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Game Theory Lecture Notes

Game Theory : Penn State Math 486 LectureNotesVersion Griffin 2010-2012 Licensed under a Creative Commons Attribution-Noncommercial-Share Alike United States LicenseWith Major Contributions By:James FanGeorge Kesidisand Other Contributions By:Arlan StutlerContentsList of FiguresvChapter 1. Preface and an Introduction to Game Theoryxi1. Using These Notesxi2. An Overview of Game TheoryxiChapter 2. Probability Theory and Games Against the House11. Probability12. Random Variables and Expected Values63. Conditional Probability74. Bayes Rule12 Chapter 3. Utility Theory151. Decision Making Under Certainty152. Advanced Decision Making under Uncertainty22 Chapter 4.

Finding Nash Equilibria in Simple Games78 8. A Note on Nash Equilibria in General80 Chapter 6. An Introduction to Optimization and the Karush-Kuhn-Tucker Conditions83 iii. iv CONTENTS 1. A General Maximization Formulation84 2. Some Geometry for Optimization86 …

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