Saddle Point

The people behind the models

Thirty-nine scientists

The book gives each person whose result it uses a short card: what they did, where, and the works the chapter rests on. The site gives more: each has a page that tells the life in dated moments, with the problem that drove the work and the person's own words. Here they are placed by lifetime and by the chapter that draws on them. The arrangement is the site's reconstruction from the cards, not a claim about who influenced whom.

0. Mathematical Foundations1. Observation, Beliefs, and Decision2. Competing for Allocation: The Blotto Game3. Bargaining, Commitment, and Repeated Cooperation4. Signals, Disclosure, and Persuasion5. Different Models of One Game6. Leadership and Rules: Inspection7. Decisions in Time8. Many Agents9. Networks, Dependence, and Resilience10. Aggregating Information11. Architecture of Decision Support12. Simulation and Wargaming with AI Agents13. Where the Mathematics StopsNeumannKantorovichDantzigWaldBlackwellStratonovichWitsenhausenBorelNashAumannPetrosyanSchellingSpenceHarsanyiLefebvreMertensDresherGermeierMaschlerLanchesterPontryaginIsaacsKrasovskiiRobinsonShapleyTsetlinHarrisFulkersonFordBrierSavageZhuravlevSimonTambeSaatyAxelrodHaavelmoArrowSelten
A bar is a lifetime, placed in the band of the chapter that rests on the person's work; lives that overlap share a band on separate lines; an open circle marks a living scientist. Point at a bar for the full name; click it for the life.

Born in the nineteenth century

Chapter 7 · Decisions in Time

Frederick W. Lanchester

1868 – 1946

English engineer. He built one of the first British petrol motor cars and founded the Lanchester Engine Company, and his two-volume Aerial Flight developed the circulation theory of lift. In Aircraft in Warfare (1916) he proposed the differential equations of attrition now named after him and derived the -square law, the quantitative case for concentration. M. Osipov published a closely related analysis independently in a Russian military journal in 1915.

The life, in moments →

Main works

  • Aerial Flight (1907–08)
  • Aircraft in Warfare: The Dawn of the Fourth Arm (1916)

Chapter 2 · Competing for Allocation: The Blotto Game

Émile Borel

1871 – 1956

French mathematician, trained at the École Normale Supérieure and later professor at the Faculty of Sciences in Paris, where he held the chair of probability and mathematical physics; he initiated the Institut Henri Poincaré and became its first director in 1928. He contributed to measure theory and probability, studied divergent series and their summation, and proved that almost all real numbers are normal. His notes of 1921–1927 on games of skill developed mixed strategies and asked whether a minimax solution exists in general; von Neumann proved the theorem for finite two-person zero-sum games in 1928.

The life, in moments →

Main works

  • Leçons sur la théorie des fonctions (1898)
  • “Les probabilités dénombrables et leurs applications arithmétiques” (1909)
  • “La théorie du jeu et les équations intégrales à noyau symétrique” (Comptes Rendus 173, 1921)

Born 1900–1919

Chapter 1 · Observation, Beliefs, and Decision

Abraham Wald

1902 – 1950

Born in Kolozsvár (Cluj); doctorate in mathematics in Vienna, where he worked on geometry and then, at the Austrian Institute for Business Cycle Research, on economic models, including early existence results for specified models of a competitive economy. He moved to the United States in 1938 and joined Columbia University, where he founded sequential analysis and built statistical decision theory: a statistical procedure is a decision function, judged by its risk, and the minimax decision function is the one that guards against the worst case. He died in an air accident in India in 1950.

The life, in moments →

Main works

  • “Statistical decision functions which minimize the maximum risk” (Annals of Mathematics 46, 1945)
  • Sequential Analysis (1947)
  • Statistical Decision Functions (1950)

Chapter 0 · Mathematical Foundations

John von Neumann

1903 – 1957

Born in Budapest, he studied mathematics there and chemical engineering in Zurich, taught in Berlin and Hamburg, and moved to Princeton in 1930; in 1933 he joined the first faculty of the Institute for Advanced Study. His work spans set theory, operator algebras, the mathematical foundations of quantum mechanics, ergodic theory, numerical analysis and the logical design of stored-program computers. In 1928 he proved the minimax theorem for finite two-person zero-sum games; with the economist Oskar Morgenstern he later wrote Theory of Games and Economic Behavior.

