Game theory is a field of applied mathematics that describes and analyzes interactive decision making when two or more parties are involved. Since finding a firm mathematical footing in 1928, it has been applied to many fields, including economics, political science, foreign policy, and engineering. This course will serve both as an introduction to and a survey of applications of game theory. Therefore, after covering the mathematical foundational work with some measure of mathematical rigor, we will examine many real-world situations, both historical and current. Topics include two-person/N-person game, cooperative/non-cooperative game, static/dynamic game, combinatorial/strategic/coalitional game, and their respective examples and applications. Further attention will be given to the meaning and the computational complexity of finding of Nash equilibrium.
Multivariate calculus, linear algebra and matrix theory (e.g., EN.625.609 Matrix Theory), and a course in probability and statistics (such as EN.625.603 Statistical Methods and Data Analysis).