Dynamic Noncooperative Game Theory

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Society for Industrial and Applied Mathematics, 1999 - Mathematics - 519 pages
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Recent interest in biological games and mathematical finance make this classic 1982 text a necessity once again. Unlike other books in the field, this text provides an overview of the analysis of dynamic/differential zero-sum and nonzero-sum games and simultaneously stresses the role of different information patterns. The first edition was fully revised in 1995, adding new topics such as randomized strategies, finite games with integrated decisions, and refinements of Nash equilibrium. Readers can now look forward to even more recent results in this unabridged, revised SIAM Classics edition. Topics covered include static and dynamic noncooperative game theory, with an emphasis on the interplay between dynamic information patterns and structural properties of several different types of equilibria; Nash and Stackelberg solution concepts; multi-act games; Braess paradox; differential games; the relationship between the existence of solutions of Riccati equations and the existence of Nash equilibrium solutions; and infinite-horizon differential games.

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About the author (1999)

About the Editor Tamer Basar is a prolific scientist and author who has published more than 150 journal articles, books and book chapters, and numerous conference publications in the general areas of optimal, robust, and adaptive control, large-scale and decentralized systems and control, dynamic games, stochastic processes and control, estimation and information theory, and mathematical economics. His current research interests are robust nonlinear and adaptive control and identification, control of communication networks, and risk-sensitive estimation and control. Dr. Basar has held positions in many scientific organizations and has received several distinguished awards, including the 1993 Medal of Science of Turkey. He is currently the Fredric G. and Elizabeth H. Nearing Professor of Electrical and Computer Engineering at the University of Illinois, Urbana-Champaign and a research professor at the Coordinated Science Laboratory. Dr. Basar is an IEEE Fellow and a member of the National Academy of Engineering.

Bernd Heidergott is Associate Professor of Mathematics and Statistics at Vrije Universiteit, Amsterdam. He is a research fellow of the Tinbergen Institute. Geert Jan Olsder is Professor of Mathematical System Theory and Deputy Vice-Chancellor at Delft University of Technology. Jacob van der Woude is Associate Professor of Mathematical System Theory at Delft University of Technology.

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