博弈论(Game Theory)很有意思,大家可能首先想到的就是赌博,据说博弈论最早源于赌博策略和数学,下面是来自维基百科的解释:
博弈论(英语:game theory),又译为对策论,或者赛局理论,应用数学的一个分支,1944年冯·诺伊曼与奥斯卡·摩根斯特恩合著《博弈论与经济行为》,标志着现代系统博弈理论的的初步形成,因此他被称为“博弈论之父”。博弈论被认为是20世纪经济学最伟大的成果之一。目前在生物学、经济学、国际关系、计算机科学、政治学、军事战略和其他很多学科都有广泛的应用。主要研究公式化了的激励结构(游戏或者博弈)间的相互作用。是研究具有斗争或竞争性质现象的数学理论和方法。也是运筹学的一个重要学科。
作为互联网广告研发人员,应该或多或少了解一点计算广告学,其中支撑Google, 百度等互联网巨头广告业务的竞价排名机制的核心之一就是博弈论。另外经济学中有很多博弈论的影子,电影“美丽心灵”中的主角数学家约翰纳什,由于他与另外两位数学家在非合作博弈的均衡分析理论方面做出了开创性的贡献,对博弈论和经济学产生了重大影响,而获得1994年诺贝尔经济学奖,纳什均衡则是博弈论课程中不可或缺的一节课。Coursera上有好几门博弈论(Game Theory)相关的课程,这里做个汇总整理。
1. 斯坦福大学的 博弈论(Game Theory)
http://coursegraph.com/coursera-game-theory-1
这门课程早在Coursera诞生之初就有了,后经多次优化,现在有上和下两个部分,这门课程属于博弈论上,重在博弈论基础,需要学习者有一定的数学思维和数学基础,例如基础的概率理论和一些微积分基础知识:
This course is aimed at students, researchers, and practitioners who wish to understand more about strategic interactions. You must be comfortable with mathematical thinking and rigorous arguments. Relatively little specific math is required; but you should be familiar with basic probability theory (for example, you should know what a conditional probability is), and some very light calculus would be helpful.
2. 斯坦福大学的 博弈论二: 高级应用(Game Theory II: Advanced Applications)
http://coursegraph.com/coursera-game-theory-2
上门博弈论课程的续集,关注博弈论的应用,包括机制设计,拍卖机制等:
Popularized by movies such as “A Beautiful Mind”, game theory is the mathematical modeling of strategic interaction among rational (and irrational) agents. Over four weeks of lectures, this advanced course considers how to design interactions between agents in order to achieve good social outcomes. Three main topics are covered: social choice theory (i.e., collective decision making and voting systems), mechanism design, and auctions. In the first week we consider the problem of aggregating different agents’ preferences, discussing voting rules and the challenges faced in collective decision making. We present some of the most important theoretical results in the area: notably, Arrow’s Theorem, which proves that there is no “perfect” voting system, and also the Gibbard-Satterthwaite and Muller-Satterthwaite Theorems. We move on to consider the problem of making collective decisions when agents are self interested and can strategically misreport their preferences. We explain “mechanism design” — a broad framework for designing interactions between self-interested agents — and give some key theoretical results. Our third week focuses on the problem of designing mechanisms to maximize aggregate happiness across agents, and presents the powerful family of Vickrey-Clarke-Groves mechanisms. The course wraps up with a fourth week that considers the problem of allocating scarce resources among self-interested agents, and that provides an introduction to auction theory.
3. 东京大学的 博弈论入门课程(Welcome to Game Theory)
http://coursegraph.com/coursera-game-theory-introduction
入门级博弈论课程,由东京大学推出,英文授课:
This course provides a brief introduction to game theory. Our main goal is to understand the basic ideas behind the key concepts in game theory, such as equilibrium, rationality, and cooperation. The course uses very little mathematics, and it is ideal for those who are looking for a conceptual introduction to game theory. Business competition, political campaigns, the struggle for existence by animals and plants, and so on, can all be regarded as a kind of “game,” in which individuals try to do their best against others. Game theory provides a general framework to describe and analyze how individuals behave in such “strategic” situations. This course focuses on the key concepts in game theory, and attempts to outline the informal basic ideas that are often hidden behind mathematical definitions. Game theory has been applied to a number of disciplines, including economics, political science, psychology, sociology, biology, and computer science. Therefore, a warm welcome is extended to audiences from all fields who are interested in what game theory is all about.
4. 佐治亚理工学院的 组合博弈论(Games without Chance: Combinatorial Game Theory)
http://coursegraph.com/coursera-combinatorial-game-theory
这门课程主要关注组合博弈论,覆盖不靠运气游戏背后的数学理论和分析:This course will cover the mathematical theory and analysis of simple games without chance moves.
本课程将讲解如何运用数学理论,分析不含运气步骤(随机步骤)的简单游戏。本课程将探索不含运气步骤(随机步骤)的两个玩家游戏中的数学理论。我们将讨论如何简化游戏,什么情况下游戏等同于数字运算,以及怎样的游戏才算公正。许多例子都是有关一此简单的游戏,有的你可能还没有听说过:Hackenbush(“无向图删边”游戏)、Nim(“拈”游戏)、Push(推箱子游戏)、Toads and Frogs(“蟾蜍和青蛙”游戏),等。虽然完成这门课程并不能让你成为国际象棋或围棋高手,但是会让你更深入了解游戏的结构。
5. 国立台湾大学的 实验经济学: 行为博弈论 (Experimental Economics I: Behavioral Game Theory)
http://coursegraph.com/coursera-shiyan-jingji-xue
台湾大学王道一副教授 (Associate Professor)的实验经济学课程-行为博弈论:
人是否会如同理论经济学的预测进行决策?这门课将透过每周的课程视频以及课后作业带你了解实验经济学的基本概念。每周将会有习题练习以及指定阅读的期刊论文。你将会参与一些在线的实验、报告论文并且互评其他同学的报告。❖课程介绍(About the course)这是一门进阶的经济学课程,课程目标为介绍实验经济学的基本概念,并且让学生们能开始在这个领域从事自己的相关研究。详细课程目标如下:1.实验经济学的介绍:在上完这堂课之后,学生应能列举经济学各个领域的数个知名实验,并且解释实验结果如何验证或否证经济理论及其他实地数据。2.评论近期相关领域研究:上完这堂课之后,学生应能阅读并评论实验经济学相关的期刊论文。在课堂中,学生将会阅读指定的期刊论文,并且(在视频中)亲自上台报告一篇论文。❖授课形式(Course format)1.本堂课将以视频的形式为主,搭配课后作业的形式来进行。每个同学将阅读一篇实验经济学论文,并录像成两段各10分钟的介绍视频并后上传至Coursera(或上传到Youku,再复制连接到作业上传区)。第一段期中报告视频请同学介绍该论文所描述的实验设计,第二段,也就是期末报告视频则介绍实验结果。此外每位同学至少需观看其他两位同学的呈现内容,并给予评论。2.这堂课将简单地运用以下赛局(博弈)概念:奈许均衡/纳什均衡(Nash Equilibrium)混合策略均衡(Mixed Strategy Equilibrium)子赛局完美均衡/子博弈精练纳什均衡(SPNE)共识/共同知识(Common Knowledge)信念(Belief)