Ebook: 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 originally given at the 9^th 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 stopping games

* applications of dynamic games to economics, finance, and queuing theory

* numerical methods and algorithms for solving dynamic games

* Parrondo’s games and related topics

A valuable reference for practitioners and researchers in dynamic game theory, the book and its diverse applications will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.

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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 9^th 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 stopping games

* applications of dynamic games to economics, finance, and queuing theory

* numerical methods and algorithms for solving dynamic games

* Parrondo’s games and related topics

A valuable reference for practitioners and researchers in dynamic game theory, the book and its diverse applications will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.

---

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 9^th 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 stopping games

* applications of dynamic games to economics, finance, and queuing theory

* numerical methods and algorithms for solving dynamic games

* Parrondo’s games and related topics

A valuable reference for practitioners and researchers in dynamic game theory, the book and its diverse applications will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.

Content:
Front Matter....Pages i-xv
Front Matter....Pages 1-1
Information and the Existence of Stationary Markovian Equilibrium....Pages 3-20
Markov Games under a Geometric Drift Condition....Pages 21-38
A Simple Two-Person Stochastic Game with Money....Pages 39-66
New Approaches and Recent Advances in Two-Person Zero-Sum Repeated Games....Pages 67-93
Notes on Risk-Sensitive Nash Equilibria....Pages 95-109
Continuous Convex Stochastic Games of Capital Accumulation....Pages 111-125
Front Matter....Pages 127-127
Dynamic Core of Fuzzy Dynamical Cooperative Games....Pages 129-162
Normalized Overtaking Nash Equilibrium for a Class of Distributed Parameter Dynamic Games....Pages 163-182
Cooperative Differential Games....Pages 183-200
Front Matter....Pages 201-201
Selection by Committee....Pages 203-209
Stopping Game Problem for Dynamic Fuzzy Systems....Pages 211-221
On Randomized Stopping Games....Pages 223-233
Stopping Games — Recent Results....Pages 235-245
Dynkin’s Games with Randomized Optimal Stopping Rules....Pages 247-262
Modified Strategies in a Competitive Best Choice Problem with Random Priority....Pages 263-270
Bilateral Approach to the Secretary Problem....Pages 271-284
Optimal Stopping Games where Players have Weighted Privilege....Pages 285-294
Equilibrium in an Arbitration Procedure....Pages 295-305
Front Matter....Pages 307-307
Applications of Dynamic Games in Queues....Pages 309-342
Equilibria for Multiclass Routing Problems in Multi-Agent Networks....Pages 343-367
Front Matter....Pages 307-307
Endogenous Shocks and Evolutionary Strategy: Application to a Three-Players Game....Pages 369-390
Robust Control Approach to Option Pricing, Including Transaction Costs....Pages 391-416
Existence of Nash Equilibria in Endogenous Rent-Seeking Games....Pages 417-444
A Dynamic Game with Continuum of Players and its Counterpart with Finitely Many Players....Pages 445-453
Front Matter....Pages 455-469
Distributed Algorithms for Nash Equilibria of Flow Control Games....Pages 471-471
Advances in Parallel Algorithms for the Isaacs Equation....Pages 473-498
Numerical Algorithm for Solving Cross-Coupled Algebraic Riccati Equations of Singularly Perturbed Systems....Pages 499-514
Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game....Pages 515-544
Two Issues Surrounding Parrondo’s Paradox....Pages 545-570
Front Matter....Pages 571-598
State-Space Visualization and Fractal Properties of Parrondo’s Games....Pages 599-609
Parrondo’s Capital and History-Dependent Games....Pages 611-611
Introduction to Quantum Games and a Quantum Parrondo Game....Pages 613-633
A Semi-quantum Version of the Game of Life....Pages 635-648
....Pages 649-665