Introduction to Multi-player Differential Games and Their Applications

Introduction to Multi-player Differential Games and Their Applications PDF Author: Ėmmanuil Mordukhovich Vaĭsbord
Publisher: Routledge
ISBN:
Category : Computers
Languages : en
Pages : 596

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Book Description

Introduction to Multi-player Differential Games and Their Applications

Introduction to Multi-player Differential Games and Their Applications PDF Author: Ėmmanuil Mordukhovich Vaĭsbord
Publisher: Routledge
ISBN:
Category : Computers
Languages : en
Pages : 596

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Book Description


Pursuit Games

Pursuit Games PDF Author: Otomar Hajek
Publisher: Courier Corporation
ISBN: 0486462838
Category : Mathematics
Languages : en
Pages : 283

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Book Description
A presentation of systematic methods for winning differential games of pursuit and evasion, this volume explores the procedures' scope and applications. Numerous examples illustrate basic and advanced concepts, including capture, strategy, and algebraic theory. Detailed proofs appear throughout the text, along with 200 exercises that further clarify each subject. 1975 edition.

Stochastic and Differential Games

Stochastic and Differential Games PDF Author: Martino Bardi
Publisher: Springer Science & Business Media
ISBN: 1461215927
Category : Mathematics
Languages : en
Pages : 388

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Book Description
The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.

Differential Games: A Concise Introduction

Differential Games: A Concise Introduction PDF Author: Jiongmin Yong
Publisher: World Scientific
ISBN: 9814596248
Category : Mathematics
Languages : en
Pages : 337

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Book Description
This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-person differential games is concisely presented, including evasion and pursuit problems, zero-sum problems and LQ differential games.The book is intended to be self-contained, assuming that the readers have basic knowledge of calculus, linear algebra, and elementary ordinary differential equations. The readership of the book could be junior/senior undergraduate and graduate students with majors related to applied mathematics, who are interested in differential games. Researchers in some other related areas, such as engineering, social science, etc. will also find the book useful.

Differential Games

Differential Games PDF Author: Rufus Isaacs
Publisher: Courier Corporation
ISBN: 0486135985
Category : Mathematics
Languages : en
Pages : 420

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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.

Differential Games in Economics and Management Science

Differential Games in Economics and Management Science PDF 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.

Advances in Dynamic Games and Their Applications

Advances in Dynamic Games and Their Applications PDF Author: Pierre Bernhard
Publisher: Springer Science & Business Media
ISBN: 0817648348
Category : Mathematics
Languages : en
Pages : 456

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Book Description
This book presents current advances in the theory of dynamic games and their applications in several disciplines. The selected contributions cover a variety of topics ranging from purely theoretical developments in game theory, to numerical analysis of various dynamic games, and then progressing to applications of dynamic games in economics, finance, and energy supply. A unified collection of state-of-the-art advances in theoretical and numerical analysis of dynamic games and their applications, the work is suitable for researchers, practitioners, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences.

Handbook of Dynamic Game Theory

Handbook of Dynamic Game Theory PDF 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."

Advances in Dynamic Games

Advances in Dynamic Games PDF Author: Michèle Breton
Publisher: Springer Science & Business Media
ISBN: 0817680896
Category : Mathematics
Languages : en
Pages : 581

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Book Description
This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. The selected contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 13th International Symposium of Dynamic Games and Applications held in Wrocław. The book covers a variety of topics, ranging from theoretical developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as environmental management, finance and economics, engineering, guidance and control, and social interaction.

LQ Dynamic Optimization and Differential Games

LQ Dynamic Optimization and Differential Games PDF 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.