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Всего публикаций в данном разделе: 136

Game Theory [учебная программа]
Опубликовано на портале: 14-02-2007
Robert H. Porter
Spring 2000
This course is a component in the second year MMSS core curriculum sequence. Some of the basic models and ideas of game theory will be surveyed, with emphasis on the theory of non-cooperative games. A number of applications of game theory to issues from economics and other social sciences will be presented.
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Опубликовано на портале: 13-02-2007
Ред.: Robert J. Aumann, Sergiu Hart
Amsterdam: Elsevier Science, 1992, cерия "Handbooks in Economics", 1, 733 с.
This is the first volume of the Handbook of Game Theory with Economic Applications, to be followed by two additional volumes. Game Theory has developed greatly in the last decade, and today it is an essential tool in much of economic theory. The three volumes will cover the fundamental theoretical aspects, a wide range of applications to economics, several chapters on applications to political science, and individual chapters on relations with other disciplines. The topics covered in the present volume include chess-playing computers, an introduction to the non-cooperative theory, repeated games, bargaining theory, auctions, location, entry deterrence, patents, the cooperative theory and its applications, and the relation between Game Theory and ethics.

См. также: Handbook of Game Theory with Economic Applications. Vol. II
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Fernando Vega-Redondo
New York: Oxford University Press, 1996, 209 с.
The book covers the modern developments in Evolutionary Game Theory, with an emphasis on economic contexts and applications. It begins with the basic ideas as they originated within the field of theoretical biology, focusing on the core notions of Evolutionarily Stable Strategy and Replicator Dynamics. Both the static and dynamic approaches of this biological literature are presented in detail, and the general analysis illustrated with numerous examples. It then proceeds to the formulation of a theoretical framework that is suitable for the study of social and economic phenomena from an evolutionary perspective. After a discussion of strictly deterministic dynamic models, stochastic perturbations are introduced in order to account for the social- and individual-based sources of ‘noise’ (including aggregate shocks, agents’ experimentation, and population renewal), which play an important role in evolutionary processes.Evolutionary Theory has become one of the leading approaches to understanding bounded rationality, learning, and change in complex social environments. The recent boom experienced by this discipline makes this book's systematic presentation of its fundamental contributions essential reading for any newcomer to the field. In addition, new avenues of research are suggested, and plentiful examples illustrate the theory's potential applications.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Fernando Vega-Redondo
Cambridge, UK and New York: Cambridge University Press, 2003, 512 с.
This textbook offers a systematic, self-contained account of the main contributions of modern game theory and its applications to economics. Starting with a detailed description of how to model strategic situations, the discussion proceeds by studying basic solution concepts, their main refinements, games played under incomplete information, and repeated games. For each of these theoretical developments, there is a companion set of applications that cover the most representative instances of game-theoretic analysis in economics, e.g. oligopolistic competition, public goods, coordination failures, bargaining, insurance markets, implementation theory, signaling and auctions. The theory and applications covered in the first part of the book fall under the so-called 'classical' approach to game theory, which is founded on the paradigm of players' unlimited rationality. The second part shifts towards topics that no longer abide by that paradigm. This leads to the study of topics such as the interplay between evolution and rationality.
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Опубликовано на портале: 13-02-2007
Jorgen W. Weibull
Cambridge, Mass: MIT Press, 1995, 287 с.
This text introduces current evolutionary game theory - where ideas from evolutionary biology and rationalistic economics meet - emphasizing the links between static and dynamic approaches and noncooperative game theory. Much of the text is devoted to the key concepts of evolutionary stability and replicator dynamics. The former highlights the role of mutations and the latter the mechanisms of selection. Moreover, set-valued static and dynamic stability concepts, as well as processes of social evolution, are discussed. Separate background chapters are devoted to noncooperative game theory and the theory of ordinary differential equations. There are examples throughout as well as individual chapter summaries.
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит графическое изображение (иллюстрацию)

