Recommended math background for game theory

Question

I recently got interested in some game theory applications to poker. I want to try some of them out programmatically, but a lot of the math is a bit confusing. I learn math on my own fairly quick and I was wondering what topics I should study to be able to fully grasp what they are discussing. What are some good recommendations?

Answer 1

My recommendation is to take a look at the study plan of the subject in any college, there usually is a section about "previous requisites". As for my college, the previous requisites they have for the 4th year course of game theory is:

Kownledge of linear algebra, probability calculus, and integral linear programming.

A first course in all of those should be enough, but I haven't done that subject yet, so I can't tell any further.

Good luck.

Answer 2

With the jargons of game theory, poker games are finite sequential games with perfect but incomplete information . To understand the formulation of sequential games, you may want to understand the concept of "tree" which can be found in some standard descriptive set theory textbook. To undertand related concepts like mixed strategy, behavioural strategy, formulation of incomplete information, some knowledge of probability theory seems to be indispensable, especially those related to conditional probability, random variable et al.

I vaguely remembered that it is mentioned somewhere that J.P ponssard's earlier works involves applications of game theory to poker, which you might take an interest in .