The life, in moments →

Main works

  • Zur Theorie der Gesellschaftsspiele (Math. Annalen 100, 1928)
  • Mathematische Grundlagen der Quantenmechanik (1932)
  • Theory of Games and Economic Behavior, with O. Morgenstern (1944)

Chapter 7 · Decisions in Time

Lev S. Pontryagin

1908 – 1988

Mathematician at the Steklov Institute in Moscow, blind from the age of fourteen. He first worked in topology — duality theorems, topological groups, characteristic classes — and from the 1950s turned to control, leading the group whose maximum principle became the foundation of optimal control theory; he later developed linear differential games of pursuit and evasion, pursuing the subject independently of Isaacs' line.

The life, in moments →

Main works

  • Topological Groups (1938)
  • The Mathematical Theory of Optimal Processes, with V. G. Boltyanskii, R. V. Gamkrelidze and E. F. Mishchenko (Russian 1961; English 1962)
  • “Linear differential games of pursuit” (in Russian, Matematicheskii Sbornik, 1980)

Chapter 6 · Leadership and Rules: Inspection

Melvin Dresher

1911 – 1992

Mathematician, educated at Lehigh University (bachelor's degree, 1933) and Yale (doctorate, 1937); by the late 1940s he was working on game theory at the RAND Corporation. In January 1950 he and Merrill Flood planned and ran the experiment with the game later known as the prisoner's dilemma. His book presents two-person games together with their computational methods, and his 1962 memorandum analyses the recursive inspection game with which this chapter begins.

The life, in moments →

Main works

  • Games of Strategy: Theory and Applications (1961)
  • A Sampling Inspection Problem in Arms Control Agreements: A Game-Theoretic Analysis (RAND RM-2972-ARPA, 1962)

Chapter 13 · Where the Mathematics Stops

Trygve Haavelmo

1911 – 1999

Norwegian economist. He took his degree in economics at the University of Oslo in 1933 and worked as an assistant at Ragnar Frisch's Institute of Economics. In the United States from 1939 to 1947 he wrote The Probability Approach in Econometrics, his doctoral thesis, published as a supplement to Econometrica in 1944, which argued that economic theories should be formulated in probabilistic terms and estimated and tested by the methods of mathematical statistics; his 1943 article on simultaneous equations showed that estimating one relation in isolation can be highly misleading when relations are interdependent. He was professor of economics and statistics at Oslo from 1948 to 1979, and received the 1989 Nobel Memorial Prize in Economic Sciences for clarifying the probability foundations of econometrics and for his analyses of simultaneous economic structures.

The life, in moments →

Main works

  • “The statistical implications of a system of simultaneous equations” (Econometrica 11, 1943)
  • The Probability Approach in Econometrics (Econometrica 12, supplement, 1944)
  • A Study in the Theory of Economic Evolution (1954)
  • A Study in the Theory of Investment (1960)

Chapter 0 · Mathematical Foundations

Leonid V. Kantorovich

1912 – 1986

Educated at Leningrad University, he became a professor there in 1934, moved to Novosibirsk in 1960 and to Moscow in 1971. He worked on ordered vector spaces, approximation theory and numerical methods. A problem of allocating machine capacity in plywood production, brought to him in 1938, led to his 1939 work on what is now called linear programming, with its resolving multipliers; in 1942 he formulated the mass-transport problem as an optimisation problem. He shared the 1975 Nobel Memorial Prize in Economic Sciences with Tjalling Koopmans for contributions to the theory of optimum allocation of resources.

The life, in moments →

Main works

  • Mathematical Methods of Organizing and Planning Production (in Russian, 1939)
  • “On the translocation of masses” (in Russian, DAN SSSR 37, 1942)
  • The Best Use of Economic Resources (Russian 1959; English 1965)
  • Functional Analysis in Normed Spaces, with G. P. Akilov (Russian 1959; English 1964)

Chapter 10 · Aggregating Information

Glenn W. Brier

1913 – 1998

Statistician at the United States Weather Bureau in Washington, where for many years he headed meteorological statistics (in 1958 he was chief of the Statistics Section in its Office of Meteorological Research); later he was associated with Colorado State University. He worked on the verification and evaluation of forecasts. His 1950 note introduced the quadratic score for probability forecasts that now carries his name; it is summed over all forecast categories, so that the binary score in this chapter is half of his.

