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

Andrzej S. Nowak and Krzysztof Szajowski
Publisher: 
Birkäuser
Publication Date: 
2005
Number of Pages: 
679
Format: 
Hardcover
Series: 
Annals of the International Society of Dynamic Games 7
Price: 
169.00
ISBN: 
0-8176-4362-1
Category: 
Monograph
We do not plan to review this book.
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 Kuenle * 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 Wiecek * 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 in Multi-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


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