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Author: Terry L. Friesz
Publisher: Springer Science & Business Media
ISBN: 0387727787
Category : Business & Economics
Languages : en
Pages : 509
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Book Description
This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.
Author: Terry L. Friesz
Publisher: Springer Science & Business Media
ISBN: 0387727787
Category : Business & Economics
Languages : en
Pages : 509
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Book Description
This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.
Author: Jacob Engwerda
Publisher: John Wiley & Sons
ISBN: 9780470015247
Category : Business & Economics
Languages : en
Pages : 514
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Book Description
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Author: Jacob Engwerda
Publisher: John Wiley & Sons
ISBN: 0470015519
Category : Business & Economics
Languages : en
Pages : 510
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Book Description
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Author: Morton I. Kamien
Publisher: Courier Corporation
ISBN: 0486310280
Category : Mathematics
Languages : en
Pages : 402
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Book Description
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author: Luca Lambertini
Publisher: Cambridge University Press
ISBN: 1316732630
Category : Business & Economics
Languages : en
Pages : 275
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Book Description
Game theory has revolutionised our understanding of industrial organisation and the traditional theory of the firm. Despite these advances, industrial economists have tended to rely on a restricted set of tools from game theory, focusing on static and repeated games to analyse firm structure and behaviour. Luca Lambertini, a leading expert on the application of differential game theory to economics, argues that many dynamic phenomena in industrial organisation (such as monopoly, oligopoly, advertising, R&D races) can be better understood and analysed through the use of differential games. After illustrating the basic elements of the theory, Lambertini guides the reader through the main models, spanning from optimal control problems describing the behaviour of a monopolist through to oligopoly games in which firms' strategies include prices, quantities and investments. This approach will be of great value to students and researchers in economics and those interested in advanced applications of game theory.
Author: Y. Yavin
Publisher: Elsevier
ISBN: 1483295931
Category : Mathematics
Languages : en
Pages : 352
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Book Description
Twenty papers are devoted to the treatment of a wide spectrum of problems in the theory and applications of dynamic games with the emphasis on pursuit-evasion differential games. The problem of capturability is thoroughly investigated, also the problem of noise-corrupted (state) measurements. Attention is given to aerial combat problems and their attendant modelling issues, such as variable speed of the combatants, the three-dimensionality of physical space, and the combat problem, i.e. problems related to 'role determination'.
Author: Tamer Basar
Publisher:
ISBN: 9783319273358
Category : Differential games
Languages : en
Pages :
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Book Description
Résumé : "This will be a two-part handbook on Dynamic Game Theory and part of the Springer Reference program. Part I will be on the fundamentals and theory of dynamic games. It will serve as a quick reference and a source of detailed exposure to topics in dynamic games for a broad community of researchers, educators, practitioners, and students. Each topic will be covered in 2-3 chapters with one introducing basic theory and the other one or two covering recent advances and/or special topics. Part II will be on applications in fields such as economics, management science, engineering, biology, and the social sciences."
Author: Rufus Isaacs
Publisher: Courier Corporation
ISBN: 0486135985
Category : Mathematics
Languages : en
Pages : 416
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Book Description
Definitive work draws on game theory, calculus of variations, and control theory to solve an array of problems: military, pursuit and evasion, athletic contests, many more. Detailed examples, formal calculations. 1965 edition.
Author: Haurie Alain
Publisher: World Scientific Publishing Company
ISBN: 981440134X
Category : Mathematics
Languages : en
Pages : 488
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Book Description
Dynamic games arise between players (individuals, firms, countries, animals, etc.) when the strategic interactions among them recur over time and decisions made during one period affect both current and future payoffs. Dynamic games provide conceptually rich paradigms and tools to deal with these situations.This volume provides a uniform approach to game theory and illustrates it with present-day applications to economics and management, including environmental, with the emphasis on dynamic games.At the end of each chapter a case study called game engineering (GE) is provided, to help readers understand how problems of high social priority, such as environmental negotiations, exploitation of common resources, can be modeled as games and how solutions can be engineered.
Author: Engelbert Dockner
Publisher: Cambridge University Press
ISBN: 9780521637329
Category : Business & Economics
Languages : en
Pages : 398
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Book Description
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.
