Nowak / Szajowski Advances in Dynamic Games

Applications to Economics, Finance, Optimization, and Stochastic Control
2005
ISBN: 978-0-8176-4429-1
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 7, 679 Seiten, eBook

Reihe: Annals of the International Society of Dynamic Games

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.

Zielgruppe

Research

Autoren/Hrsg.

Szajowski, Krzysztof

Nowak, Andrzej S.

Inhaltsverzeichnis

Repeated and Stochastic Games.- Information and the Existence of Stationary Markovian Equilibrium.- Markov Games under a Geometric Drift Condition.- A Simple Two-Person Stochastic Game with Money.- New Approaches and Recent Advances in Two-Person Zero-Sum Repeated Games.- Notes on Risk-Sensitive Nash Equilibria.- Continuous Convex Stochastic Games of Capital Accumulation.- Differential Dynamic Games.- Dynamic Core of Fuzzy Dynamical Cooperative Games.- Normalized Overtaking Nash Equilibrium for a Class of Distributed Parameter Dynamic Games.- Cooperative Differential Games.- Stopping Games.- Selection by Committee.- Stopping Game Problem for Dynamic Fuzzy Systems.- On Randomized Stopping Games.- Stopping Games — Recent Results.- Dynkin’s Games with Randomized Optimal Stopping Rules.- Modified Strategies in a Competitive Best Choice Problem with Random Priority.- Bilateral Approach to the Secretary Problem.- Optimal Stopping Games where Players have Weighted Privilege.- Equilibrium in an Arbitration Procedure.- Applications of Dynamic Games to Economics, Finance and Queuing Theory.- Applications of Dynamic Games in Queues.- Equilibria for Multiclass Routing Problems in Multi-Agent Networks.- Endogenous Shocks and Evolutionary Strategy: Application to a Three-Players Game.- Robust Control Approach to Option Pricing, Including Transaction Costs.- S-Adapted Equilibria in Games Played over Event Trees: An Overview.- Existence of Nash Equilibria in Endogenous Rent-Seeking Games.- A Dynamic Game with Continuum of Players and its Counterpart with Finitely Many Players.- Numerical Methods and Algorithms for Solving Dynamic Games.- Distributed Algorithms for Nash Equilibria of Flow Control Games.- A Taylor Series Expansion for H ? Control of Perturbed Markov Jump LinearSystems.- Advances in Parallel Algorithms for the Isaacs Equation.- Numerical Algorithm for Solving Cross-Coupled Algebraic Riccati Equations of Singularly Perturbed Systems.- Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game.- Two Issues Surrounding Parrondo’s Paradox.- Parrondo’s Games and Related Topics.- State-Space Visualization and Fractal Properties of Parrondo’s Games.- Parrondo’s Capital and History-Dependent Games.- to Quantum Games and a Quantum Parrondo Game.- A Semi-quantum Version of the Game of Life.