Download or read book Handbook of Dynamic Game Theory written by Tamer Basar and published by . This book was released on 19?? with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Résumé : "This will be a two-part handbook on Dynamic Game Theory and part of the Springer Reference program. Part I will be on the fundamentals and theory of dynamic games. It will serve as a quick reference and a source of detailed exposure to topics in dynamic games for a broad community of researchers, educators, practitioners, and students. Each topic will be covered in 2-3 chapters with one introducing basic theory and the other one or two covering recent advances and/or special topics. Part II will be on applications in fields such as economics, management science, engineering, biology, and the social sciences."
Download or read book Non Zero sum Differential Games written by Moddy Te'eni and published by . This book was released on 1998 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonzero sum Differential Games written by Alan Wilbor Starr and published by . This book was released on 1968 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of differential games is extended to the situation where there are N players and where the game is nonzero-sum, i.e., the players wish to minimize different performance criteria. Dropping the usual zero-sum condition adds several interesting new features. It is no longer obvious what should be demanded of a 'solution, ' and three types of solutions are discussed: the 'Nash equilibrium, ' the 'minimax, ' and the 'noninferior set of strategies.' For one special case, the linear-quadratic game, all three of these solutions can be obtained by solving sets of ordinary matrix differential equations. To illustrate the differences between zero-sum and nonzero-sum games, the results are applied to a nonzero-sum version of a simple pursuit-evasion problem first considered by Ho, Bryson and Baron in 1965. 'Negotiated' solutions are found to exist which give better results for both players than the usual 'saddle-point' solution. To illustrate that the theory may find interesting applications in economic analysis, a problem is outlined involving the dividend policies of firms operating in an imperfectly competitive market. (Author).
Download or read book Nonzero sum Differential Games Concepts and Models written by Alan W. Starr and published by . This book was released on 1969 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: A general class of differential games, where the N players try to minimize different cost criteria by controlling inputs to a single dynamic system, is investigated as an extension of optimal control theory. Dropping the usual zero-sum assumption makes it possible to model a more realistic class of competitive situations where mutual interest is important. The nonzero-sum formulation has several interesting analytic and conceptual features not found in zero-sum differential games. It is no longer obvious what should be demanded of a 'solution, ' and three types of solution concepts are discussed: Nash equilibrium, minimax, and noninferior (or Pareto optimal) strategies. For one special case, the 'linear-quadratic' differential game, all of these solutions can be computed exactly by solving sets of coupled ordinary matrix differential equations. Some simple examples are solved, and series of more difficult but more realistic nonzero-sum differential game situations are presented (but not solved) for models of economic oligopoly, advertising policy, labor-management negotiations, and international trade. (Author).
Download or read book Notes on Zero sum and Nonzero sum Differential Games written by Tamer Başar and published by . This book was released on 1975 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott written by Samuel N Cohen and published by World Scientific. This book was released on 2012-08-10 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
Download or read book On Some Further Properties of Nonzero sum Differential Games written by Alan Wilbor Starr and published by . This book was released on 1968 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general nonzero-sum differential game has N players, each controlling a different set of inputs to a single nonlinear dynamic system and each trying to minimize a different performance criterion. Several interesting new phenomena arise in these general games which are absent in the two best-known special cases (the optimal control problem and the two person zero-sum differential game). This paper considers some of the difficulties which arise in attempting to generalize ideas which are well-known in optimal control theory, such as the 'principle of optimality' and the relation between 'open-loop' and 'closed-loop' controls. Two types of 'solutions' are discussed: the 'Nash equilibrium' and the 'noninferior set.' Some simple multistage discrete (bimatrix) games are used to illustrate phenomena which also arise in the continuous formulation. (Author).
Download or read book Nash Equilibria in Non zero Sum Differential Games with Impulse Control written by Utsav Sadana and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonzero sum Differential Games written by Edward Brice Tennis and published by . This book was released on 1969 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonzero sum Differential Games written by Edward Brice Tennis and published by . This book was released on 1969 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Class of Nonzero sum Differential Games and a Class of Differential Games with Two Pursuers Versus One Evader written by Michael Hugh Foley and published by . This book was released on 1972 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Noncooperative Game Theory written by Tamer Basar and published by SIAM. This book was released on 1999-01-01 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent interest in biological games and mathematical finance make this classic 1982 text a necessity once again. Unlike other books in the field, this text provides an overview of the analysis of dynamic/differential zero-sum and nonzero-sum games and simultaneously stresses the role of different information patterns. The first edition was fully revised in 1995, adding new topics such as randomized strategies, finite games with integrated decisions, and refinements of Nash equilibrium. Readers can now look forward to even more recent results in this unabridged, revised SIAM Classics edition. Topics covered include static and dynamic noncooperative game theory, with an emphasis on the interplay between dynamic information patterns and structural properties of several different types of equilibria; Nash and Stackelberg solution concepts; multi-act games; Braess paradox; differential games; the relationship between the existence of solutions of Riccati equations and the existence of Nash equilibrium solutions; and infinite-horizon differential games.
Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 1999-06 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.
Download or read book Dynamic Noncooperative Game Theory written by Tamer Basar and published by SIAM. This book was released on 1999-01-01 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the analysis of dynamic/differential zero-sum and nonzero-sum games and the role of different information patterns.
Download or read book Nonzero sum Differential Games with Biased Information Patterns and Different Intervals of Play written by Cheng-i Chen and published by . This book was released on 1971 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential games where the sum of payoffs of the players is not equal to zero are called nonzero-sum differential games. In the report the concepts of solutions are widened, the formulations of the problem are generalized and some computational considerations are also given. The concepts of solutions for nonzero-sum differential games depend on the rationality assumed for each player. Some of the solutions that have been considered so far are Nash solutions, noninferior solutions and minimax solutions, each of which has desirable characteristics. A new solution concept based on a policy suggested by von Stackelberg for economic competition is investigated. (Author).
Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.
Download or read book Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems written by Anthony L. Leatham (CAPT, USAF.) and published by . This book was released on 1971 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt:
