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. A valuable reference for researchers and practitioners in dynamic game theory, it covers a broad range of topics and applications, including repeated and stochastic games, differential dynamic games, optimal stopping games, and numerical methods and algorithms for solving dynamic games. The diverse topics included will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.
Preface Contributors Part I. Repeated and Stochastic Games Information and the Existence of Stationary Markovian Equilibrium / Ioannis Karatzas, Martin Shubik, and William D. Sudderth Markov Games under a Geometric Drift Condition / Heinz-Uwe Küenle A Simple Two-Person Stochastic Game with Money / Piercesare Secchi and William D. Sudderth New Approaches and Recent Advances in Two-Person Zero-Sum Repeated Games / Sylvain Sorin Notes on Risk-Sensitive Nash Equilibria / Andrzej S. Nowak Continuous Convex Stochastic Games of Capital Accumulation / Piotr Wieçek Part II. Differential Dynamic Games Dynamical Core of Fuzzy Dynamical Cooperative Games / Jean-Pierre Aubin Normalized Overtaking Nash Equilibrium for a Class of Distributed Parameter Dynamic Games / Dean A. Carlson Cooperative Differential Games / Leon A. Petrosjan Part III. Stopping Games Selection by Committee / Thomas S. Ferguson Stopping Game Problem for Dynamic Fuzzy Systems / Yuji Yoshida, Masami Yasuda, Masami Kurano, and Jun-ichi Nakagami On Randomized Stopping Games / Elzbieta Z. Ferenstein Stopping Games -- Recent Results / Eilon Solan and Nicolas Vieille Dynkin's Games with Randomized Optimal Stopping Rules / Victor Domansky Modified Strategies in a Competitive Best Choice Problem with Random Priority / Zdzislaw Porosinski Bilateral Approach to the Secretary Problem / David Ramsey and Krzysztof Szajowski Optimal Stopping Games where Players have Weighted Privilege / Minoru Sakaguchi Equilibrium in an Arbitration Procedure / Vladimir V. Mazalov and Anatoliy A. Zabelin Part IV. Applications of Dynamic Games to Economics, Finance and Queuing Theory Applications of Dynamic Games in Queues / Eitan Altman Equilibria for Multiclass Routing Problems inMulti-Agent Networks / Eitan Altman and Hisao Kameda Endogenous Shocks and Evolutionary Strategy: Application to a Three-Players Game / Ekkehard C. Ernst, Bruno Amable and Stefano Palombarini Robust Control Approach to Option Pricing, Including Transaction Costs / Pierre Bernhard S-Adapted Equilibria in Games Played over Event Trees: An Overview / Alain Haurie and Georges Zaccour Existence of Nash Equilibria in Endogenous Rent-Seeking Games / Koji Okuguchi A Dynamic Game with Continuum of Players and its Counterpart with Finitely Many Players / Agnieszka Wiszniewska-Matyszkiel Part V. Numerical Methods and Algorithms for Solving Dynamics Games Distributed Algorithms for Nash Equilibria of Flow Control Games / Tansu Alpcan and Tamer Basar A Taylor Series Expansion of H-infinity Control of Perturbed Markov Jump Linear Systems / Rachid El Azouzi, Eitan Altman and Mohammed Abbad Advances in Parallel Algorithms for the Isaacs Equation / Maurizio Falcone and Paolo Stefani Numerical Algorithm for Cross-Coupled Algebraic Riccati Equations of Singularly Perturbed Systems / Hiroaki Mukaidani, Hua Xu and Koichi Mizukami Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game / Shu-Heng Chen, John Duffy and Chia-Hsuan Yeh Part VI. Parrondo's Games and Related Topics State-Space Visualization and Fractal Properties of Parrondo's Games / Andrew Allison, Derek Abbott and Charles Pearce Parrondo's Capital and History-Dependent Games / Gregory P. Harmer, Derek Abbott and Juan M. R. Parrondo Introduction to Quantum Games and a Quantum Parrondo Game / Joseph Ng and Derek Abbott A Semi-quantum Version of the Game of Life / Adrian P. Flitney and Derek Abbott
Show moreThis 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. A valuable reference for researchers and practitioners in dynamic game theory, it covers a broad range of topics and applications, including repeated and stochastic games, differential dynamic games, optimal stopping games, and numerical methods and algorithms for solving dynamic games. The diverse topics included will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.
