Economics and the Theory of Games
Опубликовано на портале: 13-02-2007
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.
- Part I. Theoretical Framework
- Part II. Strategic-Form Analysis:Theory
- Part III. Strategic-Form Analysis:Applications
- Part IV. Refinements of Nash Equilibrium
- Part V. Refinements of Nash Equilibrium: Applications
- Part VI. Incomplete Information: Theory
- Part VII. Incomplete Information: Applications
- Part VIII. Repeated Interaction:Theory
- Part IX. Repeated Interaction: Applications
- Part X. Evolutionary Foundations of Equilibrium
- Part XI. Learning to Play
- Part XII. Social Learning and Equilibrium Selection
equilibrium selection evolutionary game theory incomplete information Nash equilibrium repeated interactions strategic learning математическое моделирование равновесие по Нэшу теория игр экономическое поведение
Вопросы экономики. 1999. № 3. С. 138 – 151.
Персональная страница Алвина Рота (Alvin E. Roth, Professor of Economics and Business Administration in the Department of Economics at Harvard University): Al Roth's game theory and experimental economics page
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
Journal of Finance. 1993. Vol. 48. No. 5. P. 1779-1801.