The life, in moments →

Main works

  • “Verification of forecasts expressed in terms of probability” (Monthly Weather Review 78, 1950)

Chapter 0 · Mathematical Foundations

George B. Dantzig

1914 – 2005

Born in Portland, Oregon, he earned his Berkeley doctorate under Jerzy Neyman in 1946. As mathematical adviser to the US Air Force comptroller he formulated linear programming and, in 1947, the simplex method. He then worked at the RAND Corporation and at the University of California, Berkeley, and from 1966 at Stanford, where in 1974 he and Richard Cottle founded the Systems Optimization Laboratory. His later work includes decomposition methods for large structured programs and stochastic programming.

The life, in moments →

Main works

  • Linear Programming and Extensions (1963)
  • “Decomposition principle for linear programs”, with P. Wolfe (Operations Research 8, 1960)
  • Linear Programming, with M. N. Thapa: vol. 1, Introduction (1997), vol. 2, Theory and Extensions (2003)

Chapter 7 · Decisions in Time

Rufus Isaacs

1914 – 1981

Mathematician who received his doctorate from Columbia University. At the RAND Corporation in the early 1950s he founded the theory of differential games and developed it systematically in a series of research memoranda — pursuit and evasion, the Main Equation now read as the Hamilton–Jacobi–Isaacs equation, dominance regions, and worked examples such as the homicidal chauffeur and the guarding of a territory — published a decade later as a book. He later worked in industry and defence analysis and taught at Johns Hopkins University.

The life, in moments →

Main works

  • Differential Games (1965)
  • the RAND research memoranda Differential Games I–IV (1954–55)

Chapter 11 · Architecture of Decision Support

Herbert A. Simon

1916 – 2001

Trained in political science at the University of Chicago (doctorate, 1943), he began with studies of municipal administration that he later classed as operations research, taught at the Illinois Institute of Technology from 1942, and from 1949 helped to develop the Graduate School of Industrial Administration at the Carnegie Institute of Technology, now Carnegie Mellon University. In Administrative Behavior and later works he described decision-makers in organisations whose capacity for rational action is limited and who settle for a satisfactory alternative; “bounded rationality” and “satisficing” are his terms for this. With Charles Holt, Franco Modigliani and John Muth he developed linear decision rules for production and inventory planning; with Allen Newell, whom he met at RAND in 1952, he wrote early computer programs that simulated human problem solving. He shared the 1975 Turing Award with Newell and received the 1978 Nobel Memorial Prize in Economic Sciences for research on decision-making in economic organisations.

The life, in moments →

Main works

  • Administrative Behavior (1947)
  • Models of Man (1957)
  • Planning Production, Inventories, and Work Force, with C. C. Holt, F. Modigliani and J. F. Muth (1960)
  • The Sciences of the Artificial (1969)
  • Human Problem Solving, with A. Newell (1972)

Chapter 10 · Aggregating Information

Leonard J. Savage

1917 – 1971

Statistician whose The Foundations of Statistics built the modern theory of subjective probability and personal decision on axioms of coherent preference. He taught at the University of Chicago (1946–60), the University of Michigan (1960–64) and Yale (1964–71). His paper on elicitation, published posthumously in December 1971, characterised the scoring rules under which announcing one's true probability is optimal — the propriety theory this chapter instantiates.

The life, in moments →

Main works

  • The Foundations of Statistics (1954)
  • “Elicitation of personal probabilities and expectations” (Journal of the American Statistical Association 66, 1971)

Chapter 6 · Leadership and Rules: Inspection

Yuri B. Germeier

1918 – 1975

Mathematician at the Computing Centre of the USSR Academy of Sciences and at Moscow State University, where in 1970 he founded and first headed the Department of Operations Research of the Faculty of Computational Mathematics and Cybernetics. He used guaranteed-result criteria in operations research and in games with non-opposed interests, and studied what a leader can secure by announcing a choice or a response rule when the follower's interests are not fully known. With N. N. Moiseev he also studied hierarchical control systems.