Preface Contributors Part I. Repeated and Stochastic Games Information and the Existence of Stationary Markovian Equilibrium / Ioannis Karatzas, Martin Shubik, and William D. Sudderth Markov Games under a Geometric Drift Condition / Heinz-Uwe Küenle A Simple Two-Person Stochastic Game with Money / Piercesare Secchi and William D. Sudderth New Approaches and Recent Advances in Two-Person Zero-Sum Repeated Games / Sylvain Sorin Notes on Risk-Sensitive Nash Equilibria / Andrzej S. Nowak Continuous Convex Stochastic Games of Capital Accumulation / Piotr Wieçek Part II. Differential Dynamic Games Dynamical Core of Fuzzy Dynamical Cooperative Games / Jean-Pierre Aubin Normalized Overtaking Nash Equilibrium for a Class of Distributed Parameter Dynamic Games / Dean A. Carlson Cooperative Differential Games / Leon A. Petrosjan Part III. Stopping Games Selection by Committee / Thomas S. Ferguson Stopping Game Problem for Dynamic Fuzzy Systems / Yuji Yoshida, Masami Yasuda, Masami Kurano, and Jun-ichi Nakagami On Randomized Stopping Games / Elzbieta Z. Ferenstein Stopping Games -- Recent Results / Eilon Solan and Nicolas Vieille Dynkin's Games with Randomized Optimal Stopping Rules / Victor Domansky Modified Strategies in a Competitive Best Choice Problem with Random Priority / Zdzislaw Porosinski Bilateral Approach to the Secretary Problem / David Ramsey and Krzysztof Szajowski Optimal Stopping Games where Players have Weighted Privilege / Minoru Sakaguchi Equilibrium in an Arbitration Procedure / Vladimir V. Mazalov and Anatoliy A. Zabelin Part IV. Applications of Dynamic Games to Economics, Finance and Queuing Theory Applications of Dynamic Games in Queues / Eitan Altman Equilibria for Multiclass Routing Problems inMulti-Agent Networks / Eitan Altman and Hisao Kameda Endogenous Shocks and Evolutionary Strategy: Application to a Three-Players Game / Ekkehard C. Ernst, Bruno Amable and Stefano Palombarini Robust Control Approach to Option Pricing, Including Transaction Costs / Pierre Bernhard S-Adapted Equilibria in Games Played over Event Trees: An Overview / Alain Haurie and Georges Zaccour Existence of Nash Equilibria in Endogenous Rent-Seeking Games / Koji Okuguchi A Dynamic Game with Continuum of Players and its Counterpart with Finitely Many Players / Agnieszka Wiszniewska-Matyszkiel Part V. Numerical Methods and Algorithms for Solving Dynamics Games Distributed Algorithms for Nash Equilibria of Flow Control Games / Tansu Alpcan and Tamer Basar A Taylor Series Expansion of H-infinity Control of Perturbed Markov Jump Linear Systems / Rachid El Azouzi, Eitan Altman and Mohammed Abbad Advances in Parallel Algorithms for the Isaacs Equation / Maurizio Falcone and Paolo Stefani Numerical Algorithm for Cross-Coupled Algebraic Riccati Equations of Singularly Perturbed Systems / Hiroaki Mukaidani, Hua Xu and Koichi Mizukami Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game / Shu-Heng Chen, John Duffy and Chia-Hsuan Yeh Part VI. Parrondo's Games and Related Topics State-Space Visualization and Fractal Properties of Parrondo's Games / Andrew Allison, Derek Abbott and Charles Pearce Parrondo's Capital and History-Dependent Games / Gregory P. Harmer, Derek Abbott and Juan M. R. Parrondo Introduction to Quantum Games and a Quantum Parrondo Game / Joseph Ng and Derek Abbott A Semi-quantum Version of the Game of Life / Adrian P. Flitney and Derek Abbott
Show moreRepeated 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 LinearSystems.- 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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