Differential Games in Economics and Management ScienceCambridge University Press, 2000 M11 16 - 382 páginas A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of linear algebra, ordinary differential equations, mathematical programming and probability theory is necessary. Part One presents the theory of differential games, starting with the basic concepts of game theory and going on to cover control theoretic models, Markovian equilibria with simultaneous play, differential games with hierarchical play, trigger strategy equilibria, differential games with special structures, and stochastic differential games. Part Two offers applications to capital accumulation games, industrial organization and oligopoly games, marketing, resources and environmental economics. |
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Contenido
I | 5 |
II | 5 |
III | 5 |
IV | 7 |
V | 9 |
VII | 13 |
VIII | 21 |
IX | 31 |
XLV | 195 |
XLVI | 196 |
XLVII | 197 |
XLVIII | 201 |
L | 226 |
LI | 236 |
LIII | 241 |
LIV | 243 |
X | 35 |
XI | 37 |
XIII | 41 |
XIV | 46 |
XV | 52 |
XVI | 58 |
XVII | 61 |
XVIII | 74 |
XIX | 79 |
XX | 80 |
XXI | 84 |
XXIII | 92 |
XXIV | 98 |
XXV | 106 |
XXVI | 107 |
XXVII | 109 |
XXIX | 113 |
XXX | 134 |
XXXI | 141 |
XXXII | 142 |
XXXIII | 144 |
XXXIV | 146 |
XXXVI | 153 |
XXXVII | 161 |
XXXVIII | 165 |
XXXIX | 168 |
XLI | 170 |
XLII | 171 |
XLIII | 187 |
XLIV | 194 |
LV | 244 |
LVI | 246 |
LVII | 253 |
LVIII | 257 |
LIX | 260 |
LX | 264 |
LXI | 265 |
LXII | 267 |
LXIV | 273 |
LXV | 278 |
LXVI | 284 |
LXVII | 285 |
LXVIII | 286 |
LXX | 295 |
LXXI | 303 |
LXXII | 308 |
LXXIII | 311 |
LXXIV | 315 |
LXXV | 316 |
LXXVI | 326 |
LXXVII | 331 |
LXXVIII | 338 |
LXXIX | 340 |
LXXX | 341 |
LXXXI | 342 |
LXXXII | 344 |
LXXXIII | 365 |
379 | |
Otras ediciones - Ver todas
Differential Games in Economics and Management Science Engelbert J. Dockner,Steffen Jorgensen,Ngo Van Long,Gerhard Sorger Sin vista previa disponible - 2000 |
Términos y frases comunes
advertising assume assumption brium chapter choose concave consider constant constraints control variables cost costate equations costate variables defined denote depend derive differential equation differential game Dockner dynamic game equilibrium strategies example feasible control path finite firm follower's follows game theory given Hamiltonian HJB equation holds implies infinite horizon initial leader linear quadratic Lipschitz continuous Markov perfect Nash Markovian Nash equilibrium Markovian strategies mode N-tuple Nash equili noncooperative nondegenerate Markovian objective functional obtain oligopoly open-loop Nash equilibrium open-loop strategies optimal control path optimal control problem optimal solution optimal value function output Pareto optimal payoff perfect Nash equilibrium piecewise open-loop player i's profit quadratic differential resource right-hand side satisfied Stackelberg stationary Markovian Nash stochastic strategy profile subgame perfect symmetric system dynamics t₁ tion trajectory transversality condition trigger strategies u²(t utility function vector yields
Referencias a este libro
Cooperative Stochastic Differential Games David W.K. Yeung,Leon A. Petrosjan Sin vista previa disponible - 2005 |
Decision & Control in Management Science: Essays in Honor of Alain Haurie Alain Haurie Vista previa limitada - 2002 |