Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control

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Andrzej S. Nowak, Krzysztof Szajowski
Springer Science & Business Media, Dec 24, 2007 - Business & Economics - 679 pages
This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a guide to the vitality and growth of the field. A valuable reference for researchers and practitioners in dynamic game theory, it covers a broad range of topics and applications, including repeated and stochastic games, differential dynamic games, optimal stopping games, and numerical methods and algorithms for solving dynamic games. The diverse topics included will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.
 

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Contents

Information and the Existence of Stationary Markovian Equilibrium
3
HeinzUwe Kuenle Brandenburgische Technische Universitat Cottbus PF 10
10
Ioannis Karatzas Martin Shubik and William D Sudderth
21
New Approaches and Recent Advances in TwoPerson ZeroSum
67
Notes on RiskSensitive Nash Equilibria Andrzej S Nowak
94
Continuous Convex Stochastic Games of Capital Accumulation Piotr Wiecek
111
Dynamic Core of Fuzzy Dynamical Cooperative Games JeanPierre Aubin
129
Normalized Overtaking Nash Equilibrium for a Class of Distributed
163
39
359
Eitan Altman and Hisao Kameda
369
211
416
An Overview
417
67
423
111
439
Alain Haurie and Georges Zaccour
445
A Dynamic Game with Continuum of Players and its Counterpart with
454

Cooperative Differential Games Leon A Petrosjan
183
Selection by Committee Thomas S Ferguson
202
Koichi Mizukami Graduate School of Engineering Department of Computer
211
Modern game theory has evolved enormously sinceitsinceptionin the 1920sin
221
Dynkins Games with Randomized Optimal Stopping Rules Victor Domansky
246
Modified Strategies in a Competitive Best Choice Problem with
263
Wrocław and Zielona Gora Andrzej S Nowak
271
Optimal Stopping Games where Players have Weighted Privilege Minoru Sakaguchi
285
Applications of Dynamic Games to Economics
306
Equilibria for Multiclass Routing Problems in MultiAgent Networks
343
3
347
271
468
Numerical Methods and Algorithms for Solving
470
Mohammed Abbad Departement de Mathematiques et Informatique Faculte
499
129
512
ShuHeng Chen AIECON Research Center Department of Economics
571
National Chengchi University 64 ChiNan Rd Sec 2 Taipei 11623 Taiwan
599
StateSpace Visualization and Fractal Properties of Parrondos Games 613
611
Parrondos Capital and HistoryDependent Games
635
Introduction to Quantum Games and a Quantum Parrondo Game
649
A Semiquantum Version of the Game of Life 667
666
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