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Game Theory: Although only a slight variation of the older theory of games, it is this form given by Williams (1954) that has caught on. Theory of games (von Neumann and Morgenstern 1994) goes back in German to von Neumann (1928) who used the term Theorie der Gesellschaftsspiele (parlor games). Even earlier, Borel (1921) studied la théorie du jeu, which Savage (1953) translates as theory of play and which he regards as the beginning of the theory of games.

Source: First Occurrence of Common Terms in Probability and Statistics- A Second List, with Corrections (JSTOR), H. A. David, The American Statistician. See also First (?) occurrence of common terms in mathematical statistics, H. A. David, The American Statistician || *comments only on a few selected terms