Summary: Annotated Bibliography for Rational Choice
Week #1 of CMU's Formal Philosophy Summer School 2011
Suggested Books and Collections
Here are a few must read books! But it will take a lifetime to learn their wisdom!!
The Theory of Games and Economic Behavior (1944) John von Neumann and Oskar
Morgenstern, Princeton U. Press. Also, consider their 60th Anniversary Edition.
As happens when reading a seminal work that changes the direction of a
discipline, this one is valuable to the contemporary reader to show how the
authors map out the space of problems, especially the ones for which they
have not found satisfactory solutions!
The Foundations of Statistics (1954) Leonard J.Savage, John Wiley. Dover, 1972.
This is the classic statement of the Subjective Expected Utility program, with
an eye on justifying traditional statistical tests, e.g., Minimax procedures. To
the author's surprise, the SEU perspective serves, instead, as a basis for
criticizing those procedures! The Dover edition contains a superb annotated
bibliography, circa 1970.
Theory of Games and Statistical Decisions (1954) David Blackwell and M.A.Girshick.
John Wiley. The Dover paperback edition appeared in 1979.
A companion piece to Savage's classic, with many important insights about
the applications of Game Theory to Statistics.