Two-Sided Matching [книги]
Опубликовано на портале: 13-02-2007
Alvin E. Roth, Marilda A. Oliveira Sotomayor
Cambridge, UK and New York: Cambridge University Press, 1990, cерия "Econometric Society Monographs", 265 с.
Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This book gives a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching. The focus of the book is on the stability of outcomes, on the incentives that different rules of organization give to agents, and on the constraints that these incentives impose on the ways such markets can be organized. The results for this wide range of related models and matching situations help clarify which conclusions depend on particular modeling assumptions and market conditions, and which are robust over a wide range of conditions.
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Опубликовано на портале: 13-02-2007
Martin J. Osborne, Ariel Rubinstein
Cambridge, Mass: MIT Press, 2006, 368 с.
A Course in Game Theory presents the main ideas of game theory at a level suitable for graduate students and advanced undergraduates, emphasizing the theory's foundations and interpretations of its basic concepts. The authors provide precise definitions and full proofs of results, sacrificing generalities and limiting the scope of the material in order to do so. The text is organized in four parts: strategic games, extensive games with perfect information, extensive games with imperfect information, and coalitional games. It includes over 100 exercises.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Geoffrey A. Jehle, Philip John Reny
Boston: Addison-Wesley, 2001, cерия "Addison-Wesley series in economics", 543 с.
This rigorous, up-to-date text on modern microeconomic theory presents all of the core mathematics, neoclassical theory, game theory, and information economics needed to access the modern professional literature. Complex theory is patiently and carefully developed, then clearly explained and illustrated because even well-prepared students benefit from additional math help. Careful explanations, efficient theorem-proof organization, and many examples and exercises make this a uniquely effective text for advanced courses. Students will appreciate the clear writing and accessible style.
ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Paul Robert Milgrom
Cambridge, UK and New York: Cambridge University Press, 2006, cерия "Churchill Lectures in Economics", 392 с.
This book provides a comprehensive introduction to modern auction theory and its important new applications. It is written by a leading economic theorist whose suggestions guided the creation of the new spectrum auction designs. Aimed at graduate students and professionals in economics, the book gives the most up-to-date treatments of both traditional theories of 'optimal auctions' and newer theories of multi-unit auctions and package auctions, and shows by example how these theories are used. The analysis explores the limitations of prominent older designs, such as the Vickrey auction design, and evaluates the practical responses to those limitations. It explores the tension between the traditional theory of auctions with a fixed set of bidders, in which the seller seeks to squeeze as much revenue as possible from the fixed set, and the theory of auctions with endogenous entry, in which bidder profits must be respected to encourage participation.
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Auction Theory [книги]
Опубликовано на портале: 13-02-2007
Vijay Krishna
San Diego: Academic Press, 2006, 200 с.
Through accessible, detailed examinations of themes central to auction theory, Vijay Krishna explores auctions and competitive bidding as games of incomplete information. His results on bidding strategies, efficiency, and revenue maximization, and his clear proofs for each proposition, make this book both the standard reference on auctions and the first source of authoritative information about multi-unit auctions. Well organized and featuring straightforward intuition, Auction Theory's depth and breadth lay bare the complexity and utility of this growing field.
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Опубликовано на портале: 13-02-2007
Andreu Mas-Colell, Michael D. Whinston, Jerry Richard Green
New York: Oxford University Press, 1995, 1008 с.
Many instructors of microeconomic theory have been waiting for a text that provides balanced and in-depth analysis of the essentials of microeconomics. Masterfully combining the results of years of teaching microeconomics at Harvard University, Andreu Mas-Colell, Michael Whinston, and Jerry Green have filled that conspicuous vacancy with their groundbreaking text, Microeconomic Theory.
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Опубликовано на портале: 13-02-2007
Prajit K. Dutta
Massachusetts: MIT Press, 1999, 476 с.
Game theory has become increasingly popular among undergraduate as well as business school students. This text is the first to provide both a complete theoretical treatment of the subject and a variety of real-world applications, primarily in economics, but also in business, political science, and the law. Strategies and Games grew out of Prajit Dutta's experience teaching a course in game theory over the last six years at Columbia University.
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Game Theory [книги]
Опубликовано на портале: 13-02-2007
Drew Fudenberg, Jean Tirole
Изд-во: MIT Press, 1991, 603 с.
This advanced text introduces the principles of noncooperative game theory - including strategic form games, Nash equilibria, subgame perfection, repeated games, and games of incomplete information - in a direct and uncomplicated style that will acquaint students with the broad spectrum of the field while highlighting and explaining what they need to know at any given point. The analytic material is accompanied by many applications, examples, and exercises. The theory of noncooperative games studies the behavior of agents in any situation where each agent's optimal choice may depend on a forecast of the opponents' choices. "Noncooperative" refers to choices that are based on the participant's perceived selfinterest. Although game theory has been applied to many fields, Fudenberg and Tirole focus on the kinds of game theory that have been most useful in the study of economic problems. They also include some applications to political science. The fourteen chapters are grouped in parts that cover static games of complete information, dynamic games of complete information, static games of incomplete information, dynamic games of incomplete information, and advanced topics.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Martin J. Osborne
New York: Oxford University Press, 2003, 560 с.
Game-theoretic reasoning pervades economic theory and is used widely in other social and behavioral sciences. An Introduction to Game Theory, by Martin J. Osborne, presents the main principles of game theory and shows how they can be used to understand economic, social, political, and biological phenomena. The book introduces in an accessible manner the main ideas behind the theory rather than their mathematical expression. All concepts are defined precisely, and logical reasoning is used throughout. The book requires an understanding of basic mathematics but assumes no specific knowledge of economics, political science, or other social or behavioral sciences. Coverage includes the fundamental concepts of strategic games, extensive games with perfect information, and coalitional games; the more advanced subjects of Bayesian games and extensive games with imperfect information; and the topics of repeated games, bargaining theory, evolutionary equilibrium, rationalizability, and maxminimization. The book offers a wide variety of illustrations from the social and behavioral sciences and more than 280 exercises. Each topic features examples that highlight theoretical points and illustrations that demonstrate how the theory may be used. Explaining the key concepts of game theory as simply as possible while maintaining complete precision, An Introduction to Game Theory is ideal for undergraduate and introductory graduate courses in game theory.
ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Roger B. Myerson
Harvard: Harvard University Press, 1997, 584 с.
Eminently suited to classroom use as well as individual study, Roger Myerson's introductory text provides a clear and thorough examination of the models, solution concepts, results, and methodological principles of noncooperative and cooperative game theory. Myerson introduces, clarifies, and synthesizes the extraordinary advances made in the subject over the past fifteen years, presents an overview of decision theory, and comprehensively reviews the development of the fundamental models: games in extensive form and strategic form, and Bayesian games with incomplete information.

