Games, Markets, and Online Learning

This book gives a modern introduction to algorithmic game theory (AGT) with a focus on its increasingly prevalent usage of online learning, setting the book apart from classic texts. This book covers many modern application highlights of the field, including the ideas behind superhuman poker AIs.

This book presents a modern introduction to the field of algorithmic game theory. It places a heavy emphasis on optimization and online learning (a subdiscipline of machine learning), which are tools that increasingly play a central role in both the theory and practice of applying game-theoretic ideas. The book covers the core techniques used in several majorly successful applications, including techniques used for creating superhuman poker AIs, the theory behind the 'pacing' methodology that has become standard in the internet advertising industry, and the application of competitive equilibrium from equal incomes for fair course seat allocation in many business schools. With its focus on online learning tools, this book is an ideal companion to classic texts on algorithmic game theory for graduate students and researchers.