Groupe d’études et de recherche en analyse des décisions

From the Basics of Game Theory to a New Perspective

Lê Nguyên Hoang Polytechnique Montréal, Canada

The first hour of this talk is a tutorial on game theory. Starting with the seminal works by von Neumann and Nash, we'll go through major breakthroughs of evolutionary and Bayesian game theories. Next, in the second hour, we'll get to the new perspective on game theory introduced by my PhD research, whose central object is the return function. Crucially, this object yields a more natural and more computable approach to game theory. Among other results, we show how the use of the return function generalizes mean-field games. We end by sketching the new areas of research unlocked by our new approach.