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Author: Dr Jimmy Teng
Publisher: Chartridge Books Oxford
ISBN: 1909287768
Category : Mathematics
Languages : en
Pages : 108
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Book Description
Summary A Bayesian Theory of Games introduces a new game theoretic equilibrium concept: Bayesian equilibrium by iterative conjectures (BEIC). The new equilibrium concept achieves consistencies in results among different types of games that current games theory at times fails to. BEIC requires players to make predictions on the strategies of other players starting from first order uninformative predictive distribution functions (or conjectures) and keep updating with Bayesian statistical decision theoretic and game theoretic reasoning until a convergence of conjectures is achieved. In a BEIC, conjectures are consistent with the equilibrium or equilibriums they supported and so rationality is achieved for actions, strategies and beliefs and (statistical) decision rule. Given its ability to typically select only a unique equilibrium in games, the BEIC approach is capable of analyzing a larger set of games than current games theory, including games with noisy inaccurate observations and games with multiple sided incomplete information games. Key Features Provides a unified and consistent analysis of many categories of games. Its solution algorithm is iterative and has good computation properties. Can analyze more types of games than current existing games theory. The equilibrium concept and solution algorithm are based on Bayesian statistical decision theory. In the new equilibrium, rationality is achieved for action, strategy, belief (both prior and posterior) and decision rule. Beliefs are the results of optimization exercises of players. Uses first order uninformative conjectures and reaction functions to derive higher and higher orders of conjectures until a convergence of conjectures is achieved. Has great application value for it could solve many types of games and could model beliefs. The Author Dr Jimmy Teng currently teaches at the School of Economics of the University of Nottingham (Malaysia Campus). He is the author of many articles and two books. He received his economics PhD from the University of Toronto. He also earned a PhD in political Science and a MS in statistics from Duke University. He previously held research and teaching positions in Academia Sinica, National Taiwan University and Nanyang Technological University Readership Games theorists, decision theorists, economists, mathematicians, statisticians, operational researchers, social scientists, management researchers, public policy researchers, computer scientists Contents Preface Acknowledgments About the author Introduction Sequential games with incomplete information and noisy inaccurate observation; introduction; an inflationary game; Bayesian iterative conjectures algorithm as a Bayes decision rule; conclusions Sequential games with perfect and imperfect information; introduction; the Bayesian iterative conjecture algorithm, sub-game perfect equilibrium and perfect Bayesian equilibrium; solving sequential games of incomplete and perfect information; multiple-sided incomplete information sequential games with perfect information; conclusions Simultaneous games; introduction; complete information simultaneous games; BEIC and refinements of Nash equilibrium; simultaneous games with incomplete information; conclusions Conclusions References Index
Author: Dr Jimmy Teng
Publisher: Chartridge Books Oxford
ISBN: 1909287768
Category : Mathematics
Languages : en
Pages : 108
Get Book Here
Book Description
Summary A Bayesian Theory of Games introduces a new game theoretic equilibrium concept: Bayesian equilibrium by iterative conjectures (BEIC). The new equilibrium concept achieves consistencies in results among different types of games that current games theory at times fails to. BEIC requires players to make predictions on the strategies of other players starting from first order uninformative predictive distribution functions (or conjectures) and keep updating with Bayesian statistical decision theoretic and game theoretic reasoning until a convergence of conjectures is achieved. In a BEIC, conjectures are consistent with the equilibrium or equilibriums they supported and so rationality is achieved for actions, strategies and beliefs and (statistical) decision rule. Given its ability to typically select only a unique equilibrium in games, the BEIC approach is capable of analyzing a larger set of games than current games theory, including games with noisy inaccurate observations and games with multiple sided incomplete information games. Key Features Provides a unified and consistent analysis of many categories of games. Its solution algorithm is iterative and has good computation properties. Can analyze more types of games than current existing games theory. The equilibrium concept and solution algorithm are based on Bayesian statistical decision theory. In the new equilibrium, rationality is achieved for action, strategy, belief (both prior and posterior) and decision rule. Beliefs are the results of optimization exercises of players. Uses first order uninformative conjectures and reaction functions to derive higher and higher orders of conjectures until a convergence of conjectures is achieved. Has great application value for it could solve many types of games and could model beliefs. The Author Dr Jimmy Teng currently teaches at the School of Economics of the University of Nottingham (Malaysia Campus). He is the author of many articles and two books. He received his economics PhD from the University