The life, in moments →

Main works

  • Introduction to the Theory of Operations Research (in Russian, Nauka, 1971)
  • “On two-person games with a fixed sequence of moves” (in Russian, DAN SSSR 198(5), 1971)
  • Games with Non-Opposed Interests (in Russian, Nauka, 1976; English: Non-Antagonistic Games, 1986)

Chapter 1 · Observation, Beliefs, and Decision

David Blackwell

1919 – 2010

Born in Centralia, Illinois; doctorate at the University of Illinois in 1941 under Joseph Doob. He taught at Howard University, worked with the RAND Corporation on duels and games of timing, and joined the University of California, Berkeley, in 1954 as a visiting professor, becoming Professor of Statistics in 1955. His work spans the Rao–Blackwell theorem, renewal theory, the comparison of statistical experiments, approachability in repeated games with vector payoffs, dynamic programming, and the determinacy of infinite games.

The life, in moments →

Main works

  • “Comparison of experiments” (Proc. Second Berkeley Symposium, 1951)
  • “Equivalent comparisons of experiments” (Ann. Math. Statist. 24, 1953)
  • “An analog of the minimax theorem for vector payoffs” (Pacific J. Math. 6, 1956)
  • Theory of Games and Statistical Decisions, with M. A. Girshick (1954)

Chapter 8 · Many Agents

Julia Robinson

1919 – 1985

Mathematician. She received her doctorate at Berkeley in 1948 under Alfred Tarski, remained associated with Berkeley and became professor there in 1976. Her 1951 paper proved that in every finite zero-sum game the minimax bounds computed from the fictitious-play frequencies converge to the value — the convergence used in this chapter; the actions themselves need not settle — and her work on Hilbert's tenth problem, with Martin Davis and Hilary Putnam, laid the ground for its negative solution by Yuri Matiyasevich in 1970. She was the first woman elected president of the American Mathematical Society (1983–84).

The life, in moments →

Main works

  • “An iterative method of solving a game” (Annals of Mathematics 54, 1951)
  • “The decision problem for exponential Diophantine equations”, with M. Davis and H. Putnam (1961)

Chapter 9 · Networks, Dependence, and Resilience

Theodore E. Harris

1919 – 2005

Mathematician at the RAND Corporation (1947–66) and then at the University of Southern California. He worked on branching processes and on interacting particle systems, and Harris recurrence of Markov chains is named after him. With F. S. Ross he wrote the RAND report on the capacity of a rail network, whose object of interest was a minimum cut.

The life, in moments →

Main works

  • “Fundamentals of a method for evaluating rail net capacities”, with F. S. Ross (RAND RM-1573, 1955)
  • The Theory of Branching Processes (1963)
  • “Contact interactions on a lattice” (Annals of Probability 2, 1974)

Born 1920–1929

Chapter 5 · Different Models of One Game

John C. Harsanyi

1920 – 2000

Economist born in Budapest, who left Hungary in 1950, took a master's degree in Sydney (1953) while working in factories, and after a Stanford doctorate (1959), working closely with Kenneth Arrow, taught at the University of California, Berkeley, from 1964. He showed how games with incomplete information can be analysed by giving each player a type that summarises its beliefs, under a common prior — the construction this book uses from Chapter 0 on; the universal construction of belief hierarchies came later, from Mertens and Zamir — and shared the 1994 Nobel Memorial Prize in Economic Sciences with John Nash and Reinhard Selten.

The life, in moments →

Main works

  • “Games with incomplete information played by ‘Bayesian' players, I–III” (Management Science 14, 1967–68)
  • Rational Behavior and Bargaining Equilibrium in Games and Social Situations (1977)

Chapter 4 · Signals, Disclosure, and Persuasion

Thomas C. Schelling

1921 – 2016

Economist who received his doctorate from Harvard and taught at Yale, at Harvard and at the University of Maryland; he spent a year at the RAND Corporation. He studied bargaining, commitment and credibility — how a player can gain by limiting its own options or information — and later how individual choices aggregate into collective patterns. He shared the 2005 Nobel Memorial Prize in Economic Sciences with Robert Aumann for having enhanced the understanding of conflict and cooperation through game-theory analysis.

The life, in moments →

Main works

  • The Strategy of Conflict (1960)
  • Arms and Influence (1966)
  • Micromotives and Macrobehavior (1978)

Chapter 13 · Where the Mathematics Stops

Kenneth J. Arrow

1921 – 2017

Born in New York City, he studied at the City College of New York (B.S. in social science with a mathematics major, 1940) and at Columbia University (M.A. in mathematics, 1941), and served as a weather officer in the US Army Air Corps from 1942 to 1946. After research at the Cowles Commission in Chicago he joined Stanford in 1949, moved to Harvard in 1968, and returned to Stanford in 1979. His Columbia doctoral dissertation was Social Choice and Individual Values, with the impossibility theorem; with Gérard Debreu he proved the existence of competitive equilibrium; and he studied information as an economic variable, in medical care, insurance and learning by doing. He shared the 1972 Nobel Memorial Prize in Economic Sciences with John Hicks.

