Advances in Dynamic Games Applications to Economics, Finance, Optimization, and Stochastic Control /

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 original...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Nowak, Andrzej S. (Editor ), Szajowski, Krzysztof (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2005.
Edición:1st ed. 2005.
Colección:Annals of the International Society of Dynamic Games, 7
Temas:
Econometrics.
Game theory.
Mathematics.
Mathematical optimization.
Probabilities.
Mathematics-Data processing.
Quantitative Economics.
Game Theory.
Applications of Mathematics.
Optimization.
Probability Theory.
Computational Mathematics and Numerical Analysis.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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