Where did game theory come from?

The best book to read on that topic is Robert Leonard's new and noteworthy Von Neumann, Morgenstern, and the Creation of Game Theory.  Excerpt:

Von Neumann's seminal game paper was part of a rich contemporaneous discussion of the mathematics of chess and parlour games in the first three decades of the century, involving diverse contributors, from Lasker to Zermelo to Konig, Kalmár, and Borel.  It was a multifaceted literature, embracing Lasker's philosophical probing of the place of struggle in business and war, Zermelo and the Hungarians' set-theoretic analyses of chess; and Borel's own attempt to create a novel form of social inquiry, blending probability and psychology.

Here is the book's home page, the non-cached copy is not available at the moment.  Here are working papers by Robert Leonard, on the history of game theory.


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