Robert J. Aumann

Born: June 8, 1930

Brief Biography

Robert J. Aumann is a Nobel prize-winning Israeli-American mathematician who has made significant contributions to the theory of games. When he was eight years old, he and his family fled his native Germany to the United States three months before the Kristallnacht pogrom. He attended a Jewish high school in New York City before enrolling at the City College of New York in 1947. He earned his BS in Mathematics and pursued graduate study at the Massachusetts Institute of Technology.

A year before receiving a PhD in mathematics from MIT, Aumann took a job at Princeton University’s Analytical Research Group, located in the Forrestal Research Center. It was here that he first saw operations research in action; inter alia, he worked on an urban air defense problem. When considering with which method to approach the problem, Aumann recalled conversations that he’d had with MIT mathematician John Nash and realized that game theory offered the best solution. Through this encounter, he developed and fostered an interest in the subject that would define his career.

Aumann was already identified as a game theorist by the time he joined the Mathematics Department at the Hebrew University of Jerusalem in 1956. He has since held visiting appointments at Princeton University, Yale University, the University of California at Berkeley, Stanford University, the Catholic University of Louvain, Stony Brook University, and Tel Aviv University. At Tel Aviv, he supervised the master's thesis of future Mathematics of Operations Research chief editor, Uriel G. Rothblum. 

In the realm of game theory, some of Aumann’s most significant contributions pertain to repeated games, where players encounter the same interactive situation multiple times. He defined correlated equilibrium, a type of equilibrium in non-cooperative games that is more flexible than the classical Nash equilibrium. His book (co-authored with Michael Maschler), Repeated Games with Incomplete Information (1995), was awarded the Frederick W. Lanchester Prize. In 2005 Aumann was awarded the John von Neumann Theory Prize for life long contributions to game theory, which he views as a unified approach to interactive disciplines such as economics, political science, international relations, law, business and public administration, evolutionary biology and parts of computer science. He was recognized for a number of developments, including modeling economies with “many” agents as continua, formalizing the notion of common knowledge, laying the foundations of repeated games, and developing an axiomatic foundation for the subjective quantification of uncertainty.

In the year of his von Neumann Prize, Aumann shared the Nobel Prize in Economics with Thomas C. Schelling “for having enhanced our understanding of conflict and cooperation through game-theory analysis.” In his prize lecture, Aumann touched upon a number of themes dealing with the theory of games in conflict study. He urged that war be scientifically studied in order to be understood, and so, eventually prevented. He pointed out that repeated games—long term interactions—are more likely to result in cooperative outcomes than one-shot interactions. His boldest claim was that credible war threats and mutually assured destruction more reliably prevent war than does traditional peacemaking. Aumann has made a number of other geopolitical observations, citing the Blackmailer Paradox and other game-theoretic ideas in analyzing the Arab-Israeli and other conflicts.

Aumann has been active in a number professional organizations, serving as president of the Game Theory Society and the Israel Mathematics Union. He is an elected fellow of the Econometric Society, and a member of the US National Academy of Sciences, the American Academy of Arts and Sciences, the Israel Academy of Sciences, and the British Academy. 

Other Biographies

Wikipedia Entry for Robert Aumann

Hebrew University of Jerusalem Einstein Institute of Mathematics. Robert J. Aumann Brief Biography. Accessed April 21, 2015. (link)  

Jewish Virtual Library. Biography: Robert Aumann. Accessed April 21, 2015. (link)

Education

City College of New York, BS 1950

Massachusetts Institute of Technology, SM 1952

Massachusetts Institute of Technology, PhD 1955 (Mathematics Genealogy)

Affiliations

Academic Affiliations
Non-Academic Affiliations

Key Interests in OR/MS

Methodologies

Oral Histories

Robert J. Aumann (2006) Interview by Pelle Guldborg Hansen. July 13, Stony Brook, NY.  In Hendricks VF & Hansen PG (eds), Game Theory, 5 Questions, Automatic Press 2007, pp 1-7 (preprint

Robert J. Aumann (2008) Interview by Adam Smith. August 20. Video. Lindau, Germany. (video

Hart, Sergiu (2005) An Interview with Robert Aumann.  Macroeconomic Dynamics 9, 2005, 683-740. (link)

Memoirs and Autobiographies

Résumé

Hebrew University of Jerusalem Einstein Institute of Mathematics. Robert J. Aumann Curriculum Vitae. Accessed April 21, 2015. (link)  

Memoirs

Nobel Prize. Nobel Prizes and Laureates: Robert J. Aumann -  Biographical. April 21, 2015. (link

Awards and Honors

Econometric Society Fellow 1965

National Academy of Sciences Member 1985

Frederick W. Lanchester Prize 1995

The Sveriges Rijksbank Prize in Economic Sciences in Memory of Alfred Nobel 2005

John von Neumann Theory Prize 2005

Professional Service

Game Theory Society, President 1998-2003

Israel Mathematics Union, President 1990-1992

Selected Publications

Aumann R. J. (1959) Acceptable points in general cooperative n-person games. Luce R. D. & Tucker A. W., eds. in Contributions to The Theory of Games, Volume 4, 287-324. Princeton University Press: Princeton, NJ.

Aumann R. J. (1964) Markets with a continuum of traders. Econometrica: Journal of the Econometric Society, 32(1-2): 39-50.

Aumann R. J. (1974) Subjectivity and correlation in randomized strategies. Journal of Mathematical Economics, 1(1): 67-96.

Aumann R. J. & Shapley L. S. (1974) Values of Non-Atomic Games. Princeton University Press: Princeton, NJ.

Aumann R. J. (1976) Agreeing to Disagree. The Annals of Statistics, 4(6): 1236-1239.

Aumann R. J. & Sorin S. (1981) Cooperation and bounded recall. Games and Economic Behavior, 1(1): 5-39.

Aumann R. J. (1987) Correlated equilibrium as an expression of Bayesian Rationality. Econometrica: Journal of the Econometric Society, 45(1): 1-18.

Aumann R. J. & Maschler M. (1995) Repeated Games with Incomplete Information. MIT Press: Cambridge, MA.

Aumann R. J. (1995) Backward induction and common knowledge of rationality. Games and Economic Behavior, 8(1): 6-19.

Aumann R. J. & Serrano R. (2008) An economic index of riskiness. Journal of Political Economy, 116(5): 810-836. 

Additional Resources

Jewish Times Asia. Dr. Robert J. Aumann, 2005 Nobel Prize Laureate. Accessed April 21, 2015. (link

van Damme, Eric (1998) On the State of the Art in Game Theory: An Interview with Robert Aumann.  Games and Economic Behavior 24, 191-210. (link)