A First Course on Zero-Sum Repeated Games [Paperback]

The purpose of the book is to present the basic results in the theory of two-person zero-sum repeated games including stochastic games and repeated games with incomplete information. It underlines their relation through the operator approach and covers both asymptotic and uniform properties. The monograph is self-contained including presentation of incomplete information games, minmax theorems and approachability results. It is adressed to graduate students with no previous knowledge of the field.Introduction and Examples.- Games with Incomplete Information.- Repeated Games with Lack of Information on One Side.- Repeated Games with Lack of Information on Both Sides.- Stochastic Games.- Advances.- Minmax Theorems and Duality.- Approachability Theory.- Operators and Repeated Games.- Kuhn's Theorem for Repeated Games.

From the reviews:

This book is an introduction to repeated zero-sum games, played in discrete time. It surveys the basic theory and recent developments, and definitely fills a gap. & The book emphasizes the links to convex analysis and to stochastic processes. It is primarily aimed at graduate students with no previous knowledge of the field, though it will clearly serve as a very useful reference book for experts in the field. (Nicolas Vieille, Mathematical Reviews, 2002 m)

The book is a text book for graduate students or professional mathematicians on two-person, zero-sum, repeated games. & The book is & concisely written, has a substantial biography, and comes in a well bound soft cover edition. When a concept is first met in the text, it is highlighted in bold font: I found this to be a useful feature of the book. I recommend this book to any library collection in a university where there is an interest in game theory & . (T. M. Mills, The Australian Mathematical Society Gazette, Vol. 30 (3), 2003)