The life, in moments →

Main works

  • Social Choice and Individual Values (1951; 2nd ed. 1963)
  • “Existence of an equilibrium for a competitive economy”, with G. Debreu (Econometrica 22, 1954)
  • “Uncertainty and the welfare economics of medical care” (American Economic Review 53, 1963)
  • Essays in the Theory of Risk-Bearing (1971)

Chapter 8 · Many Agents

Lloyd S. Shapley

1923 – 2016

Mathematician and game theorist. He received his doctorate from Princeton in 1953 under Albert W. Tucker, worked at the RAND Corporation from 1954 to 1981 and then at the University of California, Los Angeles. He introduced stochastic games and the value iteration for their discounted and stopping versions, the value for cooperative games that bears his name, and, with David Gale, the stable-matching algorithm; his 1964 example showed that fictitious play need not converge outside the zero-sum world. He shared the 2012 Nobel Memorial Prize in Economic Sciences with Alvin Roth for the theory of stable allocations and the practice of market design — not for any of the results used in this chapter.

The life, in moments →

Main works

  • “Stochastic games” (PNAS 39, 1953)
  • “A value for -person games” (1953)
  • “College admissions and the stability of marriage”, with D. Gale (American Mathematical Monthly 69, 1962)
  • “Some topics in two-person games” (1964)

Chapter 7 · Decisions in Time

Nikolai N. Krasovskii

1924 – 2012

Mathematician in Sverdlovsk, now Yekaterinburg, at the Ural Polytechnic Institute, the Ural State University and the Institute of Mathematics and Mechanics of the Academy of Sciences' Ural branch, which he directed from 1970 to 1977 and which now bears his name. He worked first on the stability of motion, extending Lyapunov's methods, and then built the theory of positional differential games: strategies as feedback rules, the extremal-shift aiming rule, and the alternative theorem on stable bridges, with A. I. Subbotin.

The life, in moments →

Main works

  • Stability of Motion (Russian 1959; English 1963)
  • Positional Differential Games, with A. I. Subbotin (in Russian, Nauka, 1974; revised English edition, Game-Theoretical Control Problems, Springer, 1988)

Chapter 8 · Many Agents

Mikhail L. Tsetlin

1924 – 1966

Mathematician and biophysicist, a Moscow State University graduate of 1952, who worked in Moscow, from 1958 in Israel Gelfand's seminar on the boundary of mathematics and physiology. His 1961 paper pioneered the study of finite automata in random media — how trivially simple devices can adapt to unknown environments — and the games of collectives of such automata, including the Goore game proposed in his circle in 1963 and published by others in 1965, showed that collectives can concentrate on an optimum of a function none of them observes; the line was continued by Varshavsky's work on the collective behaviour of automata. His papers were collected posthumously (Nauka, 1969; English edition 1973).

The life, in moments →

Main works

  • “On the behaviour of finite automata in random media” (Avtomatika i telemekhanika 22(10), 1961, pp. 1345–1354)
  • Automaton Theory and Modeling of Biological Systems (Academic Press, 1973; Russian original, Nauka, 1969)

Chapter 9 · Networks, Dependence, and Resilience

D. Ray Fulkerson

1924 – 1976

Mathematician at the RAND Corporation from 1951 and, from 1971, at Cornell University. He worked on network flows, combinatorial optimisation and the theory of blocking and anti-blocking polyhedra; with George Dantzig and Selmer Johnson he solved a 49-city travelling-salesman problem by the cutting-plane method. A prize in discrete mathematics bears his name.

