Differential Games

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Applied Differential Games

A. Mehlmann
Applied Differential Games Book PDF

Author : A. Mehlmann
Publisher : Springer Science & Business Media
Page : 218 pages
File Size : 44,9 Mb
Release : 1988-06-30
Category : Business & Economics
ISBN : 0306428970

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Applied Differential Games by A. Mehlmann Pdf

This book grew out of a set of lecture notes for a one semester course on dynamic game theory held at the University of Technology, Vienna. It is intended primarily at the graduate level for students in operations research, management science, applied mathematics, and eco nomics. I hope that I have been able to give the reader an accessible introduction to the subject of nonzero-sum dif ferential games with particular emphasis on applications. It would be irrational to try to re ach total com prehensiveness in a single volume. Therefore, I have resisted the temptation to "over-cannibalize" previous textbooks and monographs on the subject. It has rather been my desire to cover material that (I think) is impor tant and interesting, but gets left out of these publications. Writing a book is quite a game. In the beginning -before c10sing the binding agreement* with Plenum-I believed this to be a fi·nite horizon game. Time, however, * Key words will be explained in the text. 7 PREFACE 8 was a merciless arbiter. I am grateful to the Senior Editor, Dr. Ken Derharn, for allowing manuscript delivery to become a (restricted) free terminal time problem. Most of all, I thank my wife Grace for offering me the needed spiritual support, and my two-year-old daughter Sabrina for ignoring the paradoxical situation that there are games which prevent Dad from playing with her.

Differential Games

Avner Friedman
Differential Games Book PDF

Author : Avner Friedman
Publisher : Courier Corporation
Page : 372 pages
File Size : 41,7 Mb
Release : 2013-06-06
Category : Mathematics
ISBN : 9780486153278

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Differential Games by Avner Friedman Pdf

Graduate-level text surveys games of fixed duration, games of pursuit and evasion, the computation of saddle points, games of survival, games with restricted phase coordinates, and N-person games. 1971 edition.

Differential Games in Economics and Management Science

Engelbert Dockner
Differential Games in Economics and Management Science Book PDF

Author : Engelbert Dockner
Publisher : Cambridge University Press
Page : 398 pages
File Size : 40,5 Mb
Release : 2000-11-16
Category : Business & Economics
ISBN : 0521637325

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Differential Games in Economics and Management Science by Engelbert Dockner Pdf

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.

Differential Games

Rufus Isaacs
Differential Games Book PDF

Author : Rufus Isaacs
Publisher : Courier Corporation
Page : 416 pages
File Size : 43,5 Mb
Release : 2012-04-26
Category : Mathematics
ISBN : 9780486135984

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Differential Games by Rufus Isaacs Pdf

Definitive work draws on game theory, calculus of variations, and control theory to solve an array of problems: military, pursuit and evasion, athletic contests, many more. Detailed examples, formal calculations. 1965 edition.

LQ Dynamic Optimization and Differential Games

Jacob Engwerda
LQ Dynamic Optimization and Differential Games Book PDF

Author : Jacob Engwerda
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 48,8 Mb
Release : 2005-06-17
Category : Business & Economics
ISBN : 0470015241

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LQ Dynamic Optimization and Differential Games by Jacob Engwerda Pdf

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.

Stochastic and Differential Games

Martino Bardi,T.E.S. Raghavan,T. Parthasarathy
Stochastic and Differential Games Book PDF

Author : Martino Bardi,T.E.S. Raghavan,T. Parthasarathy
Publisher : Springer Science & Business Media
Page : 388 pages
File Size : 44,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461215929

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Stochastic and Differential Games by Martino Bardi,T.E.S. Raghavan,T. Parthasarathy Pdf

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.

Differential Games in Industrial Economics

Luca Lambertini
Differential Games in Industrial Economics Book PDF

Author : Luca Lambertini
Publisher : Unknown
Page : 275 pages
File Size : 53,6 Mb
Release : 2018-04-26
Category : Business & Economics
ISBN : 9781107164680

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Differential Games in Industrial Economics by Luca Lambertini Pdf

A comprehensive and self-contained exposition of the applications of optimal control and differential game theory to industrial organisation and trade.

Cooperative Stochastic Differential Games

David W.K. Yeung,Leon A. Petrosjan
Cooperative Stochastic Differential Games Book PDF

Author : David W.K. Yeung,Leon A. Petrosjan
Publisher : Springer Science & Business Media
Page : 253 pages
File Size : 53,5 Mb
Release : 2006-05-11
Category : Business & Economics
ISBN : 9780387276229

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Cooperative Stochastic Differential Games by David W.K. Yeung,Leon A. Petrosjan Pdf

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Pursuit-Evasion Differential Games

Y. Yavin,M. Pachter
Pursuit Evasion Differential Games Book PDF

Author : Y. Yavin,M. Pachter
Publisher : Elsevier
Page : 351 pages
File Size : 52,5 Mb
Release : 2014-06-28
Category : Mathematics
ISBN : 9781483295930

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Pursuit-Evasion Differential Games by Y. Yavin,M. Pachter Pdf

Twenty papers are devoted to the treatment of a wide spectrum of problems in the theory and applications of dynamic games with the emphasis on pursuit-evasion differential games. The problem of capturability is thoroughly investigated, also the problem of noise-corrupted (state) measurements. Attention is given to aerial combat problems and their attendant modelling issues, such as variable speed of the combatants, the three-dimensionality of physical space, and the combat problem, i.e. problems related to 'role determination'.

