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The value in game theory

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dc.contributor.advisor하승열-
dc.contributor.authorSuena Kim-
dc.date.accessioned2017-07-19T09:01:07Z-
dc.date.available2017-07-19T09:01:07Z-
dc.date.issued2016-02-
dc.identifier.other000000133086-
dc.identifier.urihttps://hdl.handle.net/10371/131504-
dc.description학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2016. 2. 하승열.-
dc.description.abstractThe main purpose of game theory is to find an optimal result from an optimal strategy. This can be explained by the value of the game. In this thesis, we study the way to identify the value in various forms of the game, and apply the concept of the value in game theory to PDE in order to get a solution called a value function-
dc.description.tableofcontentsChapter 1.Introduction 1

Chapter 2.Game theory 3
2.1 History of game theory 3
2.2 Fundamentals in game theory 4

Chapter 3.The game in a normal-form 6
3.1 Basic concepts in normal-form 6
3.2 The value of the game 7
3.3 Von Neumann's minimax theorem 9
3.4 Nash equilibrium theorem 14

Chapter 4.A repeated game 22
4.1 Basic concepts of a repeated game 22
4.2 Equilibrium in a finitely repeated game 24
4.3 Equilibrium in an infinitely repeated game 25
4.4 Folk theorem 27

Chapter 5.A stochastic game 30
5.1 Basic concepts of a stochastic game 30
5.2 The value of a stochastic game 31

Chapter 6.The value in Partial Differential Equations 35
6.1 The value function of Hamilton-Jacobi-Bellman quation 35
6.2 Application to war of attrition 38

Chapter 7.Conclusion 42

국문초록 45
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dc.formatapplication/pdf-
dc.format.extent1291601 bytes-
dc.format.mediumapplication/pdf-
dc.language.isoen-
dc.publisher서울대학교 대학원-
dc.subjectgame theory-
dc.subjectvalue-
dc.subjectpayoff-
dc.subjectequilibrium-
dc.subjectrepeated game-
dc.subjectstochastic game-
dc.subjectHamilton-Jacobi-Bellman equation-
dc.subject.ddc510-
dc.titleThe value in game theory-
dc.typeThesis-
dc.description.degreeMaster-
dc.citation.pages46-
dc.contributor.affiliation자연과학대학 수리과학부-
dc.date.awarded2016-02-
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