Title:
Advances in dynamic games : applications to economics, finance, optimization, and stochastic control
Series:
Annals of the International Society of Dynamic Games ; 7
Publication Information:
Boston, MA : Birkhauser, 2005
ISBN:
9780817643621
General Note:
Papers based on presentations at the 9th International Symposium on Dynamic Games and Applications held in Adelaide, South Australia in Dec. 2000.
Subject Term:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 30000010106385 | HB144 I57 2000 | Open Access Book | Proceedings, Conference, Workshop etc. | Searching... |
On Order
Summary
Summary
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.
Table of Contents
| Preface Contributors |
| Part I Repeated and Stochastic Games Information and the Existence of Stationary Markovian Equilibrium |
| Games under a Geometric Drift ConditionIoannis Karatzas and Martin Shubik and William D. Sudderth Markov |
| A Simple Two-Person Stochastic Game with MoneyHeinz-Uwe Küenle |
| New Approaches and Recent Advances in Two-Person Zero-Sumnbsp;Repeated GamesPiercesare Secchi and William D. Sudderth |
| Notes on Risk-Sensitive Nash EquilibriaSylvain Sorin |
| Continuous Convex Stochasticnbsp;Games of Capital AccumulationAndrzej S. Nowak and Piotr Wieçek |
| Part II Differential Dynamic Games Dynamical Core of Fuzzy Dynamical Cooperative Games |
| Normalized Overtaking Nash Equilibrium for a Class of Distributed Parameter Dynamic GamesJean-Pierre Aubin |
| Cooperative Differential GamesDean A. Carlson and Leon A. Petrosjan |
| Part III Stopping Games Selection by Committee |
| Stopping Game Problem for Dynamic Fuzzy SystemsThomas S. Ferguson |
| On Randomized Stopping GamesYuji Yoshida and Masami Yasuda and Masami Kurano and Jun-ichi Nakagami |
| Stopping Games -- Recent ResultsElzbieta Z. Ferenstein |
| Games with Randomized Optimal Stopping RulesEilon Solan and Nicolas Vieille Dynkin's |
| Modified Strategies in a Competitive Best Choice Problem with Random PriorityVictor Domansky |
| Bilateral Approach to the Secretary ProblemZdzislaw Porosinski |
| Optimal Stopping Games where Players have Weighted PrivilegeDavid Ramsey and Krzysztof Szajowski |
| Equilibrium in an Arbitration ProcedureMinoru Sakaguchi and Vladimir V. Mazalov and Anatoliy A. Zabelin |
| Part IV Applications of Dynamic Games to Economics, Finance and Queuing Theory Applications of Dynamic Games in Queues |
| Equilibria for Multiclass Routing Problems in Multi-Agent NetworksEitan Altman |
| Endogenous Shocks and Evolutionary Strategy: Application to a Three-Players GameEitan Altman and Hisao Kameda |
| Robust Control Approach to Option Pricing, Including Transaction CostsEkkehard C. Ernst and Bruno Amablenbsp and Stefano Palombarini |
| S-Adapted Equilibria innbsp;Games Played over Event Trees: An OverviewPierre Bernhard |
| Existence of Nash Equilibria in Endogenous Rent-Seeking GamesAlain Haurie and Georges Zaccour |
| A Dynamic Game with Continuum of Players and its Counterpart with Finitely Many PlayersKoji Okuguchi and Agnieszka Wiszniewska-Matyszkiel |
| Part V Numerical Methods and Algorithms for Solving Dynamics Games Distributed Algorithms for Nash Equilibria of Flow Control Games |
| A Taylor Series Expansion of H-infinity Control of Perturbed Markov Jump Linear SystemsTansu Alpcan and Tamer Basar |
| Advances in Parallel Algorithms for the Isaacs EquationRachid El Azouzi and Eitan Altman and Mohammed Abbad |
| Numerical Algorithm for Cross-Coupled Algebraic Riccati Equations of Singularly Perturbed SystemsMaurizio Falcone and Paolo Stefani |
| Equilibrium Selection via Adaptation: Using Genetic Programming tonbsp;Model Learning in a Coordination GameHiroaki Mukaidani and Hua Xu and Koichi Mizukami and Shu-Heng Chen and John Duffy and Chia-Hsuan Yeh |
| Part VI Parrondo's Games and Related Topics State-Space Visualization and Fractal Properties of Parrondo's Games |
| Parrondo's Capital and History-Dependent GamesAndrew Allison and Derek Abbott and Charles Pearce |
| Parrondo Introduction to Quantum Games and a Quantum Parrondo GameGregory P. Harmer and Derek Abbott and Juan M. R. |
| A Semi-quantum Version of the Game of LifeJoseph Ng and Derek Abbott and Adrian P. Flitney and Derek Abbott |
