Differential Games In Economics And Management Science PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Differential Games In Economics And Management Science PDF full book. Access full book title Differential Games In Economics And Management Science.
| Author | : Engelbert Dockner |
| Publisher | : Cambridge University Press |
| Total Pages | : 398 |
| Release | : 2000-11-16 |
| Genre | : Business & Economics |
| ISBN | : 9780521637329 |
Download Differential Games in Economics and Management Science Book in PDF, ePub and Kindle
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.
| Author | : Luca Lambertini |
| Publisher | : Cambridge University Press |
| Total Pages | : 275 |
| Release | : 2018-04-26 |
| Genre | : Business & Economics |
| ISBN | : 1316732630 |
Download Differential Games in Industrial Economics Book in PDF, ePub and Kindle
Game theory has revolutionised our understanding of industrial organisation and the traditional theory of the firm. Despite these advances, industrial economists have tended to rely on a restricted set of tools from game theory, focusing on static and repeated games to analyse firm structure and behaviour. Luca Lambertini, a leading expert on the application of differential game theory to economics, argues that many dynamic phenomena in industrial organisation (such as monopoly, oligopoly, advertising, R&D races) can be better understood and analysed through the use of differential games. After illustrating the basic elements of the theory, Lambertini guides the reader through the main models, spanning from optimal control problems describing the behaviour of a monopolist through to oligopoly games in which firms' strategies include prices, quantities and investments. This approach will be of great value to students and researchers in economics and those interested in advanced applications of game theory.
| Author | : Alain Haurie |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 421 |
| Release | : 2007-04-03 |
| Genre | : Mathematics |
| ISBN | : 0817645012 |
Download Advances in Dynamic Games Book in PDF, ePub and Kindle
This book, an outgrowth of the 10th International Symposium on Dynamic Games, presents current developments of the theory of dynamic games and its applications. The text uses dynamic game models to approach and solve problems pertaining to pursuit-evasion, marketing, finance, climate and environmental economics, resource exploitation, as well as auditing and tax evasions. It includes chapters on cooperative games, which are increasingly drawing dynamic approaches to their classical solutions.
| Author | : Georges Zaccour |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 242 |
| Release | : 2012-12-06 |
| Genre | : Business & Economics |
| ISBN | : 1461510473 |
Download Optimal Control and Differential Games Book in PDF, ePub and Kindle
Optimal control and differential games continue to attract strong interest from researchers interested in dynamical problems and models in management science. This volume explores the application of these methodologies to new as well as to classical decision problems in management sciences and economics. In Part I, optimal control and dynamical systems approaches are used to analyze problems in areas such as monetary policy, pollution control, relationship marketing, drug control, debt financing, and ethical behavior. In Part II differential games are applied to problems such as oligopolistic competition, common resource management, spillovers in foreign direct investments, marketing channels, incentive strategies, and the computation of Markov perfect Nash equilibria. Optimal Control and Differential Games is an excellent reference for researchers and graduate students covering a wide range of emerging and revisited problems in management science.
| Author | : Morton I. Kamien |
| Publisher | : Courier Corporation |
| Total Pages | : 402 |
| Release | : 2013-04-17 |
| Genre | : Mathematics |
| ISBN | : 0486310280 |
Download Dynamic Optimization, Second Edition Book in PDF, ePub and Kindle
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
| Author | : Suresh P. Sethi |
| Publisher | : Taylor & Francis US |
| Total Pages | : 536 |
| Release | : 2006 |
| Genre | : Business & Economics |
| ISBN | : 9780387280929 |
Download Optimal Control Theory Book in PDF, ePub and Kindle
Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction. Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book contains new results that were not available when the first edition was published, as well as an expansion of the material on stochastic optimal control theory.
| Author | : Jacob Engwerda |
| Publisher | : John Wiley & Sons |
| Total Pages | : 514 |
| Release | : 2005-06-17 |
| Genre | : Business & Economics |
| ISBN | : 9780470015247 |
Download LQ Dynamic Optimization and Differential Games Book in PDF, ePub and Kindle
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
| Author | : Pierre Cardaliaguet |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 421 |
| Release | : 2012-09-13 |
| Genre | : Mathematics |
| ISBN | : 0817683550 |
Download Advances in Dynamic Games Book in PDF, ePub and Kindle
This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. Its contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 14th International Symposium of Dynamic Games and Applications held in Banff. Advances in Dynamic Games covers a variety of topics, ranging from evolutionary games, theoretical developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as mathematical biology, environmental management, finance and economics, engineering, guidance and control, and social interaction. Featured throughout are valuable tools and resources for researchers, practitioners, and graduate students interested in dynamic games and their applications to mathematics, engineering, economics, and management science.
| Author | : Ngo Van Long |
| Publisher | : World Scientific |
| Total Pages | : 290 |
| Release | : 2010-09-23 |
| Genre | : Mathematics |
| ISBN | : 981446595X |
Download A Survey Of Dynamic Games In Economics Book in PDF, ePub and Kindle
This book provides readers with a comprehensive survey of models of dynamic games in economics, including an extensive coverage of numerous fields of applications. It will also discuss and explain main concepts and techniques used in dynamic games, and inform readers of its major developments while equipping them with tools and ideas that will aid in the formulation of solutions for problems. A Survey of Dynamic Games in Economics will interest those who wish to study more about the conceptions, approaches and models that are applied in the domain of dynamic games.
| Author | : Alain Haurie |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 296 |
| Release | : 2005-05-06 |
| Genre | : Business & Economics |
| ISBN | : 9780387246017 |
Download Dynamic Games: Theory and Applications Book in PDF, ePub and Kindle
Dynamic games continue to attract strong interest from researchers interested in modelling competitive as well as conflict situations exhibiting an intertemporel aspect. Applications of dynamic games have proven to be a suitable methodology to study the behaviour of players (decision-makers) and to predict the outcome of such situations in many areas including engineering, economics, management science, military, biology and political science. Dynamic Games: Theory and Applications collects thirteen articles written by established researchers. It is an excellent reference for researchers and graduate students covering a wide range of emerging and revisited problems in both cooperative and non-cooperative games in different areas of applications, especially in economics and management science.
