Advances in Dynamic Games: Theory, Applications, and Numerical Methods for Differential and Stochastic Games

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

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.

The book is thematically organized into five parts:

* Theoretical developments in differential and dynamic games;
* Pursuit-evasion and guidance games;
* Evolutionary games;
* Stability and time consistency in cooperative games;
* Applications and numerical approaches in environmental and renewable resource management, finance, insurance and economics, supply chains, and telecommunications.

Featured throughout are useful tools and valuable resources for researchers, practitioners, and graduate students interested in dynamic games and their applications in applied mathematics, engineering, economics, and management science. Also included in the volume is a special tribute to Arik Melikyan, honoring his memory and the many contributions he made to the field of dynamic games.

Author(s): Yurii Averboukh (auth.), Michèle Breton, Krzysztof Szajowski (eds.)
Series: Annals of the International Society of Dynamic Games 11
Edition: 1
Publisher: Birkhäuser Basel
Year: 2011

Language: English
Pages: 565
Tags: Game Theory, Economics, Social and Behav. Sciences; Game Theory/Mathematical Methods; Applications of Mathematics; Appl.Mathematics/Computational Methods of Engineering; Genetics and Population Dynamics

Front Matter....Pages i-xlvi
Front Matter....Pages 1-1
On a Structure of the Set of Differential Games Values....Pages 3-23
Existence and Uniqueness of Disturbed Open-Loop Nash Equilibria for Affine-Quadratic Differential Games....Pages 25-39
Fields of Extremals and Sufficient Conditions for a Class of Open-Loop Variational Games....Pages 41-59
Riemann–Liouville, Caputo, and Sequential Fractional Derivatives in Differential Games....Pages 61-81
The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps....Pages 83-110
Discontinuous Value Function in Time-Optimal Differential Games....Pages 111-131
On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane....Pages 133-147
Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces....Pages 149-163
Front Matter....Pages 165-165
Extremal Aiming in Problems with Unknown Level of Dynamic Disturbance....Pages 167-187
A Generalization of the Multi-Stage Search Allocation Game....Pages 189-207
Linear Differential Game with Two Pursuers and One Evader....Pages 209-226
Homicidal Chauffeur Game: History and Modern Studies....Pages 227-251
Collision Avoidance Strategies for a Three-Player Game....Pages 253-271
Front Matter....Pages 273-273
Imitative Behavior in a Two-Population Model....Pages 275-289
ESS, Population Games, Replicator Dynamics: Dynamics and Games if not Dynamic Games....Pages 291-311
A Markov Decision Evolutionary Game for Individual Energy Management....Pages 313-335
Mutual Mate Choice with Multiple Criteria....Pages 337-355
Front Matter....Pages 357-357
The Shapley Value in Cooperative Differential Games with Random Duration....Pages 359-373
Dynamically Consistent Cooperative Solutions in Differential Games with Asynchronous Players’ Horizons....Pages 375-395
Front Matter....Pages 397-397
Measure-Valued Solutions to a Harvesting Game with Several Players....Pages 399-423
Front Matter....Pages 397-397
Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation....Pages 425-445
Binomial Approximations for Barrier Options of Israeli Style....Pages 447-467
A Game of International Climate Policy Solved by a Homogeneous Oracle-Based Method for Variational Inequalities....Pages 469-488
Optimal Stopping of a Risk Process with Disruption and Interest Rates....Pages 489-507
Examples in Dynamic Optimal Taxation....Pages 509-520
On a Discounted Inventory Game....Pages 521-536
Time-Consistent Emission Reduction in a Dynamic Leader-Follower Game....Pages 537-552
Fish Wars with Changing Area for a Fishery....Pages 553-565