What's funny about that is long before game theory, philosophers both East and West have made similar assertions. In fact, it was one of the dominant threads in Western philosophy in the early 17th century and the main current that Descartes was addressing in his Meditations on First Philosophy with the "cogito ergo sum."
And for the Buddha, all is illusion.
But for the guy who hits his finger with a hammer, does it matter whether his perceptions of the hammer are "real" or not?