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Game Theory II- Dynamic Games

Lead instructor:

The supplementary material is broken down by category. Each category contains books that can serve as general references and some academic papers. In general the rigor in the papers is beyond the rigor in the tutorial, but can be used to get an idea of how game theory is applied to various settings.

 

General Game Theory References For Sequential Games

Robert Pindyck, Daniel Rubinfeld, Paul G Farnham, David Miles, Andrew Scott, and Francis Breedon.

Microeconomics, 8th Edition. Pearson Education, Inc, 2009

Walter Nicholson and Christopher Snyder. Microeconomic theory. South Western/Thomson, 2005

Hal R Varian. Intermediate Microeconomics: A Modern Approach, 9th edition. WW Norton & Company, 2014

A Mas-Colle, W Whinston, and Jerry Green. Microeconomic theory. Oxford university press, 1995

Georey Alexander Jehle. Advanced microeconomic theory. Pearson Education India, 2001

Drew Fudenberg and Jean Tirole. Game theory. MIT press Cambridge, MA, 1991

Steven Tadelis. Game theory: an introduction. Princeton University Press, 2013

Martin J Osborne and Ariel Rubinstein. A course in game theory. MIT press, 1994

Alain Haurie, Jacek B Krawczyk, Georges Zaccour, et al. Games and Dynamic Games. World Scientic

Books, 2012

Jennifer F Reinganum. Dynamic Games of Innovation. Journal of Economic Theory, 25(1):21-41, 1981

Christopher Ferrall and Anthony A Smith Jr. A sequential game model of sports championship series:

theory and estimation. Review of Economics and Statistics, 81(4):704-719, 1999

Christoph Wagner, Tymoy Mylovanov, and Thomas Troger. Informed-principal problem with moral

hazard, risk neutrality, and no limited liability. Journal of Economic Theory, 159:280-289, 2015

Audrey Hu and Liang Zou. Sequential auctions, price trends, and risk preferences. Journal of Economic

Theory, 158:319-335, 2015

Infinitely Repeated Games and Similar Topics

George J Mailath and Larry Samuelson. Repeated Games and Reputations: Long-run Relationships. Oxford University Press, 2006 (Highly recommended for infinitely repeated games)

Jerzy Filar and Koos Vrieze. Competitive Markov decision processes. Springer Science & Business

Media, 2012

Abraham Neyman and Sylvain Sorin. Stochastic games and applications, Volume 570. Springer Science

& Business Media, 2003

Rufus Isaacs. Dierential games: a mathematical theory with applications to warfare and pursuit,

control and optimization. Courier Corporation, 1999

Edward J Green and Robert H Porter. Noncooperative collusion under imperfect price information.

Econometrica: Journal of the Econometric Society, pages 87-100, 1984

Susan Athey and Kyle Bagwell. Collusion with persistent cost shocks. Econometrica, pages 493-540,

2008

 

Behavioral Game Theory

Colin Camerer. Behavioral game theory. New Age International, 2010

Vincent P Crawford and Nagore Iriberri. Level-k auctions: Can a nonequilibrium model of strategic

thinking explain the winner's curse and overbidding in private-value auctions? Econometrica,

75(6):1721{1770, 2007

Colin F Camerer, Teck-Hua Ho, and Juin-Kuan Chong. A cognitive hierarchy model of games. The

Quarterly Journal of Economics, 119(3):861{898, 2004

Amos Tversky and Daniel Kahneman. Availability: A heuristic for judging frequency and probability.

Cognitive psychology, 5(2):207{232, 1973

Daniel Kahneman and Amos Tversky. Prospect theory: An analysis of decision under risk. Economet-

rica: Journal of the econometric society, pages 263{291, 1979

Daniel Kahneman and Amos Tversky. Choices, values, and frames. American psychologist, 39(4):341,

1984

Richard D McKelvey and Thomas R Palfrey. An experimental study of the centipede game. Econo-

metrica: Journal of the Econometric Society, pages 803-836, 1992

 

References

[1] Susan Athey and Kyle Bagwell. Collusion with persistent cost shocks. Econometrica, pages 493-540,

2008.