Differential Games: A Concise Introduction

Jiongmin Yong
Differential Games A Concise Introduction Book PDF

Author : Jiongmin Yong
Publisher : World Scientific
Page : 336 pages
File Size : 40,6 Mb
Release : 2014-12-05
Category : Mathematics
ISBN : 9789814596244

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Differential Games: A Concise Introduction by Jiongmin Yong Pdf

This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-person differential games is concisely presented, including evasion and pursuit problems, zero-sum problems and LQ differential games.The book is intended to be self-contained, assuming that the readers have basic knowledge of calculus, linear algebra, and elementary ordinary differential equations. The readership of the book could be junior/senior undergraduate and graduate students with majors related to applied mathematics, who are interested in differential games. Researchers in some other related areas, such as engineering, social science, etc. will also find the book useful.

Dynamic Optimization and Differential Games

Terry L. Friesz
Dynamic Optimization and Differential Games Book PDF

Author : Terry L. Friesz
Publisher : Springer Science & Business Media
Page : 509 pages
File Size : 55,5 Mb
Release : 2010-08-20
Category : Business & Economics
ISBN : 9780387727783

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Dynamic Optimization and Differential Games by Terry L. Friesz Pdf

This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

Rene Carmona
Lectures on BSDEs Stochastic Control and Stochastic Differential Games with Financial Applications Book PDF

Author : Rene Carmona
Publisher : SIAM
Page : 265 pages
File Size : 52,6 Mb
Release : 2016-02-18
Category : Mathematics
ISBN : 9781611974249

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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications by Rene Carmona Pdf

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM?s Financial Mathematics book series and is based on the author?s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean?Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.

Stability, Control and Differential Games

Alexander Tarasyev,Vyacheslav Maksimov,Tatiana Filippova
Stability Control and Differential Games Book PDF

Author : Alexander Tarasyev,Vyacheslav Maksimov,Tatiana Filippova
Publisher : Springer Nature
Page : 380 pages
File Size : 42,9 Mb
Release : 2020-05-29
Category : Technology & Engineering
ISBN : 9783030428310

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Stability, Control and Differential Games by Alexander Tarasyev,Vyacheslav Maksimov,Tatiana Filippova Pdf

This book presents the proceedings of the International Conference “Stability, Control, Differential Games” (SCDG2019, September 16 – 20, 2019, Yekaterinburg, Russia), organized by the Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences. Discussing the latest advances in the theory of optimal control, stability theory and differential games, it also demonstrates the application of new techniques and numerical algorithms to solve problems in robotics, mechatronics, power and energy systems, economics and ecology. Further, the book includes fundamental results in control theory, stability theory and differential games presented at the conference, as well as a number of chapters focusing on novel approaches in solving important applied problems in control and optimization. Lastly, it evaluates recent major accomplishments, and forecasts developments in various up-and-coming areas, such as hybrid systems, model predictive control, Hamilton–Jacobi equations and advanced estimation algorithms.

Differential Games and Applications

Tamer S. Basar,Pierre Bernhard
Differential Games and Applications Book PDF

Author : Tamer S. Basar,Pierre Bernhard
Publisher : Springer
Page : 205 pages
File Size : 49,9 Mb
Release : 2014-03-12
Category : Technology & Engineering
ISBN : 3662168669

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Differential Games and Applications by Tamer S. Basar,Pierre Bernhard Pdf

This volume contains fifteen articles on the topic of differential and dynamic games, focusing on both theory and applications. It covers a variety of areas and presents recent developments on topics of current interest. It should be useful to researchers in differential and dynamic games, systems and control, operations research and mathematical economics.

Differential Games

Avner Friedman
Differential Games Book PDF

Author : Avner Friedman
Publisher : Courier Corporation
Page : 372 pages
File Size : 51,6 Mb
Release : 2006-05-12
Category : Mathematics
ISBN : 9780486449951

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Differential Games by Avner Friedman Pdf

This volume lays the mathematical foundations for the theory of differential games, developing a rigorous mathematical framework with existence theorems. It begins with a precise definition of a differential game and advances to considerations of games of fixed duration, games of pursuit and evasion, the computation of saddle points, games of survival, and games with restricted phase coordinates. Final chapters cover selected topics (including capturability and games with delayed information) and N-person games. Geared toward graduate students, Differential Games will be of particular interest to professionals in the fields of electrical engineering, industrial engineering, economics, and mathematics. Although intended primarily for self-study, it can be used as a core or ancillary text in courses in differential games, game theory, and control theory.