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Game Theory

Game Theory is the study of decision making under competition.

The first truly mathematical study of Game Theory was initiated by Von Neumann and Morgenstern. Nash (of A Beautiful Mind fame) added substantially to the field with his proof of the existence of equilibrium solutions for general sum games. Since then many mathematicians, economists, engineers  and others have made substantial contributions to the study of games.

Class Notes (Raw Source)-- A collection of notes (~170 pages) covering everything we will study in class. If  you  find a typo, please send me an e-mail so I can fix it. The notes can be used with a book.  We used Games and Decisions: Introduction and Critical Survey by Luce and Raiffa and we also used Introduction to Game Theory by Morris. Notes are released under a Creative Commons Share-and-Share-Alike License.

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You can access previous course assignments and syllabi here.

If you’re thinking of taking Game Theory with me, you are welcome to e-mail me and ask anything you like. I’ll also share past teaching evaluations (from other classes) if you want to know what past students thought of me.

I try to mix the theory, algorithms and applications of Game Theory into the class. I treat this as an advanced math course. Therefore, you will be expected to do some proofs. By the end of this course you should, ideally, have a very good working knowledge of the Utility Theory, Game Trees, Zero Sum Games and their relation to Linear Programs, General Sum Games and their relation to Quadratic Programs, and Nash’s Bargaining Theorem.

Group work is encouraged on everything. All exams are open-book and open-notes.