The life, in moments →

Main works

  • “Solution of a large-scale traveling-salesman problem”, with G. B. Dantzig and S. M. Johnson (Operations Research 2, 1954)
  • Flows in Networks, with L. R. Ford Jr. (1962)
  • “Blocking and anti-blocking pairs of polyhedra” (Mathematical Programming 1, 1971)

Chapter 12 · Simulation and Wargaming with AI Agents

Thomas L. Saaty

1926 – 2017

Mathematician who worked on operations research at the Operations Evaluation Group from 1954, then at the Office of Naval Research from 1959 and, in the 1960s, as a scientific analyst at the Arms Control and Disarmament Agency; his 1968 book set out mathematical models of arms control and disarmament. He taught at the Wharton School from 1969 and at the University of Pittsburgh from 1979, and created the analytic hierarchy process, a method that decomposes a decision problem, compares its elements and synthesises the results into priorities.

The life, in moments →

Main works

  • Mathematical Methods of Operations Research (1959)
  • Mathematical Models of Arms Control and Disarmament (1968)
  • The Analytic Hierarchy Process (1980)

Chapter 6 · Leadership and Rules: Inspection

Michael Maschler

1927 – 2008

Mathematician at the Hebrew University of Jerusalem. In cooperative game theory he introduced, with Robert Aumann, the bargaining set and, with Morton Davis, the kernel. With Aumann, in collaboration with Richard Stearns, he developed repeated games with incomplete information in a research project reported to the US Arms Control and Disarmament Agency in 1965–1968. His papers on the inspector's non-constant-sum game studied inspector leadership — an inspection policy announced in advance — including how the result depends on the way the inspectee resolves indifference.

The life, in moments →

Main works

  • “The bargaining set for cooperative games”, with R. J. Aumann (1964)
  • “The kernel of a cooperative game”, with M. Davis (NRLQ 12, 1965)
  • “A price leadership method for solving the inspector's non-constant-sum game” (NRLQ 13, 1966)
  • Repeated Games with Incomplete Information, with R. J. Aumann, in collaboration with R. E. Stearns (1995)
  • Game Theory, with E. Solan and S. Zamir (2013)

Chapter 9 · Networks, Dependence, and Resilience

Lester R. Ford Jr.

1927 – 2017

Mathematician who worked at the RAND Corporation in the 1950s. With D. R. Fulkerson he proved the max-flow min-cut theorem and gave the augmenting-path algorithm for maximum flows; his name is also attached to the Bellman–Ford shortest-path algorithm and, with S. M. Johnson, to the Ford–Johnson merge-insertion sorting method.

The life, in moments →

Main works

  • “Maximal flow through a network”, with D. R. Fulkerson (Canadian J. Math. 8, 1956)
  • Flows in Networks, with D. R. Fulkerson (1962)

Chapter 3 · Bargaining, Commitment, and Repeated Cooperation

John F. Nash Jr.

1928 – 2015

Mathematician who studied at the Carnegie Institute of Technology and received his doctorate from Princeton in 1950 with a thesis on non-cooperative games. He taught at the Massachusetts Institute of Technology and later worked at Princeton. He introduced the equilibrium concept that bears his name and an axiomatic solution of the bargaining problem, and proved fundamental results in differential geometry and partial differential equations. He shared the 1994 Nobel Memorial Prize in Economic Sciences with John Harsanyi and Reinhard Selten, and the 2015 Abel Prize with Louis Nirenberg.

The life, in moments →

Main works

  • “The bargaining problem” (Econometrica 18, 1950)
  • “Non-cooperative games” (Annals of Mathematics 54, 1951)
  • “Two-person cooperative games” (Econometrica 21, 1953)
  • “The imbedding problem for Riemannian manifolds” (Annals of Mathematics 63, 1956)

Born 1930–1949

Chapter 1 · Observation, Beliefs, and Decision

Ruslan L. Stratonovich

1930 – 1997

Physicist and mathematician, a graduate of the Faculty of Physics of Moscow State University (1953) and from 1969 a professor there. He built the theory of conditional Markov processes — the nonlinear filtering of a hidden process from noisy observations — introduced the symmetric form of the stochastic integral that now carries his name, and developed a theory of the value of information, in which an amount of Shannon information is priced by the largest reduction in expected loss it can buy.

