Advances in Dynamic Game Theory (eBook)

Numerical Methods, Algorithms, and Applications to Ecology and Economics

Steffen Jorgensen, Marc Quincampoix, Thomas L. Vincent (Herausgeber)

eBook Download: PDF

2007 | 2007
XXII, 718 Seiten
Birkhäuser Boston (Verlag)
978-0-8176-4553-3 (ISBN)

Infos

This collection of selected contributions gives an account of recent developments in dynamic game theory and its applications, covering both theoretical advances and new applications of dynamic games in such areas as pursuit-evasion games, ecology, and economics. Written by experts in their respective disciplines, the chapters include stochastic and differential games; dynamic games and their applications in various areas, such as ecology and economics; pursuit-evasion games; and evolutionary game theory and applications.

The work will serve as a state-of-the art account of recent advances in dynamic game theory and its applications for researchers, practitioners, and advanced students in applied mathematics, mathematical finance, and engineering.

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The theory of dynamic games continues to evolve, and one purpose of this volume is to report a number of recent theoretical advances in the ?eld, which are covered in Parts I, II and IV. Another aim of this work is to present some new applications of dynamic games in various areas, including pursuit-evasion games (Part III), ecology (Part IV), and economics (Part V). The volume concludes with a number of contributions in the ?eld of numerical methods and algorithms in dynamic games (Part VI). With a single exception, the contributions of this volume are outgrowths of talks that were presented at the Eleventh International Symposium on Dynamic Games and Applications, held in Tucson, Arizona, USA, in December 2004, and organized by the International Society of Dynamic Games. The symposium was co-sponsored by the University of Arizona, College of Engineering and Aerospace and Mechanical Engineering, as well as GERAD, Montreal, Canada, and the ISDG Organizing Society. The volume contains thirty-?ve chapters that have been peer-reviewed according to the standards of international journals in game theory and applications. Part I deals with the theory of dynamic games and contains six chapters. Cardaliaguet, Quincampoix, and Saint-Pierre provide a survey of the state-- the-art of the use of viability theory in the formulation and analysis of differential games, in particular zero-sum games. An important result of viability theory is that many zero-sum differential games can be formulated as viability problems.

Inhalt

Contents 6
Preface 10
Contributors 18
PART I Dynamic Game Theory 24
Differential Games Through Viability Theory: Old and Recent Results 25
Differential Games with Impulse Control 58
On the Instability of the Feedback Equilibrium Payoff in a Nonzero-Sum Differential Game on the Line 77
Constructing Robust Control in Differential Games: Application to Aircraft Control During Landing 88
Games, Incompetence, and Training 112
StackelbergWell-Posedness and Hierarchical Potential Games 130
PART II Stochastic Differential Games 148
Ergodic Problems in Differential Games 149
Subgame Consistent Solutions for a Class of Cooperative Stochastic Differential Games with Nontransferable Payoffs 171
PART III Pursuit-Evasion Games 189
Geometry of Pursuit-Evasion Games on Two-Dimensional Manifolds 190
Solution of a Linear Pursuit-Evasion Game with Variable Structure and Uncertain Dynamics 212
Pursuit-Evasion Games with Impulsive Dynamics 240
Approaching Coalitions of Evaders on the Average 265
PART IV Evolutionary Game Theory and Applications 285
Adaptive Dynamics Based on Ecological Stability 286
Adaptive Dynamics, Resource Conversion Efficiency, and Species Diversity 302
Evolutionarily Stable Relative Abundance Distributions 319
Foraging Under Competition: Evolutionarily Stable Patch-Leaving Strategies with Random Arrival Times. 1. Scramble Competition 341
Foraging Under Competition: Evolutionarily Stable Patch-Leaving Strategies with Random Arrival Times 2. Interference Competition 363
Evolution of Corn Oil Sensitivity in the Flour Beetle 380
The Evolution of Gut Modulation and Diet Specialization as a Consumer-Resource Game 390
PART V Applications of Dynamic Games to Economics 404
Time-Consistent FairWater Sharing Agreements 405
A Hybrid Noncooperative Game Model for Wireless Communications 423
Incentive-Based Pricing for Network Games with Complete and Incomplete Information 442
Incentive Stackelberg Strategies for a Dynamic Game on Terrorism 470
Capital Accumulation, Mergers, and the Ramsey Golden Rule 498
Economic Growth and Process Spillovers with Step-by-Step Innovation 517
Supplier-Manufacturer Collaboration on New Product Development 537
A Differential Game of a Dual Distribution Channel 556
Design Imitation in the Fashion Industry 578
Formulating and Solving Service Network Pricing and Resource Allocation Games as Differential Variational Inequalities 596
PART VI Numerical Methods and Algorithms in Dynamic Games 624
Numerical Methods for Stochastic Differential Games: The Ergodic Cost Criterion 625
Gradient Transformation Trajectory Following Algorithms for Determining Stationary Min-Max Saddle Points 646
Singular Perturbation Trajectory Following Algorithms for Min-Max Differential Games 665
Min-Max Guidance Law Integration 685
Agent-Based Simulation of the N-Person Chicken Game 701
The Optimal Trajectory in the Partial-Cooperative Game 710

Produkt-Details

• Erscheint lt. Verlag: 15.11.2007
• Reihe/Serie: Annals of the International Society of Dynamic Games
• Reihe/Serie: Annals of the International Society of Dynamic Games
• Zusatzinfo: XXII, 718 p. 190 illus.
• Verlagsort: Boston
• Sprache: englisch
• Themenwelt: Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Themenwelt: Wirtschaft ► Allgemeines / Lexika
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre
• Schlagworte: algorithm • algorithms • Communication • Game Theory • linear optimization • Model • Numerical Methods • Quantitative Finance • Simulation • stability • Transformation
• ISBN-10: 0-8176-4553-5 / 0817645535
• ISBN-13: 978-0-8176-4553-3 / 9780817645533