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[下载]Advances in Dynamic Games Applications to Economics, Finance,Optimization, and Stoc
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Advances in Dynamic Games Applications to Economics, Finance,Optimization, and Stochastic Control

Authors: Andrzej S. Nowak and Krzysztof Szajowski

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关键词：Optimization Applications Application Economics Economic Finance Economics Applications Optimization Advances

Advances in Dynamic Games:高级动态博弈论

简评:这本书包括了最新的动态博弈论的内容,包括重复博弈(repeated games)、随机博弈(stochastic games)、 微分动态博弈(differential dynamic games)和停时博弈（ stopping games， 也称为Dynkin’s games），以及动态博弈论在经济、金融的应用，最后给出了动态博弈的算法、数值解，以及Parrondo’s games。

Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . ix
Contributors . . . . . . . . . . . . . . . . . . . . . . xi
Part I Repeated and Stochastic Games
Information and the Existence of Stationary Markovian Equilibrium 3
Ioannis Karatzas, Martin Shubik and William D. Sudderth
Markov Games under a Geometric Drift Condition . . . . . . . 21
Heinz-Uwe K¨uenle
A Simple Two-Person Stochastic Game with Money . . . . . . 39
Piercesare Secchi and William D. Sudderth
New Approaches and Recent Advances in Two-Person Zero-Sum
Repeated Games . . . . . . . . . . . . . . . . . . . . 67
Sylvain Sorin
Notes on Risk-Sensitive Nash Equilibria . . . . . . . . . . . 95
Andrzej S. Nowak
Continuous Convex Stochastic Games of Capital Accumulation . . 111
Piotr Wi
 ecek
Part II Differential Dynamic Games
Dynamic Core of Fuzzy Dynamical Cooperative Games . . . . . 129
Jean-Pierre Aubin
Normalized Overtaking Nash Equilibrium for a Class of Distributed
Parameter Dynamic Games . . . . . . . . . . . . . . . . 163
Dean A. Carlson
Cooperative Differential Games . . . . . . . . . . . . . . 183
Leon A. Petrosjan

Part III Stopping Games
Selection by Committee . . . . . . . . . . . . . . . . . 203
Thomas S. Ferguson
Stopping Game Problem for Dynamic Fuzzy Systems . . . . . 211
Yuji Yoshida, Masami Yasuda, Masami Kurano and Jun-ichi Nakagami
On Randomized Stopping Games . . . . . . . . . . . . . . 223
El˙zbieta Z. Ferenstein
Stopping Games – Recent Results . . . . . . . . . . . . . 235
Eilon Solan and Nicolas Vieille
Dynkin’s Games with Randomized Optimal Stopping Rules . . . 247
Victor Domansky
Modified Strategies in a Competitive Best Choice Problem with
Random Priority . . . . . . . . . . . . . . . . . . . . 263
Zdzisław Porosi ´nski
Bilateral Approach to the Secretary Problem . . . . . . . . . 271
David Ramsey and Krzysztof Szajowski
Optimal Stopping Games where Players have Weighted Privilege . 285
Minoru Sakaguchi
Equilibrium in an Arbitration Procedure . . . . . . . . . . . 295
Vladimir V. Mazalov and Anatoliy A. Zabelin
Part IV Applications of Dynamic Games to Economics,
Finance and Queuing Theory
Applications of Dynamic Games in Queues . . . . . . . . . . 309
Eitan Altman
Equilibria for Multiclass Routing Problems in Multi-Agent Networks 343
Eitan Altman and Hisao Kameda
Endogenous Shocks and Evolutionary Strategy: Application to a
Three-Players Game . . . . . . . . . . . . . . . . . . . 369
Ekkehard C. Ernst, Bruno Amable and Stefano Palombarini
Robust Control Approach to Option Pricing, Including Transaction
Costs . . . . . . . . . . . . . . . . . . . . . . . . . 391
Pierre Bernhard
S-Adapted Equilibria in Games Played over Event Trees: An Overview 417
Alain Haurie and Georges Zaccour
Existence of Nash Equilibria in Endogenous Rent-Seeking Games 445
Koji Okuguchi
A Dynamic Game with Continuum of Players and its Counterpart with
Finitely Many Players . . . . . . . . . . . . . . . . . . 455
Agnieszka Wiszniewska-Matyszkiel
Part V Numerical Methods and Algorithms for Solving
Dynamic Games
Distributed Algorithms for Nash Equilibria of Flow Control Games 473
Tansu Alpcan and Tamer Bas¸ar
A Taylor Series Expansion for H∞ Control of Perturbed Markov Jump
Linear Systems . . . . . . . . . . . . . . . . . . . . . 499
Rachid El Azouzi, Eitan Altman and Mohammed Abbad
Advances in Parallel Algorithms for the Isaacs Equation . . . . 515
Maurizio Falcone and Paolo Stefani
Numerical Algorithm for Solving Cross-Coupled Algebraic Riccati
Equations of Singularly Perturbed Systems . . . . . . . . . . 545
Hiroaki Mukaidani, Hua Xu and Koichi Mizukami
Equilibrium Selection via Adaptation: Using Genetic Programming to
Model Learning in a Coordination Game . . . . . . . . . . . 571
Shu-Heng Chen, John Duffy and Chia-Hsuan Yeh
Two Issues Surrounding Parrondo’s Paradox . . . . . . . . . 599
Andre Costa, Mark Fackrell and Peter G. Taylor
Part VI Parrondo’s Games and Related Topics
State-Space Visualization and Fractal Properties of Parrondo’s Games 613
Andrew Allison, Derek Abbott and Charles Pearce
Parrondo’s Capital and History-Dependent Games . . . . . . . 635
Gregory P. Harmer, Derek Abbott and Juan M. R. Parrondo
Introduction to Quantum Games and a Quantum Parrondo Game . 649
Joseph Ng and Derek Abbott
A Semi-quantum Version of the Game of Life . . . . . . . . . 667
Adrian P. Flitney and Derek Abbott

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