Game Theory will be useful for students at the graduate level in economics, political science, operations research, and applied mathematics. Everyone who uses game theory in research will find this book essential.
ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 13-02-2007
Drew Fudenberg, David Knudsen Levine
Cambridge, MA: MIT Press, 1998, cерия "Economic Learning and Social Evolution", 286 с.
In economics, most noncooperative game theory has focused on equilibrium in games, especially Nash equilibrium and its refinements. The traditional explanation for when and why equilibrium arises is that it results from analysis and introspection by the players in a situation where the rules of the game, the rationality of the players, and the players' payoff functions are all common knowledge. Both conceptually and empirically, this theory has many problems.
In The Theory of Learning in Games Drew Fudenberg and David Levine develop an alternative explanation that equilibrium arises as the long-run outcome of a process in which less than fully rational players grope for optimality over time. The models they explore provide a foundation for equilibrium theory and suggest useful ways for economists to evaluate and modify traditional equilibrium concepts.
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Опубликовано на портале: 13-02-2007
Ред.: Robert J. Aumann, Sergiu Hart
Amsterdam: Elsevier Science, 2006, cерия "Handbooks in Economics", 2, 818 с.
This is the second of three volumes surveying the state of the art in Game Theory and its applications to many and varied fields, in particular to economics. The chapters in the present volume are contributed by outstanding authorities, and provide comprehensive coverage and precise statements of the main results in each area. The applications include empirical evidence. The following topics are covered: communication and correlated equilibria, coalitional games and coalition structures, utility and subjective probability, common knowledge, bargaining, zero-sum games, differential games, and applications of game theory to signalling, moral hazard, search, evolutionary biology, international relations, voting procedures, social choice, public economics, politics, and cost allocation. This handbook will be of interest to scholars in economics, political science, psychology, mathematics and biology.

См. также: Handbook of Game Theory with Economic Applications. Vol. I
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Common Agency [статья]
Опубликовано на портале: 31-01-2007
B. Douglas Bernheim, Michael D. Whinston Econometrica. 1986.  Vol. 54. No. 4. P. 923-942. 
We extend the principal-agent framework with risk-neutral principals to situations in which several principals simultaneously and independently attempt to influence a common agent. We show that implementation is, in the aggregate, always efficient (cost-minimizing), and that noncooperative behavior induces an efficient (potentially second-best) action choice if and only if collusion among the principals would implement the first-best action at the first-best level of cost. We also investigate the existence of equilibria, the distribution of net rewards among principals, the characteristics of actions chosen in inefficient equilibria, and potential institutional remedies for welfare losses induced by noncooperative behavior.
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Cheap Talk [статья]
Опубликовано на портале: 31-01-2007
Joseph Farrel, Matthew Rabin Journal of Economic Perspectives. 1996.  Vol. 10. No. 3. P. 103-118. 
Economists often ask how private information is shared through markets, costly signaling, and other mechanisms. Yet most information sharing is done through ordinary, informal talk. Economists are inconsistent in their view of such 'cheap talk': sometimes it is supposed that communication generally leads to efficient equilibria; other times it is supposed that since 'talk is cheap,' it is never credible. The authors think both views are wrong. In this paper, they describe what some recent research in game theory teaches about when people will convey private information by cheap talk.
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Опубликовано на портале: 31-01-2007
David M. Kreps, In-Koo Cho Quarterly Journal of Economics. 1987.  Vol. 102. No. 2. P. 179-221. 
Games in which one party conveys private information to a second through messages typically admit large numbers of sequential equilibria, as the second party may entertain a wealth of beliefs in response to out-of-equilibrium messages. By restricting those out-of equilibrium beliefs, one can sometimes eliminate many unintuitive equilibria. We present a number of formal restrictions of this sort, investigate their behavior in specific examples, and relate these restrictions to Kohlberg and Mertens` notion of stability.
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