Differential Games In Marketing

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Differential Games in Marketing

Steffen Jørgensen,Georges Zaccour
Differential Games in Marketing Book PDF

Author : Steffen Jørgensen,Georges Zaccour
Publisher : Springer Science & Business Media
Page : 185 pages
File Size : 55,9 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781441989291

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Differential Games in Marketing by Steffen Jørgensen,Georges Zaccour Pdf

Game theory has proven useful to represent and conceptualize problems of conflict and cooperation in a formal way, and to predict the outcome of such situations. Differential games are dynamic games that are particularly designed to study systems where observations and decisions are made in real time. The book conveys to the reader the state of the art of research in marketing applications of differential game theory. This research started about 25 years ago and the literature has now reached an extent and a maturity that makes it natural to take stock. The book deals with differential games in advertising, pricing, and marketing channels, as well as with marketing-production and pricing-advertising interfaces. It provides also a tutorial on main concepts in differential games.

Optimal Control and Differential Games

Georges Zaccour
Optimal Control and Differential Games Book PDF

Author : Georges Zaccour
Publisher : Springer Science & Business Media
Page : 242 pages
File Size : 47,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461510475

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Optimal Control and Differential Games by Georges Zaccour Pdf

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.

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 : 49,5 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 in Industrial Economics

Luca Lambertini
Differential Games in Industrial Economics Book PDF

Author : Luca Lambertini
Publisher : Unknown
Page : 275 pages
File Size : 40,7 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.

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Cheng-ke Zhang,Huai-nian Zhu,Hai-ying Zhou,Ning Bin
Non cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems Book PDF

Author : Cheng-ke Zhang,Huai-nian Zhu,Hai-ying Zhou,Ning Bin
Publisher : Springer
Page : 187 pages
File Size : 51,8 Mb
Release : 2016-09-02
Category : Technology & Engineering
ISBN : 9783319405872

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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems by Cheng-ke Zhang,Huai-nian Zhu,Hai-ying Zhou,Ning Bin Pdf

This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

Stochastic Differential Games. Theory and Applications

Kandethody M. Ramachandran,Chris P. Tsokos
Stochastic Differential Games Theory and Applications Book PDF

Author : Kandethody M. Ramachandran,Chris P. Tsokos
Publisher : Springer Science & Business Media
Page : 253 pages
File Size : 55,9 Mb
Release : 2012-01-05
Category : Mathematics
ISBN : 9789491216473

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Stochastic Differential Games. Theory and Applications by Kandethody M. Ramachandran,Chris P. Tsokos Pdf

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

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 : 45,9 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.

Optimal Control Theory

Suresh P. Sethi
Optimal Control Theory Book PDF

Author : Suresh P. Sethi
Publisher : Springer Nature
Page : 520 pages
File Size : 52,7 Mb
Release : 2022-01-03
Category : Business & Economics
ISBN : 9783030917456

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Optimal Control Theory by Suresh P. Sethi Pdf

This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.

Frontiers of Dynamic Games

Leon A. Petrosyan,Vladimir V. Mazalov,Nikolay A. Zenkevich
Frontiers of Dynamic Games Book PDF

Author : Leon A. Petrosyan,Vladimir V. Mazalov,Nikolay A. Zenkevich
Publisher : Springer Nature
Page : 294 pages
File Size : 49,7 Mb
Release : 2020-10-31
Category : Mathematics
ISBN : 9783030519414

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Frontiers of Dynamic Games by Leon A. Petrosyan,Vladimir V. Mazalov,Nikolay A. Zenkevich Pdf

This book includes papers presented at the ISDG12-GTM2019 International Meeting on Game Theory, as a joint meeting of the 12th International ISDG Workshop and the 13th "International Conference on Game Theory and Management”, held in St. Petersburg in July 2019. The topics cover a wide range of game-theoretic models and include both theory and applications, including applications to management.

Games And Dynamic Games

Haurie Alain,Krawczyk Jacek B,Zaccour Georges
Games And Dynamic Games Book PDF

Author : Haurie Alain,Krawczyk Jacek B,Zaccour Georges
Publisher : World Scientific Publishing Company
Page : 488 pages
File Size : 54,6 Mb
Release : 2012-03-23
Category : Mathematics
ISBN : 9789814401340

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Games And Dynamic Games by Haurie Alain,Krawczyk Jacek B,Zaccour Georges Pdf

Dynamic games arise between players (individuals, firms, countries, animals, etc.) when the strategic interactions among them recur over time and decisions made during one period affect both current and future payoffs. Dynamic games provide conceptually rich paradigms and tools to deal with these situations.This volume provides a uniform approach to game theory and illustrates it with present-day applications to economics and management, including environmental, with the emphasis on dynamic games.At the end of each chapter a case study called game engineering (GE) is provided, to help readers understand how problems of high social priority, such as environmental negotiations, exploitation of common resources, can be modeled as games and how solutions can be engineered.

