Comparison of game theory and mathematical modeling for investors with small investment management

In this work, used to decide the competitive environment, "Game Theory" and "Linear Programming" methods have been emphasized. The basic concepts of game theory, assumptions and solution methods have been studied. The relationship between Linear Programming and Game Theory methods have been described. In the application part ; often the preferred investment vehicle for small investors have been analyzed. Using the data in recent years, with Game Theory methods and Linear Programming method has been applied comparative analysis. Daily studies of new issues that can be used game theory methods were studied to determine the different areas of life and a different perspective that can be used for the investors have been investigated. Key Words: Game Theory, Linear Programming.