An Introduction to Linear Programming and Game Theory (PDF)

Praise for the Second Edition:

"This is quite a well-done book: very tightly organized,
better-than-average exposition, and numerous examples,
illustrations, and applications."

--Mathematical Reviews of the American Mathematical
Society

An Introduction to Linear Programming and Game Theory, Third
Edition presents a rigorous, yet accessible, introduction to
the theoretical concepts and computational techniques of linear
programming and game theory. Now with more extensive modeling
exercises and detailed integer programming examples, this book
uniquely illustrates how mathematics can be used in real-world
applications in the social, life, and managerial sciences,
providing readers with the opportunity to develop and apply their
analytical abilities when solving realistic problems.

This Third Edition addresses various new topics and improvements
in the field of mathematical programming, and it also presents two
software programs, LP Assistant and the Solver add-in for Microsoft
Office Excel, for solving linear programming problems. LP
Assistant, developed by coauthor Gerard Keough, allows readers to
perform the basic steps of the algorithms provided in the book and
is freely available via the book's related Web site. The use of the
sensitivity analysis report and integer programming algorithm from
the Solver add-in for Microsoft Office Excel is introduced so
readers can solve the book's linear and integer programming
problems. A detailed appendix contains instructions for the use of
both applications.

Additional features of the Third Edition include:

* A discussion of sensitivity analysis for the two-variable
problem, along with new examples demonstrating integer programming,
non-linear programming, and make vs. buy models

* Revised proofs and a discussion on the relevance and solution of
the dual problem

* A section on developing an example in Data Envelopment
Analysis

* An outline of the proof of John Nash's theorem on the existence
of equilibrium strategy pairs for non-cooperative, non-zero-sum
games

Providing a complete mathematical development of all presented
concepts and examples, Introduction to Linear Programming and
Game Theory, Third Edition is an ideal text for linear
programming and mathematical modeling courses at the
upper-undergraduate and graduate levels. It also serves as a
valuable reference for professionals who use game theory in
business, economics, and management science.