Risk and Decision Making

Game Theory, Fall 2008

Information

• Instructor: João L. Soares
• Syllabus
• Slides of the whole course (Last update: Oct 18 2007, size: 1170 Kbytes)
• Excel files: Antique_Dealing.xls, Car_Pool.xls, two_person_zero_sum.xls
• Homework 1: due on October, 15th.
• Homework 2: due on October, 22nd. (solution)
• Here is a mock exam. Here is the solution of the mock exam.

Main references:

• Parts II and III of the lecture notes on Game Theory, by Thomas S. Ferguson Mathematics Department, UCLA, available electronically here.
• Chapter 4 of An Introduction to Game-Theoretic Modelling, by Michael Mesterton-Gibbons, 2000, second edition, American Mathematical Society.

Other references

• Introduction to Game Theory, by Peter Morris, 1994, Springer.
• Game theory: analysis of conflict, by Roger B. Myerson, 1997, Harvard University Press, 1997.
• An Introduction to Game Theory, by Martin J. Osborne, 2003, Oxford University Press.

Outline of the course

• Introduction
• Part I: Two-Person zero sum games
  • The strategic form of a game
  • Matrix Games. Domination.
  • Solving Finite Games
  • The Extensive Form of a Game
• Part II: Two-Person general sum games
  • Bimatrix Games -- Safety Levels
  • Noncooperative Games -- Equilibria
  • Models of Duopoly (Cournot)
  • Cooperative Games
• Part III: Games in coalitional form
  • Many-Person Transferable Utility Games
  • Imputations and the Core
  • The Shapley Value
  • The Nucleolus

Related links

• Game Theory.net
• Computational Game Theory at Microsoft Research
• Matrix Game Solver - to find the solution to a matrix game (simply type in or paste in the matrix)

Spare time links

• A scene from the movie A Beautiful Mind here.
• An online article by Abel Mateus on the usefulness of game theory here.