The life, in moments →

Main works

  • Topics in the Theory of Random Noise (1961; English 1963–67)
  • “A new representation for stochastic integrals and equations” (SIAM J. Control 4, 1966)
  • Conditional Markov Processes and Their Application to the Theory of Optimal Control (in Russian, 1966; English, 1968)
  • Theory of Information (1975; English: Theory of Information and its Value, 2020)

Chapter 1 · Observation, Beliefs, and Decision

Hans S. Witsenhausen

1930 – 2016

Engineer and mathematician, born in Frankfurt am Main and educated at the Université Libre de Bruxelles, in electrical engineering and in mathematical physics, and at the Massachusetts Institute of Technology, where he received his doctorate in electrical engineering in 1966 with a thesis on the minimax control of uncertain systems. He then joined Bell Laboratories. He worked on stochastic control with decentralised information — the intrinsic model of information structures and the counterexample that bears his name — and on information theory, including the common information of dependent random variables.

The life, in moments →

Main works

  • “A counterexample in stochastic optimum control” (SIAM J. Control 6, 1968)
  • “Separation of estimation and control for discrete time systems” (Proc. IEEE 59, 1971)
  • “On sequences of pairs of dependent random variables” (SIAM J. Appl. Math. 28, 1975)

Chapter 3 · Bargaining, Commitment, and Repeated Cooperation

Robert J. Aumann

born 1930

Mathematician who received his doctorate from the Massachusetts Institute of Technology in 1955 and has worked since 1956 at the Hebrew University of Jerusalem, where he was a founding member of the Center for the Study of Rationality. He developed the theory of repeated games, including games with incomplete information with Michael Maschler, introduced correlated equilibrium, and formalised common knowledge. He shared the 2005 Nobel Memorial Prize in Economic Sciences with Thomas Schelling.

The life, in moments →

Main works

  • “Subjectivity and correlation in randomized strategies” (Journal of Mathematical Economics 1, 1974)
  • “Agreeing to disagree” (Annals of Statistics 4, 1976)
  • Repeated Games with Incomplete Information, with M. Maschler (1995)

Chapter 13 · Where the Mathematics Stops

Reinhard Selten

1930 – 2016

Born in Breslau, he studied mathematics at the University of Frankfurt, where he took his master's degree in 1957 and his doctorate in mathematics in 1961, and worked for about a decade as assistant to the economist Heinz Sauermann, with whom he ran early laboratory experiments on oligopoly. After a visiting professorship at Berkeley (1967–68) he was professor at the Free University of Berlin (1969–72), at Bielefeld (1972–84) and at Bonn from 1984. In a 1965 paper on an oligopoly model with demand inertia he defined subgame perfectness, and in 1975 the refinement now called trembling-hand perfectness; with John Harsanyi he wrote a general theory of equilibrium selection. He shared the 1994 Nobel Memorial Prize in Economic Sciences with Harsanyi and John Nash.

The life, in moments →

Main works

  • “Spieltheoretische Behandlung eines Oligopolmodells mit Nachfrageträgheit” (Zeitschrift für die gesamte Staatswissenschaft 121, 1965)
  • “Reexamination of the perfectness concept for equilibrium points in extensive games” (International Journal of Game Theory 4, 1975)
  • A General Theory of Equilibrium Selection in Games, with J. C. Harsanyi (1988)

Chapter 10 · Aggregating Information

Yuri I. Zhuravlev

1935 – 2022

Mathematician, a Moscow State University graduate of 1957, who worked in Novosibirsk (1959–69) and from 1969 at the Computing Centre of the Soviet and then Russian Academy of Sciences; corresponding member of the Academy from 1984 and full member from 1992; professor at Moscow State University, where he held the chair of mathematical methods of forecasting from 1997 to 2022; working in discrete mathematics and pattern recognition. His algebraic approach to recognition treated whole families of imperfect classification algorithms as objects on which operations are defined, proving that suitable closures of such families contain correct algorithms — an algebraic perspective, developed in the late 1970s, that invites comparison with modern ensemble methods.

The life, in moments →

Main works

  • “Algebras over sets of incorrect (heuristic) algorithms” (DAN SSSR 235(4), 1977)
  • “On an algebraic approach to problems of recognition or classification” (Problemy kibernetiki 33, 1978)

Chapter 5 · Different Models of One Game

Vladimir A. Lefebvre

1936 – 2020

Trained in mathematics at Moscow State University, where he took a candidate's degree in psychology in 1971; from 1974 he worked at the University of California, Irvine. He developed mathematical models of reflexive processes — decision-makers holding explicit models of each other's models — introduced the concept of reflexive control, steering an opponent by shaping the model it holds, and later built a formal model of ethical systems and conscience.

