Dynamic Noncooperative Game Theory

2. Auflage 1987
ISBN: 978-0-89871-429-6
Verlag: Society for Industrial and Applied Mathematics

Buch, Englisch, Band 23, 535 Seiten, Format (B × H): 152 mm x 228 mm, Gewicht: 718 g

Reihe: Classics in Applied Mathematics

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.

Autoren/Hrsg.

Basar, Tamer

Olsder, Geert Jan

Fachgebiete

• Mathematik | Informatik Mathematik Operations Research Spieltheorie
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

Preface to the classics edition
Preface to the second edition
1. Introduction and motivation
Part I: 2. Noncooperative Finite Games: two-person zero-aum
3. Noncooperative finite games: N-Person nonzero-sum
4. Static noncooperative Infinite Games
Part II: 5. General Formulation of Infinite Dynamic Games
6. Nash and Saddle-Point Equilibria of Infinite Dynamic Games
7. Stackelberg Equilibria of Infinite Dynamic Games
8. Pursuit-Evasion Games
Appendix A: Mathematical Review
Appendix B: Some notions of probability theory
Appendix C: Fixed point theorems
Bibliography
Table: Corollaries, Definitions, Examples, Lemmas, Propositions, remarks and theorems
Index.