 6.1.2. Essential and Inessential Games.- 6.2. Imputations.- 6.2.1. Dominance of Imputations.- 6.2.2. The Core.- 6.2.3. Constant-Sum Games.- 6.2.4. A Voting Game.- 6.3. Strategic Equivalence.- 6.3.1. Equivalence and Imputations.- 6.3.2. (0,1)-Reduced Form.- 6.3.3. Classification of Small Games.- 6.4. Two Solution Concepts.- 6.4.1. Stable Sets of Imputations.- 6.4.2. Shapley Values.- 7. Game-Playing Programs.- 7.1. Three Algorithms.- 7.1.1. The Naive Algorithm.- 7.1.2. The Branch and Bound Algorithm.- 7.1.3. The Alpha-Beta Pruning Algorithm.- 7.2. Evaluation Functions.- 7.2.1. Depth-Limited Subgames.- 7.2.2. Mancala.- 7.2.3. Nine-Men´s Morris.- Appendix. Solutions.
This advanced textbook covers the central topics in game theory and provides a strong basis from which readers can go on to more advanced topics. New definitions and topics are motivated as thoroughly as possible. Coverage includes the idea of iterated Prisoner's Dilemma (super games) and challenging game-playing computer programs.
The mathematical theory of games has as its purpose the analysis of a wide range of competitive situations. These include most of the recreations which people usually call "games" such as chess, poker, bridge, backgam mon, baseball, and so forth, but also contests between companies, military forces, and nations. For the purposes of developing the theory, all these competitive situations are called games. The analysis of games has two goals. First, there is the deillegalscriptive goal of understanding why the parties ("players") in competitive situations behave as they do. The second is the more practical goal of being able to advise the players of the game as to the best way to play. The first goal is especially relevant when the game is on a large scale, has many players, and has complicated rules. The economy and international politics are good examples. In the ideal, the pursuit of the second goal would allow us to describe to each player a strategy which guarantees that he or she does as well as possible. As we shall see, this goal is too ambitious. In many games, the phrase "as well as possible" is hard to define. In other games, it can be defined and there is a clear-cut "solution" (that is, best way of playing).
1. Games in Extensive Form.- 1.1. Trees.- 1.2. Game Trees.- 1.3. Choice Functions and Strategies.- 1.4. Games with Chance Moves.- 1.5. Equilibrium N-tuples of Strategies.- 1.6. Normal Forms.- 2. Two-Person Zero-Sum Games.- 2.1. Saddle Points.- 2.2. Mixed Strategies.- 2.3. Small Games.- 2.4. Symmetric Games.- 3. Linear Programming.- 3.1. Primal and Dual Problems.- 3.2. Basic Forms and Pivots.- 3.3. The Simplex Algorithm.- 3.4. Avoiding Cycles and Achieving Feasibility.- 3.5. Duality.- 4. Solving Matrix Games.- 4.1. The Minimax Theorem.- 4.2. Some Examples.- 5. Non-Zero-Sum Games.- 5.1. Noncooperative Games.- 5.2. Solution Concepts for Noncooperative Games.- 5.3. Cooperative Games.- 6. N-Person Cooperative Games.- 6.1. Coalitions.- 6.2. Imputations.- 6.3. Strategic Equivalence.- 6.4. Two Solution Concepts.- 7. Game-Playing Programs.- 7.1. Three Algorithms.- 7.2. Evaluation Functions.- Appendix. Solutions.
