Mr Wu, author of the Singapore Maths Tuition blog, suggested another biographical sketch for this year of biographies. Once again it’s of a person too complicated to capture in full in one piece, even at the length I’ve been writing. So I take a slice out of John von Neumann’s life here.
John von Neumann.
In March 1919 the Hungarian People’s Republic, strained by Austria-Hungary’s loss in the Great War, collapsed. The Hungarian Soviet Republic, the world’s second Communist state, replaced it. It was a bad time to be a wealthy family in Budapest. The Hungarian Soviet lasted only a few months. It was crushed by the internal tension between city and countryside. By poorly-fought wars to restore the country’s pre-1914 borders. By the hostility of the Allied Powers. After the Communist leadership fled came a new Republic, and a pogrom. Europeans are never shy about finding reasons to persecute Jewish people. It was a bad time to be a Jewish family in Budapest.
Von Neumann was born to a wealthy, (non-observant) Jewish family in Budapest, in 1903. He acquired the honorific “von” in 1913. His father Max Neumann was honored for service to the Austro-Hungarian Empire and paid for a hereditary appellation.
It is, once again, difficult to encompass von Neumann’s work, and genius, in one piece. He was recognized as genius early. By 1923 he published a logical construction for the counting numbers that’s still the modern default. His 1926 doctoral thesis was in set theory. He was invited to lecture on quantum theory at Princeton by 1929. He was one of the initial six mathematics professors at the Institute for Advanced Study. We have a thing called von Neumann algebras after his work. He gave the first rigorous proof of an ergodic theorem. He partly solved one of Hilbert’s problems. He studied non-linear partial differential equations. He was one of the inventors of the electronic computer as we know it, both the theoretical and the practical ideas.
And, the sliver I choose to focus on today, he made game theory into a coherent field.
The term “game theory” makes it sound like a trifle. We don’t call “genius” anyone who comes up with a better way to play tic-tac-toe. The utility of the subject appears when we notice what von Neumann thought he was writing about. Von Neumann’s first paper on this came in 1928. In 1944 he with Oskar Morgenstern published the textbook Theory Of Games And Economic Behavior. In Chapter 1, Section 1, they set their goals:
The purpose of this book is to present a discussion of some fundamental questions of economic theory which require a treatment different from that which they have found thus far in the literature. The analysis is concerned with some basic problems arising from a study of economic behavior which have been the center of attention of economists for a long time. They have their origin in the attempts to find an exact description of the endeavor of the individual to obtain a maximum of utility, or in the case of the entrepreneur, a maximum of profit.
Somewhere along the line von Neumann became interested in how economics worked. Perhaps because his family had money. Perhaps because he saw how one could model an “ideal” growing economy — matching price and production and demand — as a linear programming question. Perhaps because economics is a big, complicated field with many unanswered questions. There was, for example, little good idea of how attendees at an auction should behave. What is the rational way to bid, to get the best chances of getting the things one wants at the cheapest price?
In 1928, von Neumann abstracted all sorts of economic questions into a basic model. The model has almost no features, so very many games look like it. In this, you have a goal, and a set of options for what to do, and an opponent, who also has options of what to do. Also some rounds to achieve your goal. You see how this abstract a structure describes many things one could do, from playing Risk to playing the stock market.
And von Neumann discovered that, in the right circumstances, you can find a rational way to bid at an auction. Or, at least, to get your best possible outcome whatever the other person does. The proof has the in-retrospect obviousness of brilliance. von Neumann used a fixed-point theorem. Fixed point theorems came to mathematics from thinking of functions as mappings. Functions match elements in a set called the domain to those in a set called the range. The function maps the domain into the range. If the range is also the domain? Then we can do an iterated mapping. Under the right circumstances, there’s at least one point that maps to itself.
In the light of game theory, a function is the taking of a turn. The domain and the range are the states of whatever’s in play. In this type of game, you know all the options everyone has. You know the state of the game. You know what the past moves have all been. You know what you and your opponent hope to achieve. So you can predict your opponent’s strategy. And therefore pick a strategy that gets you the best option available given your opponent is trying to do the same. So will your opponent. So you both end up with the best attainable outcome for the both of you; this is the minimax theorem.
It may strike you that, given this, the game doesn’t need to be played anymore. Just pick your strategy, let your opponent pick one, and the winner is determined. So it would, if we played our strategies perfectly, and if we didn’t change strategies mid-game. I would chuckle at the mathematical view that we study a game to relieve ourselves of the burden of playing. But I know how many grand strategy video games I have that I never have time to play.
After this 1928 paper von Neumann went on to other topics for about a dozen years. Why create a field of mathematics and then do nothing with it? For one, we see it as a gap only because we are extracting, after the fact, this thread of his life. He had other work, particularly in quantum mechanics, operators, measure theory, and lattice theory. He surely did not see himself abandoning a new field. He saw, having found an interesting result, new interesting questions..
