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 ……
- Slides: 45