of Toronto. He also earned a PhD in political Science and a MS in statistics from Duke University. He previously held research and teaching positions in Academia Sinica, National Taiwan University and Nanyang Technological University Readership Games theorists, decision theorists, economists, mathematicians, statisticians, operational researchers, social scientists, management researchers, public policy researchers, computer scientists Contents Preface Acknowledgments About the author Introduction Sequential games with incomplete information and noisy inaccurate observation; introduction; an inflationary game; Bayesian iterative conjectures algorithm as a Bayes decision rule; conclusions Sequential games with perfect and imperfect information; introduction; the Bayesian iterative conjecture algorithm, sub-game perfect equilibrium and perfect Bayesian equilibrium; solving sequential games of incomplete and perfect information; multiple-sided incomplete information sequential games with perfect information; conclusions Simultaneous games; introduction; complete information simultaneous games; BEIC and refinements of Nash equilibrium; simultaneous games with incomplete information; conclusions Conclusions References Index
Author: Steve Tadelis
Publisher: Princeton University Press
ISBN: 0691129088
Category : Business & Economics
Languages : en
Pages : 416
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Book Description
The definitive introduction to game theory This comprehensive textbook introduces readers to the principal ideas and applications of game theory, in a style that combines rigor with accessibility. Steven Tadelis begins with a concise description of rational decision making, and goes on to discuss strategic and extensive form games with complete information, Bayesian games, and extensive form games with imperfect information. He covers a host of topics, including multistage and repeated games, bargaining theory, auctions, rent-seeking games, mechanism design, signaling games, reputation building, and information transmission games. Unlike other books on game theory, this one begins with the idea of rationality and explores its implications for multiperson decision problems through concepts like dominated strategies and rationalizability. Only then does it present the subject of Nash equilibrium and its derivatives. Game Theory is the ideal textbook for advanced undergraduate and beginning graduate students. Throughout, concepts and methods are explained using real-world examples backed by precise analytic material. The book features many important applications to economics and political science, as well as numerous exercises that focus on how to formalize informal situations and then analyze them. Introduces the core ideas and applications of game theory Covers static and dynamic games, with complete and incomplete information Features a variety of examples, applications, and exercises Topics include repeated games, bargaining, auctions, signaling, reputation, and information transmission Ideal for advanced undergraduate and beginning graduate students Complete solutions available to teachers and selected solutions available to students
Author: Charles A. Kamhoua
Publisher: John Wiley & Sons
ISBN: 1119723949
Category : Technology & Engineering
Languages : en
Pages : 546
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Book Description
GAME THEORY AND MACHINE LEARNING FOR CYBER SECURITY Move beyond the foundations of machine learning and game theory in cyber security to the latest research in this cutting-edge field In Game Theory and Machine Learning for Cyber Security, a team of expert security researchers delivers a collection of central research contributions from both machine learning and game theory applicable to cybersecurity. The distinguished editors have included resources that address open research questions in game theory and machine learning applied to cyber security systems and examine the strengths and limitations of current game theoretic models for cyber security. Readers will explore the vulnerabilities of traditional machine learning algorithms and how they can be mitigated in an adversarial machine learning approach. The book offers a comprehensive suite of solutions to a broad range of technical issues in applying game theory and machine learning to solve cyber security challenges. Beginning with an introduction to foundational concepts in game theory, machine learning, cyber security, and cyber deception, the editors provide readers with resources that discuss the latest in hypergames, behavioral game theory, adversarial machine learning, generative adversarial networks, and multi-agent reinforcement learning. Readers will also enjoy: A thorough introduction to game theory for cyber deception, including scalable algorithms for identifying stealthy attackers in a game theoretic framework, honeypot allocation over attack graphs, and behavioral games for cyber deception An exploration of game theory for cyber security, including actionable game-theoretic adversarial intervention detection against advanced persistent threats Practical discussions of adversarial machine learning for cyber security, including adversarial machine learning in 5G security and machine learning-driven fault injection in cyber-physical systems In-depth examinations of generative models for cyber security Perfect for researchers, students, and experts in the fields of computer science and engineering, Game Theory and Machine Learning for Cyber Security is also an indispensable resource for industry professionals, military personnel, researchers, faculty, and students with an interest in cyber security.
