Game Theory with Engineering Applications

If you are looking to see applications of game theory to engineering, and have a sufficient mathematical background, check out the second half of this book which is devoted to engineering applications. You will loose many enjoyable hours.

The first half is devoted to covering the basics of game theory, quickly, and with interesting connections to other areas of applied math. For example, a connection is made to H-infinity optimal control as early as chapter two!

That being said, I think it would be hard to learn game theory from just this text, and some previous exposure would certainly help, as would a good grounding in a variety of applied math topics, such as control theory, stochastic process, optimization, etc. Note there are no exercises, other than the implicit ones of understanding all the text.

The second half would make for an interesting seminar style course. Alternatively, reading the first half quickly, finding interesting problems in second half, and going back reread first half as needed (as I did) makes for an intriguing and a reasonably quick introduction to the field.

Most of the game theory books I have seen feature applications to economics or social sciences, so this book is a welcome addition to the literature.

Peter Rabinovitch is a Senior Performance Engineer at Akamai, and as been doing data science since long before “data science” was a thing.