Ferguson - UCLA Game Theory Lecture Notes.pdf

Ferguson - UCLA Game Theory Lecture Notes.pdf

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1、GAMETHEORYThomasS.FergusonUniversityofCaliforniaatLosAngelesContentsIntroduction.References.PartI.ImpartialCombinatorialGames.1.1Take-AwayGames.1.2TheGameofNim.1.3GraphGames.1.4SumsofCombinatorialGames.1.5CoinTurningGames.1.6GreenHackenbush.References.PartII.Two-PersonZero-Sum

2、Games.2.1TheStrategicFormofaGame.2.2MatrixGames.Domination.2.3ThePrincipleofIndifference.2.4SolvingFiniteGames.2.5TheExtensiveFormofaGame.12.6RecursiveandStochasticGames.2.7ContinuousPokerModels.PartIII.Two-PersonGeneral-SumGames.3.1BimatrixGames—SafetyLevels.3.2NoncooperativeG

3、ames—Equilibria.3.3ModelsofDuopoly.3.4CooperativeGames.PartIV.GamesinCoalitionalForm.4.1Many-PersonTUGames.4.2ImputationsandtheCore.4.3TheShapleyValue.4.4TheNucleolus.Appendixes.A.1UtilityTheory.A.2ContractionMapsandFixedPoints.A.3ExistenceofEquilibriainFiniteGames.2INTRODUCTI

4、ON.Gametheoryisafascinatingsubject.Weallknowmanyentertaininggames,suchaschess,poker,tic-tac-toe,bridge,baseball,computergames—thelistisquitevariedandalmostendless.Inaddition,thereisavastareaofeconomicgames,discussedinMyerson(1991)andKreps(1990),andtherelatedpoliticalgames,Orde

5、shook(1986),Shubik(1982),andTaylor(1995).Thecompetitionbetweenfirms,theconflictbetweenmanagementandlabor,thefighttogetbillsthroughcongress,thepowerofthejudiciary,warandpeacenegotiationsbetweencountries,andsoon,allprovideexamplesofgamesinaction.Therearealsopsychologicalgamesplayed

6、onapersonallevel,wheretheweaponsarewords,andthepayoffsaregoodorbadfeelings,Berne(1964).Therearebiologicalgames,thecompetitionbetweenspecies,wherenaturalselectioncanbemodeledasagameplayedbetweengenes,Smith(1982).Thereisaconnectionbetweengametheoryandthemathematicalareasoflogican

7、dcomputerscience.Onemayviewtheoreticalstatisticsasatwopersongameinwhichnaturetakestheroleofoneoftheplayers,asinBlackwellandGirshick(1954)andFerguson(1968).Gamesarecharacterizedbyanumberofplayersordecisionmakerswhointeract,possiblythreateneachotherandformcoalitions,takeactionsu

8、nderuncertainconditions,andfinallyreceivesomebenefitorrewardorp

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