Author: Andrés Perea
Publisher: Cambridge University Press
ISBN: 1107008913
Category : Business & Economics
Languages : en
Pages : 581
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Book Description
The first textbook to explain the principles of epistemic game theory.
Author: Robert Gibbons
Publisher: Princeton University Press
ISBN: 1400835887
Category : Business & Economics
Languages : en
Pages : 284
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Book Description
An introduction to one of the most powerful tools in modern economics Game Theory for Applied Economists introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied fields within economics who want a serious and thorough discussion of game theory but who may have found other works too abstract. Gibbons emphasizes the economic applications of the theory at least as much as the pure theory itself; formal arguments about abstract games play a minor role. The applications illustrate the process of model building—of translating an informal description of a multi-person decision situation into a formal game-theoretic problem to be analyzed. Also, the variety of applications shows that similar issues arise in different areas of economics, and that the same game-theoretic tools can be applied in each setting. In order to emphasize the broad potential scope of the theory, conventional applications from industrial organization have been largely replaced by applications from labor, macro, and other applied fields in economics. The book covers four classes of games, and four corresponding notions of equilibrium: static games of complete information and Nash equilibrium, dynamic games of complete information and subgame-perfect Nash equilibrium, static games of incomplete information and Bayesian Nash equilibrium, and dynamic games of incomplete information and perfect Bayesian equilibrium.
Author: Sharon Bertsch McGrayne
Publisher: Yale University Press
ISBN: 0300175094
Category : Mathematics
Languages : en
Pages : 336
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Book Description
"This account of how a once reviled theory, Baye’s rule, came to underpin modern life is both approachable and engrossing" (Sunday Times). A New York Times Book Review Editors’ Choice Bayes' rule appears to be a straightforward, one-line theorem: by updating our initial beliefs with objective new information, we get a new and improved belief. To its adherents, it is an elegant statement about learning from experience. To its opponents, it is subjectivity run amok. In the first-ever account of Bayes' rule for general readers, Sharon Bertsch McGrayne explores this controversial theorem and the generations-long human drama surrounding it. McGrayne traces the rule’s discovery by an 18th century amateur mathematician through its development by French scientist Pierre Simon Laplace. She reveals why respected statisticians rendered it professionally taboo for 150 years—while practitioners relied on it to solve crises involving great uncertainty and scanty information, such as Alan Turing's work breaking Germany's Enigma code during World War II. McGrayne also explains how the advent of computer technology in the 1980s proved to be a game-changer. Today, Bayes' rule is used everywhere from DNA de-coding to Homeland Security. Drawing on primary source material and interviews with statisticians and other scientists, The Theory That Would Not Die is the riveting account of how a seemingly simple theorem ignited one of the greatest controversies of all time.
Author: William Spaniel
Publisher:
ISBN: 9781492728153
Category : Game theory
Languages : en
Pages : 273
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Book Description
Game Theory 101: The Complete Textbook is a no-nonsense, games-centered introduction to strategic form (matrix) and extensive form (game tree) games. From the first lesson to the last, this textbook introduces games of increasing complexity and then teaches the game theoretical tools necessary to solve them. Quick, efficient, and to the point, Game Theory 101: The Complete Textbook is perfect for introductory game theory, intermediate microeconomics, and political science.
