Differential Games in Economics and Management Science

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Cambridge University Press, Nov 16, 2000 - Business & Economics - 382 pages
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A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of linear algebra, ordinary differential equations, mathematical programming and probability theory is necessary. Part One presents the theory of differential games, starting with the basic concepts of game theory and going on to cover control theoretic models, Markovian equilibria with simultaneous play, differential games with hierarchical play, trigger strategy equilibria, differential games with special structures, and stochastic differential games. Part Two offers applications to capital accumulation games, industrial organization and oligopoly games, marketing, resources and environmental economics.
 

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Contents

I
viii
II
xi
III
1
IV
7
V
9
VII
13
VIII
21
IX
31
XLV
195
XLVI
196
XLVII
197
XLVIII
201
L
226
LI
236
LIII
241
LIV
243

X
35
XI
37
XIII
41
XIV
46
XV
52
XVI
58
XVII
61
XVIII
74
XIX
79
XX
80
XXI
84
XXIII
92
XXIV
98
XXV
106
XXVI
107
XXVII
109
XXIX
113
XXX
134
XXXI
141
XXXII
142
XXXIII
144
XXXIV
146
XXXVI
153
XXXVII
161
XXXVIII
165
XXXIX
168
XLI
170
XLII
171
XLIII
187
XLIV
194
LV
244
LVI
246
LVII
253
LVIII
257
LIX
260
LX
264
LXI
265
LXII
267
LXIV
273
LXV
278
LXVI
284
LXVII
285
LXVIII
286
LXX
295
LXXI
303
LXXII
308
LXXIII
311
LXXIV
315
LXXV
316
LXXVI
326
LXXVII
331
LXXVIII
338
LXXIX
340
LXXX
341
LXXXI
342
LXXXII
344
LXXXIII
365
LXXXIV
379
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