Differential Games In Economics And Management Science

Author: Engelbert J. Dockner
Editor: Cambridge University Press
ISBN: 9780521637329
File Size: 57,33 MB
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A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of linear algebra, ordinary differential equations, mathematical programming and probability theory is necessary. Part One presents the theory of differential games, starting with the basic concepts of game theory and going on to cover control theoretic models, Markovian equilibria with simultaneous play, differential games with hierarchical play, trigger strategy equilibria, differential games with special structures, and stochastic differential games. Part Two offers applications to capital accumulation games, industrial organization and oligopoly games, marketing, resources and environmental economics.
Differential Games in Economics and Management Science
Language: en
Pages: 382
Authors: Engelbert J. Dockner, Steffen Jorgensen, Ngo Van Long, Gerhard Sorger
Categories: Business & Economics
Type: BOOK - Published: 2000-11-16 - Publisher: Cambridge University Press

A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of
Differential Games
Language: en
Pages: 350
Authors: Avner Friedman
Categories: Mathematics
Type: BOOK - Published: 2006-05-12 - Publisher: Courier Corporation

This volume lays the mathematical foundations for the theory of differential games, developing a rigorous mathematical framework with existence theorems. It begins with a precise definition of a differential game and advances to considerations of games of fixed duration, games of pursuit and evasion, the computation of saddle points, games
Stochastic Differential Games. Theory and Applications
Language: en
Pages: 248
Authors: Kandethody M. Ramachandran, Chris P. Tsokos
Categories: Mathematics
Type: BOOK - Published: 2012-01-05 - Publisher: Springer Science & Business Media

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Applied Differential Games
Language: en
Pages: 207
Authors: A. Mehlmann
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

This book grew out of a set of lecture notes for a one semester course on dynamic game theory held at the University of Technology, Vienna. It is intended primarily at the graduate level for students in operations research, management science, applied mathematics, and eco nomics. I hope that I
Cooperative Stochastic Differential Games
Language: en
Pages: 242
Authors: David W.K. Yeung, Leon A. Petrosjan
Categories: Business & Economics
Type: BOOK - Published: 2006-05-11 - Publisher: Springer Science & Business Media

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly