AUTEUR: Drew Fudenberg
NOM DE FICHIER: Game Theory.pdf
DATE DE PUBLICATION: 1991-Jan-01
TAILLE DU FICHIER: 7,86 MB
Popularized by movies such as "A Beautiful Mind," game theory is the mathematical modeling of strategic interaction among rational (and irrational) agents. Beyond what we call `games' in common language, such as chess, poker, soccer, etc., it includes the modeling of conflict among nations, political campaigns, competition among firms, and trading behavior in markets such as the NYSE.
Game theory used to be almost a stepchild of probability and statistics, because even deterministic games were handled stochastically (games without dice, like chess) for a long time, due to complexity and covariates. Then, zero sum concepts, cooperation vs. competition, derivative trading, dynamical systems such as the rabbit vs. coyote models, etc. gradually made mathematicians begin to ...