But Philip Mirowski’s 1992 paper What Were von Neumann and Morgenstern Trying to Accomplish? points out some context. In September 1930 Kurt Gödel announced his incompleteness proof. Any logical system complex enough has things which are true and can’t be proven. The system doesn’t have to be that complex. Mathematical rigor must depend on something outside mathematics. This shook von Neumann. He would say that after Gödel published, von Neumann never bothered reading another paper on symbolic logic. Mirowski believes this drove von Neumann into what we now call artificial intelligence. At least, into mathematics that draws from empirical phenomena. von Neumann needed time to recover from the shock. And needed the prodding of Morgenstern to return to economics.
After publishing Theory Of Games And Economic Behavior the book … well, Mirowski calls it more “cited in reverence than actually read”. But game theory, as a concept? That took off. It seemed to offer a way to rationalize the world.
von Neumann would become a powerful public intellectual. He would join the Manhattan Project. He showed that the atomic bomb would be more destructive if it exploded kilometers above the ground, rather than at ground level. He was on the target selection committee which, ultimately, slated Hiroshima and Nagasaki for mass murder. He would become a consultant for the Weapons System Evaluation Group. They advised the United States Joint Chiefs of Staff on developing and using new war technology. He described himself, to a Senate committee, as “violently anti-communist and much more militaristic than the norm”. He is quoted in 1950 as remarking, “if you say why not bomb [ the Soviets ] tomorrow, I say, why not today? If you say today at five o’clock, I say why not one o’clock?”
The quote sounds horrifying. It makes game-theory sense, though. If war is inevitable, it is better fought when your opponent is weaker. And while the Soviet Union had won World War II, it was also ruined in the effort.
There is another game-theory-inspired horror for which we credit von Neumann. This is Mutual Assured Destruction. If any use of an atomic, or nuclear, weapon would destroy the instigator in retaliation, then no one would instigate war. So the nuclear powers need, not just nuclear arsenals. They need such vast arsenals that the remnant which survives the first strike can destroy the other powers in the second strike.
Perhaps the reasoning holds together. We did reach the destruction of the Soviet Union without using another atomic weapon in anger. But it is hard to say that was rationally accomplished. There were at least two points, in 1962 and in 1983, when a world-ruining war could too easily have happened, by people following the “obvious” strategy.
Which brings a flaw of game theory, at least as applied to something as complicated as grand strategy. Game theory demands the rules be known, and agreed on. (At least that there is a way of settling rule disputes.) It demands we have the relevant information known truthfully. It demands we know what our actual goals are. It demands that we act rationally, and that our opponent acts rationally. It demands that we agree on what rational is. (Think of, in Doctor Strangelove, the Soviet choice to delay announcing its doomsday machine’s completion.) Few of these conditions obtain in grand strategy. They barely obtain in grand strategy games. von Neumann was aware of at least some of these limitations, though he did not live long enough to address them. He died of either bone, pancreatic, or prostate cancer, likely caused by radiation exposure working at Los Alamos.
Game theory has been, and is, a great tool in many fields. It gives us insight into human interactions. It does good work in economics, in biology, in computer science, in management. But we can come to very bad conditions when we forget the difference between the game we play and the game we modelled. And if we forget that the game is value-indifferent. The theory makes no judgements about the ethical nature of the goal. It can’t, any more than the quadratic equation can tell us whether ‘x’ is which fielder will catch the fly ball or which person will be killed by a cannonball.
It makes an interesting parallel to the 19th century’s greatest fusion of mathematics and economics. This was utilitarianism, one famous attempt to bring scientific inquiry to the study of how society should be set up. Utilitarianism offers exciting insights into, say, how to allocate public services. But it struggles to explain why we should refrain from murdering someone whose death would be convenient. We need a reason besides the maximizing of utility.
No war is inevitable. One comes about only after many choices. Some are grand choices, such as a head of government issuing an ultimatum. Some are petty choices, such as the many people who enlist as the sergeants that make an army exist. We like to think we choose rationally. Psychological experiments, and experience, and introspection tell us we more often choose and then rationalize.
von Neumann was a young man, not yet in college, during the short life of the Hungarian Soviet Republic, and the White Terror that followed. I do not know his biography well enough to say how that experience motivated his life’s reasoning. I would not want to say that 1919 explained it all. The logic of a life is messier than that. I bring it up in part to fight the tendency of online biographic sketches to write as though he popped into existence, calculated a while, inspired a few jokes, and vanished. And to reiterate that even mathematics never exists without context. Even what seem to be pure questions on an abstract idea of a game is often inspired by a practical question. And that work is always done in a context that affects how we evaluate it.
Thank you all for reading. This grew a bit more serious than I had anticipated. This and all the other 2020 A-to-Z essays should appear at this link. Both the 2020 and all past A-to-Z essays should be at this link.
I am hosting the Playful Math Education Blog Carnival at the end of September, so appreciate any educational or recreational or fun mathematics material you know about. I’m hoping to publish next week and so hope that you can help me this week.
And, finally, I am open for mathematics topics starting with P, Q, and R to write about next month. I should be writing about them this month and getting ahead of deadline, but that seems not to be happening.