Inhaltsverzeichnis
1. Games in Extensive Form.- 1.1. Trees.- 1.2. Game Trees.- 1.2.1. Information Sets.- 1.3. Choice Functions and Strategies.- 1.3.1. Choice Subtrees.- 1.4. Games with Chance Moves.- 1.4.1. A Theorem on Payoffs.- 1.5. Equilibrium N-tuples of Strategies.- 1.6. Normal Forms.- 2. Two-Person Zero-Sum Games.- 2.1. Saddle Points.- 2.2. Mixed Strategies.- 2.2.1. Row Values and Column Values.- 2.2.2. Dominated Rows and Columns.- 2.3. Small Games.- 2.3.1. 2 × n and m × 2 Games.- 2.4. Symmetric Games.- 2.4.1. Solving Symmetric Games.- 3. Linear Programming.- 3.1. Primal and Dual Problems.- 3.1.1. Primal Problems and Their Duals.- 3.2. Basic Forms and Pivots.- 3.2.1. Pivots.- 3.2.2. Dual Basic Forms.- 3.3. The Simplex Algorithm.- 3.3.1. Tableaus.- 3.3.2. The Simplex Algorithm.- 3.4. Avoiding Cycles and Achieving Feasibility.- 3.4.1. Degeneracy and Cycles.- 3.4.2. The Initial Feasible Tableau.- 3.5. Duality.- 3.5.1. The Dual Simplex Algorithm.- 3.5.2. The Duality Theorem.- 4. Solving Matrix Games.- 4.1. The Minimax Theorem.- 4.2. Some Examples.- 4.2.1. Scissors-Paper-Stone.- 4.2.2. Three-Finger Morra.- 4.2.3. Colonel Blottös Game.- 4.2.4. Simple Poker.- 5. Non-Zero-Sum Games.- 5.1. Noncooperative Games.- 5.1.1. Mixed Strategies.- 5.1.2. Maximin Values.- 5.1.3. Equilibrium N-tuples of Mixed Strategies.- 5.1.4. A Graphical Method for Computing Equilibrium Pairs.- 5.2. Solution Concepts for Noncooperative Games.- 5.2.1. Battle of the Buddies.- 5.2.2. Prisoner¿s Dilemma.- 5.2.3. Another Game.- 5.2.4. Supergames.- 5.3. Cooperative Games.- 5.3.1. Nash Bargaining Axioms.- 5.3.2. Convex Sets.- 5.3.3. Nash¿s Theorem.- 5.3.4. Computing Arbitration Pairs.- 5.3.5. Remarks.- 6. N-Person Cooperative Games.- 6.1. Coalitions.- 6.1.1. The Characteristic Function.- 6.1.2. Essential and Inessential Games.- 6.2. Imputations.- 6.2.1. Dominance of Imputations.- 6.2.2. The Core.- 6.2.3. Constant-Sum Games.- 6.2.4. A Voting Game.- 6.3. Strategic Equivalence.- 6.3.1. Equivalence and Imputations.- 6.3.2. (0,1)-Reduced Form.- 6.3.3. Classification of Small Games.- 6.4. Two Solution Concepts.- 6.4.1. Stable Sets of Imputations.- 6.4.2. Shapley Values.- 7. Game-Playing Programs.- 7.1. Three Algorithms.- 7.1.1. The Naive Algorithm.- 7.1.2. The Branch and Bound Algorithm.- 7.1.3. The Alpha-Beta Pruning Algorithm.- 7.2. Evaluation Functions.- 7.2.1. Depth-Limited Subgames.- 7.2.2. Mancala.- 7.2.3. Nine-Men¿s Morris.- Appendix. Solutions.
Klappentext
The mathematical theory of games has as its purpose the analysis of a wide range of competitive situations. These include most of the recreations which people usually call "games" such as chess, poker, bridge, backgam mon, baseball, and so forth, but also contests between companies, military forces, and nations. For the purposes of developing the theory, all these competitive situations are called games. The analysis of games has two goals. First, there is the deillegalscriptive goal of understanding why the parties ("players") in competitive situations behave as they do. The second is the more practical goal of being able to advise the players of the game as to the best way to play. The first goal is especially relevant when the game is on a large scale, has many players, and has complicated rules. The economy and international politics are good examples. In the ideal, the pursuit of the second goal would allow us to describe to each player a strategy which guarantees that he or she does as well as possible. As we shall see, this goal is too ambitious. In many games, the phrase "as well as possible" is hard to define. In other games, it can be defined and there is a clear-cut "solution" (that is, best way of playing).
This is a textbook for a course in the theory of games. It is intended for advanced undergraduates and graduate students in mathematics and other quantitative disciplines, e.g., statistics, operations research, etc. It treats the central topics in game theory and is meant to give students a basis from which they can go on to more advanced topics. The subject matter is approached in a mathematically rigorous way, but , within this constraint, an effort is made to keep it interesting and lively. New definitions and topics are motivated as thoroughly as possible. The mathematical prerequisites for understanding the book are modest: basic probability together with a little calculus and linear algebra.
