Advances in Dynamic Games Applications to Economics, Finance, Optimization, and Stochastic Control için kapak resmi
Başlık:
Advances in Dynamic Games Applications to Economics, Finance, Optimization, and Stochastic Control
Dil:
English
ISBN:
9780817644291
Yayın Bilgileri:
Boston, MA : Birkhäuser Boston, 2005.
Fiziksel Tanımlama:
XV, 679 p. online resource.
Seri:
Annals of the International Society of Dynamic Games ; 7
İçerik:
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 Linear Systems -- 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.
Özet:
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 and its applications. The selected chapters, written by experts in their respective disciplines, are an outgrowth of presentations originally given at the 9th International Symposium of Dynamic Games and Applications. Featured throughout are useful tools for researchers and practitioners who use game theory for modeling in many disciplines. Major topics covered include: * repeated and stochastic games * differential dynamic games * optimal stopping games * applications of dynamic games to economics, finance, and queuing theory * numerical methods and algorithms for solving dynamic games * Parrondo’s games and related topics A valuable reference for practitioners and researchers in dynamic game theory, the book and its diverse applications will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.

Mevcut:*

Materyal Türü
Demirbaş Numarası
Yer Numarası
Raf Konumu
Mevcut Konumu
Materyal Istek
E-Kitap 1816433-1001 HB1 -846.8 SPRINGER E-Kitap Koleksiyonu
Arıyor...

On Order

Özet

Özet

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.


İçindekiler

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