Advances in Dynamic Games : Applications to Economics, Finance, Optimization, and Stochastic Control
A.S. Nowak
Bok Engelsk 2005 · Electronic books.
| Annen tittel | |
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| Utgitt | Boston : Birkhäuser , c2005
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| Omfang | 1 online resource (692 p.)
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| Opplysninger | Description based upon print version of record.. - CONTENTS; Preface; Contributors; Part I 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-SumRepeated Games; Notes on Risk-Sensitive Nash Equilibria; Continuous Convex Stochastic Games of Capital Accumulation; Part II Differential Dynamic Games; Dynamic Core of Fuzzy Dynamical Cooperative Games; Normalized Overtaking Nash Equilibrium for a Class of DistributedParameter Dynamic Games. - A Taylor Series Expansion for H ∞ Control of Perturbed Markov JumpLinear SystemsAdvances in Parallel Algorithms for the Isaacs Equation; Numerical Algorithm for Solving Cross-Coupled Algebraic RiccatiEquations of Singularly Perturbed Systems; Equilibrium Selection via Adaptation: Using Genetic Programming toModel Learning in a Coordination Game; Two Issues Surrounding Parrondo's Paradox; Part VI Parrondo'a Games and Related Topics; State-Space Visualization and Fractal Properties of Parrondo's Games; Parrondo's Capital and History-Dependent Games. - Cooperative Differential GamesPart III 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 withRandom Priority; Bilateral Approach to the Secretary Problem; Optimal Stopping Games where Players have Weighted Privilege; Equilibrium in an Arbitration Procedure; Part IV Applications of Dynamic Games to Economics, Finance and Queuing Theory; Applications of Dynamic Games in Queues. - Equilibria for Multiclass Routing Problems in Multi-Agent NetworksEndogenous Shocks and Evolutionary Strategy: Application to aThree-Players Game; Robust Control Approach to Option Pricing, Including TransactionCosts; 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; Part V Numerical Methods and Algorithms for Solving Dynamic Games; Distributed Algorithms for Nash Equilibria ofFlow Control Games. - Introduction to Quantum Games and a Quantum Parrondo GameA Semi-quantum Version of the Game of Life. - 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 originally given at the 9th International Symposium of Dynamic Games and Applications. Featured throughout are useful tools for researchers and practitioners who use game theory for modeling in many disciplines. Major topics covered include: repeated and stochastic games; differential dynamic games; optimal
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 0817643621
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