Mathematical probability: Why a game-theoretic approach?

04.12.2024, 13:30 - 14:20 (special session)  –  Campus Golm, Building 9, Room 2.22 and via Zoom
Institutskolloquium

Glenn Shafer (Rutgers Business School, Newark)

Most applications of mathematical probability rely, in one way or another, on theorems that give certain events high probability. Since the 1950s, mathematicians have largely agreed that these theorems are best understood as theorems in measure theory. But in many applied problems, the meaning or reality of a comprehensive probability measure is elusive. Instead of beginning with a measure, we can begin with a betting game. The needed probability theorems are then theorems in game-theory.
Reference: Game-Theoretic Foundations for Probability and Finance, by Glenn Shafer and Vladimir Vovk, Wiley, 2019.

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