Recently I’ve become more and more interested with the area of mathematics relation to Game Theory. Can anyone reccomend a fairly comprehensive resource on it that I might be able to get from the local library? Really good sites and forums about it would also be very welcome.
Thank you!
Cracking open the ol’ AI textbook (I knew it was good for something 
), there’s a few listed. The origin of game theory is in Theory of Games and Economic Behavior by Von Neumann and Morgenstern. That might be a good place to start.
Hope that helps.
You might want to try The Compleat Strategyst - John D Williams. Written before PCs became popular, so (be warned) there are no references to, or descriptions of, computer algorithms, but there are a huge number of examples of games played on a 2x2 board!
ToGaEB is out of print.
If you’re really interested in a mathematical treatment, I think the standard text is still Fundenburg and Tirole’s Game Theory. I can’t imagine reading it for fun, but YMMV. I think Kreps has a text as well.
For another angle on the deal (and something genuinely accessible to a lay reader) try Tom Schelling’s fabulous The Strategy of Conflict.
[sub]Since both Sen and Akerlof have the Nobel prize, Schelling is now top of my give-it-to-him-before-he-croaks list.[/sub]
Actually, von Neumann and Morgenstern is in print. (I suspect it may have dropped out of print for some years; precisely because it was the first time I’d ever seen a copy of the book, I can vividly recall coming across this edition in Blackwell’s on Charing Cross Road just a couple of years ago.)
While it’s not really got much about classical game theory, at a popular level there’s always Axelrod’s The Evolution of Co-operation (Basic, 1984) about the iterated Prisoner’s Dilemma.
Neither textbook nor popularisation, I’ve found Game Theory ed. by Eatwell, Milgate and Newman (Norton, 1989) a useful reference on occasion. It’s a selection of entries on the subject from The New Palgrave, the economics encyclopaedia.