Mathematical Foundations of Game Theory / Universitext (PDF)
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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.
Jérôme Renault graduated in 1994 from ENSAE Paris and Université Paris 7 and received his PhD in 1998 from Cermsem, Université Paris 1 Panthéon-Sorbonne. He has been Maître de Conférences at Ceremade, Université Paris-Dauphine, held a game theory chair at École Polytechnique, and is since 2009 a math professor at Toulouse School of Economics, Université Toulouse 1 Capitole. He has been the head of the CNRS research group in Game Theory from 2012 to 2015, and has recently obtained a chair Game Theory and Artifical Intelligence within the new Toulouse institute ANITI. He contributes in particular to the theory of repeated games, stochastic games, games with signals, long-term dynamic programming, Markov decision processes and optimal control, strategic transmission of information and games with incomplete information.
Sylvain Sorin graduated in 1976 from the École Normale Supérieure de Saint Cloud and received his Doctorat d'État in 1981 from UPMC-Paris VI. He has been professor at Université L. Pasteur (Strasbourg ;
- Autoren: Rida Laraki , Jérôme Renault , Sylvain Sorin
- 2019, 1st ed. 2019, 229 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 303026646X
- ISBN-13: 9783030266462
- Erscheinungsdatum: 07.09.2019
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- Dateiformat: PDF
- Größe: 3.52 MB
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