Game Theory Explained: A Mathematical Introduction With Optimization

ISBN : 9789811297212

Author : Christopher H Griffin

Publisher : World Scientific

Year : 2025

Language : English

Type : Book

Description : This book provides an introduction to the mathematical theory of games using both classical methods and optimization theory. Employing a theorem-proof-example approach, the book emphasizes not only results in game theory, but also how to prove them. Part 1 of the book focuses on classical results in games, beginning with an introduction to probability theory by studying casino games and ending with Nash's proof of the existence of mixed strategy equilibria in general sum games. On the way, utility theory, game trees and the minimax theorem are covered with several examples. Part 2 introduces optimization theory and the Karush–Kuhn–Tucker conditions and illustrates how games can be rephrased as optimization problems, thus allowing Nash equilibria to be computed.

Please register to recommend this book to the library.