The life, in moments →

Main works

  • Conflicting Structures (in Russian, 1967; 2nd ed. 1973)
  • “The basic ideas of reflexive game logic” (in Russian, 1965)
  • Algebra of Conscience (1982)

Chapter 3 · Bargaining, Commitment, and Repeated Cooperation

Leon A. Petrosyan

born 1940

Mathematician at Leningrad, later Saint Petersburg, State University, where he long led the Faculty of Applied Mathematics and Control Processes and its department of game theory and statistical decisions. He worked on differential games of pursuit and on dynamic cooperative games, and introduced the requirement that a cooperative solution be time-consistent, together with the imputation distribution procedure that implements it.

The life, in moments →

Main works

  • “Stability of solutions in differential games with many participants” (in Russian, Vestnik Leningrad University, 1977)
  • Differential Games of Pursuit (1993)
  • Cooperative Stochastic Differential Games, with D. W. K. Yeung (2006)

Chapter 4 · Signals, Disclosure, and Persuasion

A. Michael Spence

born 1943

Economist who studied at Princeton, Oxford and Harvard, where he received his doctorate. He developed the theory of market signalling — how an informed party can credibly convey its type by an action that is costlier for other types — and taught at Harvard and Stanford, where he was dean of the Graduate School of Business. He shared the 2001 Nobel Memorial Prize in Economic Sciences with George Akerlof and Joseph Stiglitz for analyses of markets with asymmetric information.

The life, in moments →

Main works

  • “Job market signaling” (Quarterly Journal of Economics 87, 1973)
  • Market Signaling: Informational Transfer in Hiring and Related Screening Processes (1974)

Chapter 12 · Simulation and Wargaming with AI Agents

Robert Axelrod

born 1943

Political scientist at the University of Michigan since 1974, with a doctorate from Yale (1969). He ran two computer tournaments of the repeated prisoner's dilemma, the first a round robin among the submitted decision rules and a random rule, the second with 62 entries, and reported them in the Journal of Conflict Resolution in 1980; an evolutionary analysis with the biologist William Hamilton followed in 1981 and the book The Evolution of Cooperation in 1984. Both rounds were won by TIT FOR TAT, the rule that cooperates on the first move and then repeats the other player's previous move.

The life, in moments →

Main works

  • “Effective choice in the prisoner's dilemma” and “More effective choice in the prisoner's dilemma” (Journal of Conflict Resolution 24, 1980)
  • “The evolution of cooperation”, with W. D. Hamilton (Science 211, 1981)
  • The Evolution of Cooperation (1984)

Chapter 5 · Different Models of One Game

Jean-François Mertens

1946 – 2012

Mathematician and economist at CORE, the Center for Operations Research and Econometrics in Louvain-la-Neuve, Belgium. With Shmuel Zamir he constructed the universal space of belief hierarchies — foundations for Harsanyi's types under stated assumptions, used in Chapter 0 — and he made fundamental contributions to repeated games and to the theory of equilibrium selection through stable sets.

The life, in moments →

Main works

  • “Formulation of Bayesian analysis for games with incomplete information”, with S. Zamir (International Journal of Game Theory 14, 1985)
  • “Stable equilibria — a reformulation” (Mathematics of Operations Research, 1989, 1991)
  • Repeated Games, with S. Sorin and S. Zamir (2015)

Living; year of birth not given in the book

Chapter 11 · Architecture of Decision Support

Milind Tambe

living

Computer scientist; doctorate from the School of Computer Science at Carnegie Mellon University. At the University of Southern California, where he held the Helen N. and Emmett H. Jones Professorship in Engineering and was founding co-director of the Center for Artificial Intelligence in Society, his group built deployed scheduling systems on Stackelberg security games: ARMOR began randomising checkpoints and canine patrols at Los Angeles International Airport in 2007, and later systems were used by the US Coast Guard and the Federal Air Marshal Service, and against wildlife poaching. He is Gordon McKay Professor of Computer Science at Harvard, where he directs the Center for Research on Computation and Society, and director for “AI for Social Good” at Google. He is a fellow of AAAI and ACM and received the IJCAI John McCarthy Award.

The life, in moments →

Main works

  • “Deployed ARMOR protection”, with J. Pita et al. (2008)
  • “Playing games for security”, with P. Paruchuri et al. (2008)
  • Security and Game Theory: Algorithms, Deployed Systems, Lessons Learned (2012)