I recently got interested in game theory but I don't know where should I start.
Can anyone recommend any references and textbooks? And what are the prerequisites of game theory?
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4$\begingroup$ Actually I already did what you said but there were a lot of references and I didn't know which one I should choose. That's why I came here and asked this question. $\endgroup$– AxiomCommented Mar 19, 2010 at 20:54
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42$\begingroup$ Why the downvoting? If Soheil had said he wanted to study, let's say randomly (!) Algebraic Geometry, he would have had 20 upvotes and answers fiercely discussing the relative merits of Shafarevich and Fulton over Hartshorne and Eisenbud-Harris ... $\endgroup$– Georges ElencwajgCommented Mar 19, 2010 at 21:49
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8$\begingroup$ The downvotes are encouragement to study a more popular subject. This has a lot of sense behind it. The users of Math Overflow want Soheil to get a good job at a good university surrounded by other good researchers. Maybe if we all downvoted every question that wasn't close enough - Riemann's hypothesis would be solved by now! $\endgroup$– Dror SpeiserCommented Mar 19, 2010 at 22:19
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6$\begingroup$ @Georges: This is funny, your comment is getting more votes than the question itself - while people agree with you, they still really don't care for game theory. $\endgroup$– Dror SpeiserCommented Mar 19, 2010 at 23:30
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7$\begingroup$ @Dror: with due respect that's got to be a terrible motivation to get someone to study algebraic geometry. The idea of consecrating one's efforts to Proper Stuff And Not That Other Stuff is, when made dogmatic, quite damaging IMHO. (I mean, why should people in the 70s and 80s have studied the local theory of Banach spaces rather than motivic cohomology?) $\endgroup$– Yemon ChoiCommented Mar 20, 2010 at 3:28
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9 Answers
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"A course in game theory" by Martin J. Osborne and Ariel Rubinstein is probably the standard more mathematical starting point. A more concise, more modern, and slightly CS-leaning text is "Essentials of Game Theory -- A Concise, Multidisciplinary Introduction" by Kevin Leyton-Brown and Yoav Shoham.
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2$\begingroup$ This book is one of the main textbooks used in a recent and free online course of Game Theory from Stanford: coursera.org/course/gametheory $\endgroup$– TadashiCommented Jan 6, 2014 at 13:29
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I asked this same question about a year ago, so I'm very slightly ahead of you. Here's what I know:
As you probably know, there are two major branches for game theory. There's (for lack of a better term) "economics" game theory dealing with real world situations, economics, politics and the like. I know next to nothing about that. However, I do know a decent amount about combinatorial game theory, which is a little bit more ground in mathematics, and deals with two player games such as Go, Chess, Nim, or Tic-Tac-Toe.
The best introductory text is going to be Conway's Winning Ways, any of the volumes 1-4. These are the books to read to get into any other subset of combinatorial games, in my opinion.
My personal specialization thus far is generalizations of Tic-Tac-Toe called achievement games, which you can read about (along with much more) in Tic-Tac-Toe Theory.
However, if you want to go even further in these studies, you are a little bit out of luck. What's very exciting to me about combinatorial game theory is that it's pretty much a brand new field of mathematics, and right now the best techniques we have to study it are educated guessing/brute-forcing and a little bit of discrete mathematics. Although it's disenchanting sometimes, this also means that there is potentially a world of possible links and connections to other branches of math that we don't know about, and is just out there waiting to be discovered.
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2$\begingroup$ I second the distinction Ian makes. "Economics" game theory (in the tradition of Nash and von Neumann), and combinatorial game theory (in the tradition of Conway, and applied to semantics of programming languages) are as far as I know pretty much disjoint subjects. $\endgroup$ Commented Mar 20, 2010 at 13:49
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3$\begingroup$ ...and to ask the obvious question to the orginal questioner: do you know which of these two branches of game theory you're interested in? $\endgroup$ Commented Mar 20, 2010 at 13:49
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$\begingroup$ @Axiom, Also see same question at math.stackexchange.com/q/76096/13733 $\endgroup$– PacerierCommented Aug 9, 2015 at 15:53
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There is a new (well, the English translation is) book that treats both noncooperative and cooperative (but not combinatorial) game theory on a high level, is extremely well written, mathematically rigorous and fairly comprehensive: Game Theory by Michael Maschler, Eilon Solan, and Shmuel Zamir. For someone who knows some undergraduate real analysis and linear algebra, the book should be self contained (with a few exceptions, where reference literature is recommended in the book). The book doesn't contain everything (there is very little on refinements), but it contains enough to get one near the frontier of research fast.
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G. Owen, GAME THEORY
background is basic linear algebra I believe
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I've found Tom Ferguson's text to be a good introduction. His Linear Programming (pdf) text is a useful supplement. Both are freely available from his website.
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The Wikipedia article on Game theory is a general introduction to the field. In it I found an a link for Theory of Games and Economic Behavior. Also here are lecture notes from a graduate level course.
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One area that's really fascinating from a game theory angle is algorithmic game theory, and there's an excellent book out on this topic. While this focuses more on the computational aspects of game theory, it's extremely relevant to a ton of work on the internet and e-commerce, and weaves together game theory, economics and theoretical computer science in a fascinating manner.
The book is: Algorithmic Game Theory
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I recently had to write a report about this and one of my main sources was http://www.math.ucla.edu/~tom/Game_Theory/comb.pdf I found it to be fairly comprehensive and it included some practice exercises
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This is not a reference for starting game theory. But its title attract my attention. Moreover the references therein contains some references for starting game theory for example Handbooks of Game theory, etc.
But I think that geometric approach to this theory is an exciting and interesting point.