Looking for classical books about the following topics of Mathematics, the must-reads so to speak. The books should be understandable for graduate students.
- Game Theory,
- Random Matrix Theory,
- statistical Physics,
- Differentialgeometry,
- Control theory,
- Optimal Transport (e.g. "Optimal transport, old and new" by Villani).
Any recommendation is welcomed.
For game theory, I recommend Osborne and Rubinstein, A Course in Game Theory https://mitpress.mit.edu/books/course-game-theory. It is aimed at graduate students, and you need some mathematical maturity (willingness to sit down and puzzle things out for a while) but does not require previous knowledge of game theory.
A classic must read is Schelling`s The Strategy of Conflict which has some brilliant ideas and doesn't require much math at all. He got the Nobel prize for the ideas in this book.