An Introduction to Game theory By Wangyan Li

An Introduction to Game theory By Wangyan Li 2012. 10. 26

What is Game Theory?

1928 John von Neumann proved the minimax theorem

1944 John von Neumann Oskar Morgenstern’s

1950 -1953 John Nash describes Nash equilibrium

Nash equilibrium

The Prisoner's Dilemma

static Nonzero-sum games Nash equilibrium Complete information John Nash （1950， 1951） Incomplete information Bayesian Nash equilibrium Harsanyi（19671968） dynamic Nonzero-sum games subgame perfect Nash equilibrium Selten（1965） perfect Bayesian Nash equilibrium Selten（1965） Kreps, Wilson(1982) Fudenberg, Tirole(1991)

Complete information

incomplete information

Static incomplete information

Dynamic Complete information

Dynamic incomplete information

Roth & Shapley

game control

year

author

H∞ control

H 2 control

H 2/H∞ control

players strategies payoffs

conclusion Non-zerosum Non-cooperative game

To be continue ……