Author: Roger B. Myerson
Publisher: Harvard University Press
ISBN: 0674728629
Category : Business & Economics
Languages : en
Pages : 588
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Book Description
Eminently suited to classroom use as well as individual study, Roger Myerson's introductory text provides a clear and thorough examination of the models, solution concepts, results, and methodological principles of noncooperative and cooperative game theory. Myerson introduces, clarifies, and synthesizes the extraordinary advances made in the subject over the past fifteen years, presents an overview of decision theory, and comprehensively reviews the development of the fundamental models: games in extensive form and strategic form, and Bayesian games with incomplete information. Game Theory will be useful for students at the graduate level in economics, political science, operations research, and applied mathematics. Everyone who uses game theory in research will find this book essential.
Author: Reda Alhajj
Publisher: Springer
ISBN: 9781493971305
Category : Computers
Languages : en
Pages : 0
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Book Description
The Encyclopedia of Social Network Analysis and Mining (ESNAM) is the first major reference work to integrate fundamental concepts and research directions in the areas of social networks and applications to data mining. The second edition of ESNAM is a truly outstanding reference appealing to researchers, practitioners, instructors and students (both undergraduate and graduate), as well as the general public. This updated reference integrates all basics concepts and research efforts under one umbrella. Coverage has been expanded to include new emerging topics such as crowdsourcing, opinion mining, and sentiment analysis. Revised content of existing material keeps the encyclopedia current. The second edition is intended for college students as well as public and academic libraries. It is anticipated to continue to stimulate more awareness of social network applications and research efforts. The advent of electronic communication, and in particular on-line communities, have created social networks of hitherto unimaginable sizes. Reflecting the interdisciplinary nature of this unique field, the essential contributions of diverse disciplines, from computer science, mathematics, and statistics to sociology and behavioral science, are described among the 300 authoritative yet highly readable entries. Students will find a world of information and insight behind the familiar façade of the social networks in which they participate. Researchers and practitioners will benefit from a comprehensive perspective on the methodologies for analysis of constructed networks, and the data mining and machine learning techniques that have proved attractive for sophisticated knowledge discovery in complex applications. Also addressed is the application of social network methodologies to other domains, such as web networks and biological networks.
Author: Abel Rodríguez
Publisher: John Wiley & Sons
ISBN: 1119302609
Category : Mathematics
Languages : en
Pages : 234
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Book Description
INTRODUCES THE FUNDAMENTALS OF PROBABILITY, STATISTICS, DECISION THEORY, AND GAME THEORY, AND FEATURES INTERESTING EXAMPLES OF GAMES OF CHANCE AND STRATEGY TO MOTIVATE AND ILLUSTRATE ABSTRACT MATHEMATICAL CONCEPTS Covering both random and strategic games, Probability, Decisions and Games features a variety of gaming and gambling examples to build a better understanding of basic concepts of probability, statistics, decision theory, and game theory. The authors present fundamental concepts such as random variables, rational choice theory, mathematical expectation and variance, fair games, combinatorial calculus, conditional probability, Bayes Theorem, Bernoulli trials, zero-sum games and Nash equilibria, as well as their application in games such as Roulette, Craps, Lotto, Blackjack, Poker, Rock-Paper-Scissors, the Game of Chicken and Tic-Tac-Toe. Computer simulations, implemented using the popular R computing environment, are used to provide intuition on key concepts and verify complex calculations. The book starts by introducing simple concepts that are carefully motivated by the same historical examples that drove their original development of the field of probability, and then applies those concepts to popular contemporary games. The first two chapters of Probability, Decisions and Games: A Gentle Introduction using R feature an introductory discussion of probability and rational choice theory in finite and discrete spaces that builds upon the simple games discussed in the famous correspondence between Blaise Pascal and Pierre de Fermat. Subsequent chapters utilize popular casino games such as Roulette and Blackjack to expand on these concepts illustrate modern applications of these methodologies. Finally, the book concludes with discussions on game theory using a number of strategic games. This