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Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play.

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Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions.

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Game-Theoretic Foundations for Probability and Finance

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Foundations of Network Optimization and Games - Terry L. Friesz, David Bernstein - Google книги

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