Advances in Dynamic Games and Their Applications: Analytical and Numerical Developments

ISBN-13: 9780817648336 / Angielski / Twarda / 2009 / 462 str.

Pierre Bernhard; Vladimir Gaitsgory; Odile Pourtallier

Opis

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.

Spis treści

Preface List of Contributors Part I. Dynamic-Differential Games: Theoretical Developments On Differential Games with Long-Time-Average Cost / Martino Bardi Fields of Extremals and Sufficient Conditions for a Class of Variational Games / Dean Carlson Linear Quadratic Differential Games: An Overview / Jacob Engwerda A Neumann Boundary Control for Multidimensional Parabolic 'Minmax' Control Problems / Andrzej Nowakowski Non-Cooperative and Semi-Cooperative Differential Games / Wen Shen Part II. Pursuit-Evasion (P-E) Games Some Geometrical Properties of the Phase Space Structure in Games on Manifolds / Andrei Akhmetzhanov Strategies for Alternative Pursuit Games / Igor Shevchenko Some Sufficient Conditions for Multi-Player Pursuit-Evasion Games with Continuous and Discrete Observations / D. M. Stipanovic, A. Melikyan, and N. Hovakimyan Part III. Numerical Approaches to Dynamic-Differential Games A Numerical Approach to the 'Princess and Monster' Game on an Interval / S. Alpern, R. Fokkink, R. Lindelauf, and G. J. Olsder Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side / Pierre Cardaliaguet Fully-Discrete Schemes for the Value Function of Pursuit-Evasion Games with State Constraints / E. Cristiani and M. Falcone Numerical Solution of the Game of Two Cars with a Neurosimulator and Grid Computing / H.-J. v. Mettenheim and M. H. Breitner Numerical Investigation of the Value Function for the Homicidal Chauffeur Problem with a More Agile Pursuer / V. S. Patsko and V. L. Turova Part IV. Applications Credible Linear-Incentive Equilibrium Strategies in Linear-Quadratic Differential Games / G. Martin-Herrán and G. Zaccour Robust Control Approach to Digital Option Pricing: Synthesis Approach / S.Thiery, P. Bernhard, and G. J. Olsder Part V. Search Games A Search Game with a Strategy of Energy Supply for Target / R. Hohzaki and K. Ikeda The LQG Game Against Nature / Meir Pachter Part VI. Evolutionary Games Is Deterrence Evolutionarily Stable? / D. Ellison and M. Rudnianski Evolutionarily Robust Strategies: Two Nontrivial Examples and a Theorem / A. J. Shaiju and P. Bernhard Part VII. Stopping Games Nash Equilibrium in a Game Version of Elfving Problem / E. Z. Ferenstein and A. Krasnosielska Cooperative Strategies in Stopping Games / D. Ramsey and D. Cierpial Part VIII. Stochastic Games and Large 'Neighborhood' Games Pure Equilibrium Strategies for Stochastic Games via Potential Functions / J. A. M. Potters, T. E. S. Raghavan, and S. H. Tijs Fibonacci Numbers and Equilibria in Large 'Neighborhood' Games / Andrzej Wieczorek

Blurb

This book—an outgrowth of the 12th International Symposium on Dynamic Games—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.

Thematically organized into eight parts, the book covers key topics in these main areas:

* theoretical developments in general dynamic and differential games

* pursuit-evasion games

* numerical approaches to dynamic and differential games

* applications of dynamic games in economics and option pricing

* search games

* evolutionary games

* stopping games

* stochastic games and "large neighborhood" games

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.