[2] Colin Camerer. Behavioral game theory. New Age International, 2010.

[3] Colin F Camerer, Teck-Hua Ho, and Juin-Kuan Chong. A cognitive hierarchy model of games. The

Quarterly Journal of Economics, 119(3):861{898, 2004.

[4] Vincent P Crawford and Nagore Iriberri. Level-k auctions: Can a nonequilibrium model of strategic

thinking explain the winner's curse and overbidding in private-value auctions? Econometrica,

75(6):1721-1770, 2007.

[5] Christopher Ferrall and Anthony A Smith Jr. A sequential game model of sports championship series:

theory and estimation. Review of Economics and Statistics, 81(4):704-719, 1999.

[6] Jerzy Filar and Koos Vrieze. Competitive Markov decision processes. Springer Science & Business

Media, 2012.

[7] Drew Fudenberg and Jean Tirole. Game theory. MIT press Cambridge, MA, 1991.

[8] Edward J Green and Robert H Porter. Noncooperative collusion under imperfect price information.

Econometrica: Journal of the Econometric Society, pages 87-100, 1984.

[9] Alain Haurie, Jacek B Krawczyk, Georges Zaccour, et al. Games and dynamic games. World Scientic

Books, 2012.

[10] Audrey Hu and Liang Zou. Sequential auctions, price trends, and risk preferences. Journal of Economic

Theory, 158:319-335, 2015.

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[11] Rufus Isaacs. Differential Games: A Mathematical Theory with Applications to Warfare and Pursuit, control

and optimization. Courier Corporation, 1999.

[12] Georey Alexander Jehle. Advanced microeconomic theory. Pearson Education India, 2001.

[13] Daniel Kahneman and Amos Tversky. Prospect theory: An analysis of decision under risk. Economet-

rica: Journal of the econometric society, pages 263-291, 1979.

[14] Daniel Kahneman and Amos Tversky. Choices, values, and frames. American psychologist, 39(4):341,

1984.

[15] George J Mailath and Larry Samuelson. Repeated games and reputations: long-run relationships. Oxford

university press, 2006.

[16] A Mas-Colle, W Whinston, and Jerry Green. Microeconomic theory. Oxford University Press, 1995.

[17] Richard D McKelvey and Thomas R Palfrey. An experimental study of the centipede game. Econometrica: Journal of the Econometric Society, pages 803-836, 1992.

[18] Abraham Neyman and Sylvain Sorin. Stochastic Games and Applications, volume 570. Springer Science

& Business Media, 2003.

[19] Walter Nicholson and Christopher Snyder. Microeconomic theory. South Western/Thomson, 2005.

[20] Martin J Osborne and Ariel Rubinstein. A course in Game Theory. MIT press, 1994.

[21] Robert Pindyck, Daniel Rubinfeld, Paul G Farnham, David Miles, Andrew Scott, and Francis Breedon.

Microeconomics, 8th Edition. Pearson Education, Inc, 2009.

[22] Jennifer F Reinganum. Dynamic games of innovation. Journal of Economic Theory, 25(1):21-41, 1981.

[23] Steven Tadelis. Game theory: an introduction. Princeton University Press, 2013.

[24] Amos Tversky and Daniel Kahneman. Availability: A heuristic for judging frequency and probability. Cognitive psychology, 5(2):207-232, 1973.

[25] Hal R Varian. Intermediate Microeconomics: A Modern Approach, 9th edition. WWNorton & Company,

2014.

[26] Christoph Wagner, Tymoy Mylovanov, and Thomas Troger. Informed-principal problem with moral

hazard, risk neutrality, and no limited liability. Journal of Economic Theory, 159:280-289, 2015.

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