# A study plan to understand game theory papers

This may not be an appropriate question for this platform, but I couldn't think of any place that it fits. My concern is understanding about game theory papers. Whenever I read classical papers of Harsanyi, Aumann etc. I start to feel lost with unknown math. This happens a lot. I studied many of these classical concepts on a textbook level and I had no problem at all, but when it comes to the original paper I can easily lost the track because of mathematical sophistication. I know a little bit of real analysis (Baby Rudin first $4$ chapters), I have studied a little bit of topology (Munkres) I have also some background in set theory, statistics etc. So I am not a complete beginner. What I want is to understand, at least on a reasonable level, a technical game theory paper such as Harsanyi (1973a) and Harsanyi (1973b). Can anyone suggest me a study plan with books and such? It can start from zero level I have time and patience. Any advice will be greatly appreciated!

• Classic papers/results of game theory are usually written up in easily-digestible form in standard textbooks. For example, Osborne and Rubinstein is a good first year graduate level introduction to game theory. For a more in-depth treatment, Fudenberg and Tirole is the one to go. I sometimes find the New Palgrave Dictionary of Economics useful for understanding certain topics, for example, Harsanyi's purification theorem. – Herr K. Apr 25 '16 at 16:57
• @HerrK. The thing is I have checked and have been checking those books from time to time. They are generally do not talk about the math you need to know. For instance purification paper in Palgrave is just giving UG level explanation but the actual theorem talks about atomless distribution, polyhedra etc. I want to learn these concepts too not just simplified explanations of the actual material. – user64066 Apr 25 '16 at 17:31
• I suppose it would be very hard, if not impossible, to come up with a "narrow" set of books/references that encompass all the mathematical tools used in game theory. This time you might be stuck on measure theory and geometry with Harsanyi, and next time on fixed point theorems with Nash, and on differential equations with Aumann in yet another occasion. To get a solid and systematic understanding of these concepts is already the work of 3-4 courses. If you really have the time, get a math major. Otherwise, you'd have to make do with the less systematic way of Googling/looking up Wikipedia. – Herr K. Apr 25 '16 at 19:42
• Probably it would not hurt to learn various fixed point theorems. – HRSE Apr 28 '16 at 8:48
• A good starting point is Gibbons's Game Theory for Applied Economists. It's an easy read, then you can step up to more advanced books like the ones mentioned in the comments. – dv_bn May 1 '16 at 19:03