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3 décembre 2020
- 2012.01850
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Ulrich Faigle, « Mathematical Game Theory: A New Approach », arXiv - économie
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These lecture notes attempt a mathematical treatment of game theory akin to mathematical physics. A game instance is defined as a sequence of states of an underlying system. This viewpoint unifies classical mathematical models for 2-person and, in particular, combinatorial and zero-sum games as well as models for investing and betting. n-person games are studied with emphasis on notions of utilities, potentials and equilibria, which allows to subsume cooperative games as special cases. The represenation of a game theoretic system in a Hilbert space furthermore establishes a link to the mathematical model of quantum mechancis and general interaction systems. The notes sketch an outline of the theory. Details are available as a textbook elsewhere.