book: · Features introductory coverage of probability, statistics, decision theory and game theory, and has been class-tested at University of California, Santa Cruz for the past six years · Illustrates basic concepts in probability through interesting and fun examples using a number of popular casino games: roulette, lotto, craps, blackjack, and poker · Introduces key ideas in game theory using classic games such as Rock-Paper-Scissors, Chess, and Tic-Tac-Toe. · Features computer simulations using R throughout in order to illustrate complex concepts and help readers verify complex calculations · Contains exercises and approaches games and gambling at a level that is accessible for readers with minimal experience · Adopts a unique approach by motivating complex concepts using first simple games and then moving on to more complex, well-known games that illustrate how these concepts work together Probability, Decisions and Games: A Gentle Introduction using R is a unique and helpful textbook for undergraduate courses on statistical reasoning, introduction to probability, statistical literacy, and quantitative reasoning for students from a variety of disciplines. ABEL RODRÍGUEZ, PhD, is Professor in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz (UCSC), CA, USA. The author of 40 journal articles, his research interests include Bayesian nonparametric methods, machine learning, spatial temporal models, network models, and extreme value theory. BRUNO MENDES, PhD, is Lecturer in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz, CA, USA. BRUNO MENDES, PhD, is Lecturer in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz, CA, USA.INTRODUCES THE FUNDAMENTALS OF PROBABILITY, STATISTICS, DECISION THEORY, AND GAME THEORY, AND FEATURES INTERESTING EXAMPLES OF GAMES OF CHANCE AND STRATEGY TO MOTIVATE AND ILLUSTRATE ABSTRACT MATHEMATICAL CONCEPTS Covering both random and strategic games, Probability, Decisions and Games features a variety of gaming and gambling examples to build a better understanding of basic concepts of probability, statistics, decision theory, and game theory. The authors present fundamental concepts such as random variables, rational choice theory, mathematical expectation and variance, fair games, combinatorial calculus, conditional probability, Bayes Theorem, Bernoulli trials, zero-sum games and Nash equilibria, as well as their application in games such as Roulette, Craps, Lotto, Blackjack, Poker, Rock-Paper-Scissors, the Game of Chicken and Tic-Tac-Toe. Computer simulations, implemented using the popular R computing environment, are used to provide intuition on key concepts and verify complex calculations. The book starts by introducing simple concepts that are carefully motivated by the same historical examples that drove their original development of the field of probability, and then applies those concepts to popular contemporary games. The first two chapters of Probability, Decisions and Games: A Gentle Introduction using R feature an introductory discussion of probability and rational choice theory in finite and discrete spaces that builds upon the simple games discussed in the famous correspondence between Blaise Pascal and Pierre de Fermat. Subsequent chapters utilize popular casino games such as Roulette and Blackjack to expand on these concepts illustrate modern applications of these methodologies. Finally, the book concludes with discussions on game theory using a number of strategic games. This book: • Features introductory coverage of probability, statistics, decision theory and game theory, and has been class-tested at University of California, Santa Cruz for the past six years • Illustrates basic concepts in probability through interesting and fun examples using a number of popular casino games: roulette, lotto, craps, blackjack, and poker • Introduces key ideas in game theory using classic games such as Rock-Paper-Scissors, Chess, and Tic-Tac-Toe. • Features computer simulations using R throughout in order to illustrate complex concepts and help readers verify complex calculations • Contains exercises and approaches games and gambling at a level that is accessible for readers with minimal experience • Adopts a unique approach by motivating complex concepts using first simple games and then moving on to more complex, well-known games that illustrate how these concepts work together Probability, Decisions and Games: A Gentle Introduction using R is a unique and helpful textbook for undergraduate courses on statistical reasoning, introduction to probability, statistical literacy, and quantitative reasoning for students from a variety of disciplines. ABEL RODRÍGUEZ, PhD, is Professor in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz (UCSC), CA, USA. The author of 40 journal articles, his research interests include Bayesian nonparametric methods, machine learning, spatial temporal models, network models, and extreme value theory. BRUNO MENDES, PhD, is Lecturer in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz, CA, USA.
