**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.

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

См. также: Handbook of Game Theory with Economic Applications. Vol. II

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.

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.

**Evolutionary Game Theory**[книги]

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.

**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.

**A Course in Game Theory**[книги]

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.

**Advanced Microeconomic Theory**[книги]

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.

**Putting Auction Theory to Work**[книги]

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.

**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.

**Microeconomic Theory**[книги]

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.

**Strategies and Games**[книги]

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.

**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.

**An Introduction to Game Theory**[книги]

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.

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.

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.

**The Theory of Learning in Games**[книги]

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.

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.

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

См. также: Handbook of Game Theory with Economic Applications. Vol. I

**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.

**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.

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.