Game.Theory.-.Lecture.Notes.pdf

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1、www.book118.com网友投稿请勿转载IE675GameTheoryLectureNoteSet1WayneF.Bialas1Friday,March30,20011INTRODUCTION1.1Whatisgametheory?Gametheoryisthestudyofproblemsofconflictandcooperationamongindependentdecisionmakers.Gametheorydealswithgamesofstrategyratherthangamesofchance.Theingredientsofagametheory

2、probleminclude•players(decisionmakers)•choices(feasibleactions)•payoffs(benefits,prizes,orawards)•preferencestopayoffs(objectives)Weneedtoknowwhenonechoiceisbetterthananotherforaparticularplayer.1.2ClassificationofgametheoryproblemsProblemsingametheorycanbeclassifiedinanumberofways.1.2.1Sta

3、ticvs.dynamicgamesIndynamicgames,theorderofdecisionsareimportant.Question1.1.Isiteverreallypossibletoimplementstaticdecisionmakinginpractice?1DepartmentofIndustrialEngineering,UniversityatBuffalo,342BellHall,Box602050,Buffalo,NY142602050USA;Email:bialas@buffalo.edu;Web:http://www.acsu.bu

4、ffalo.edu/bialas.Copyright•cMMIWayneF.Bialas.AllRightsReserved.Duplicationofthisworkisprohibitedwithoutwrittenpermission.ThisdocumentproducedMarch30,2001at2:31pm.1•1www.book118.com网友投稿请勿转载1.2.2Cooperativevs.non•cooperativeInanoncooperativegame,eachplayerpursueshis/herowninterests.Inacoop

5、erativegames,playersareallowedtoformcoalitionsandcombinetheirdecisionmakingproblems.NoncooperativeCooperativeMathprogrammingCooperativeStaticNoncooperativeGameGameTheoryTheoryCooperativeDynamicControlTheoryDynamicGamesNote1.1.Thisareaofstudyisdistinctfrommulticriteriadecisionmaking.Flowo

6、finformationisanimportantelementingametheoryproblems,butitissometimesexplicitlymissing.•noisyinformation•deception1.2.3Relatedareas•differentialgames•optimalcontroltheory•mathematicaleconomics1.2.4Applicationareas•corporatedecisionmaking•defensestrategy•marketmodelling•publicpolicyanalys

7、is•environmentalsystems•distributedcomputing•telecommunicationsnetworks1•2www.book118.com网友投稿请勿转载1.2.5Theoryvs.simulationThemathematicaltheoryofgamesprovidesthefundamentallawsandproblemstructure.Gamescanalsobesimulatedtoassesscomplexeconomicsystems.1.3SolutionconceptsThen