Математика

A Primer in Game Theory

Gibbons R.

год издания — 1992, кол-во страниц — 288, ISBN — 0-7450-1159-4, 0-7450-1160-8, язык — англ., тип обложки — мягк., масса книги — 400 гр., издательство — Harvester Wheatsheat

КНИГА СНЯТА С ПРОДАЖИ

Сохранность книги — хорошая

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This book introduces one of the most powerful tools of modern economics to a wide audience — not only those who will specialize as pure game theorists but also those who will construct (or even just consume) game-theoretic models in applied fields of economics. Gibbons emphasizes the economic applications of the theory as well as the pure theory itself; formal arguments about abstract games play a minor role. 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. To emphasize the broad potential scope of the theory, applications are drawn from industrial organization, labor economics, macroeconomics, financial economics, and international economics.

Robert Gibbons is Associate Professor at the Johnson Graduate School of Management, Cornell University.

An outstanding introduction to game theory: clear, concise, and chock-full of examples. Applied economists who don't know game theory will want to learn from this book, and experts will want to teach from it.

David Kreps, Stanford University

The strength of this book is the use of a slew of examples from the recent literature. Gibbons has a gift for boiling these problems down to simple and manageable proportions, and they add enormous interest to the work. Most of the examples are of great interest in and of themselves — it was hard to put the book down. This integration of theory and applications is what everybody wants to see in a book of this kind.

Sherwin Rosen, University of Chicago

This book's blend between theory and applications is outstanding. The examples, which are an integral part of each chapter, make a convincing case for learning the techniques while also introducing many recent advances in the applied fields of economics. This book is a must for both students and established researchers who want to master applied game theory.

James Poterba, MIT

Preface	xi

1 Static Games of Complete Information	1

1.1 Basic Theory: Normal-Form Games and Nash Equilibrium	2
1.1.A Normal-Form Representation of Games	2
1.1.В Iterated Elimination of Strictly Dominated Strategies	4
1.1.C Motivation and Definition of Nash Equilibrium	8
1.2 Applications	14
1.2.A Cournot Model of Duopoly	14
1.2.B Bertrand Model of Duopoly	21
1.2.C Final-Offer Arbitration	22
1.2.D The Problem of the Commons	27
1.3 Advanced Theory: Mixed Strategies and Existence of Equilibrium	29
1.3.A Mixed Strategies	29
1.3.B Existence of Nash Equilibrium	33
1.4 Further Reading	48
1.5 Problems	48
1.6 References	51

2 Dynamic Games of Complete Information	55

2.1 Dynamic Games of Complete and Perfect Information	57
2.1.A Theory: Backwards Induction	57
2.1.В Stackelberg Model of Duopoly	61
2.1.С Wages and Employment in a Unionized Firm	64
2.1.D Sequential Bargaining	68
2.2 Two-Stage Games of Complete but Imperfect Information	71
2.2.A Theory: Subgame Perfection	71
2.2.B Bank Runs	73
2.2.C Tariffs and Imperfect International Competition	75
2.2.D Tournaments	79
2.3 Repeated Games	82
2.3.A Theory: Two-Stage Repeated Games	82
2.3.B Theory: Infinitely Repeated Games	88
2.3.C Collusion between Cournot Duopolists	102
2.3.D Efficiency Wages	107
2.3.E Time-Consistent Monetary Policy	112
2.4 Dynamic Games of Complete but Imperfect Information	115
2.4.A Extensive-Form Representation of Games	115
2.4.B Subgame-Perfect Nash Equilibrium	122
2.5 Further Reading	129
2.6 Problems	130
2.7 References	138

3 Static Games of Incomplete Information	143

3.1 Theory: Static Bayesian Games and Bayesian Nash Equilibrium	144
3.1.A An Example: Cournot Competition under Asymmetric Information	144
3.1.В Normal-Form Representation of Static Bayesian Games	146
3.1.С Definition of Bayesian Nash Equilibrium	149
3.2 Applications	152
3.2.A Mixed Strategies Revisited	152
3.2.B An Auction	155
3.2.C A Double Auction	158
3.3 The Revelation Principle	164
3.4 Further Reading	168
3.5 Problems	169
3.6 References	172

4 Dynamic Games of Incomplete Information	173

4.1 Introduction to Perfect Bayesian Equilibrium	175
4.2 Signaling Games	183
4.2.A Perfect Bayesian Equilibrium in Signaling Games	183
4.2.B Job-Market Signaling	190
4.2.C Corporate Investment and Capital Structure	205
4.2.D Monetary Policy	208
4.3 Other Applications of Perfect Bayesian Equilibrium	210
4.3.A Cheap-Talk Games	210
4.3.В Sequential Bargaining under Asymmetric Information	218
4.3.C Reputation in the Finitely Repeated Prisoners' Dilemma	224
4.4 Refinements of Perfect Bayesian Equilibrium	233
4.5 Further Reading	244
4.6 Problems	245
4.7 References	253

Index	257

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