Analytical Methods for Dynamic Modelers

Hazhir Rahmandad,Rogelio Oliva,Nathaniel D. Osgood
Analytical Methods for Dynamic Modelers Book PDF

Author : Hazhir Rahmandad,Rogelio Oliva,Nathaniel D. Osgood
Publisher : MIT Press
Page : 443 pages
File Size : 43,6 Mb
Release : 2015-11-13
Category : Business & Economics
ISBN : 9780262029490

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Analytical Methods for Dynamic Modelers by Hazhir Rahmandad,Rogelio Oliva,Nathaniel D. Osgood Pdf

A user-friendly introduction to some of the most useful analytical tools for model building, estimation, and analysis, presenting key methods and examples. Simulation modeling is increasingly integrated into research and policy analysis of complex sociotechnical systems in a variety of domains. Model-based analysis and policy design inform a range of applications in fields from economics to engineering to health care. This book offers a hands-on introduction to key analytical methods for dynamic modeling. Bringing together tools and methodologies from fields as diverse as computational statistics, econometrics, and operations research in a single text, the book can be used for graduate-level courses and as a reference for dynamic modelers who want to expand their methodological toolbox. The focus is on quantitative techniques for use by dynamic modelers during model construction and analysis, and the material presented is accessible to readers with a background in college-level calculus and statistics. Each chapter describes a key method, presenting an introduction that emphasizes the basic intuition behind each method, tutorial style examples, references to key literature, and exercises. The chapter authors are all experts in the tools and methods they present. The book covers estimation of model parameters using quantitative data; understanding the links between model structure and its behavior; and decision support and optimization. An online appendix offers computer code for applications, models, and solutions to exercises. Contributors Wenyi An, Edward G. Anderson Jr., Yaman Barlas, Nishesh Chalise, Robert Eberlein, Hamed Ghoddusi, Winfried Grassmann, Peter S. Hovmand, Mohammad S. Jalali, Nitin Joglekar, David Keith, Juxin Liu, Erling Moxnes, Rogelio Oliva, Nathaniel D. Osgood, Hazhir Rahmandad, Raymond Spiteri, John Sterman, Jeroen Struben, Burcu Tan, Karen Yee, Gönenç Yücel

Advances in Dynamic Games

Vlastimil Křivan,Georges Zaccour
Advances in Dynamic Games Book PDF

Author : Vlastimil Křivan,Georges Zaccour
Publisher : Springer Science & Business Media
Page : 350 pages
File Size : 49,9 Mb
Release : 2013-11-23
Category : Mathematics
ISBN : 9783319026909

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Advances in Dynamic Games by Vlastimil Křivan,Georges Zaccour Pdf

This contributed volume focuses on aspects of dynamic game theory including differential games, evolutionary games, and stochastic games. It covers theoretical developments, algorithmic methods, and applications to fields as varied as mathematical biology, environmental management, economics, engineering, guidance and control, and social interaction. It will be of interest to an interdisciplinary audience of researchers, practitioners, and advanced graduate students. Advances in Dynamic Games presents state-of-the-art research that serves 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 15th International Symposium of Dynamic Games and Applications held July 19–22, 2012, in Byšice, Czech Republic.

Game Theoretic Analysis

Leon A Petrosyan,David Wing Kay Yeung
Game Theoretic Analysis Book PDF

Author : Leon A Petrosyan,David Wing Kay Yeung
Publisher : World Scientific
Page : 621 pages
File Size : 53,5 Mb
Release : 2019-10-14
Category : Mathematics
ISBN : 9789811202025

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Game Theoretic Analysis by Leon A Petrosyan,David Wing Kay Yeung Pdf

This is a collection of recent novel contributions in game theory from a group of prominent authors in the field. It covers Non-cooperative Games, Equilibrium Analysis, Cooperative Games and Axiomatic Values in static and dynamic contexts.Part 1: Non-cooperative Games and Equilibrium AnalysisIn game theory, a non-cooperative game is a game with competition between individual players and in which only self-enforcing (e.g. through credible threats) alliances (or competition between groups of players, called 'coalitions') are possible due to the absence of external means to enforce cooperative behavior (e.g. contract law), as opposed to cooperative games. In fact, non-cooperative games are the foundation for the development of cooperative games by acting as the status quo. Non-cooperative games are generally analysed through the framework of equilibrium, which tries to predict players' individual strategies and payoffs. Indeed, equilibrium analysis is the centre of non-cooperative games. This volume on non-cooperative games and equilibrium analysis contains a variety of non-cooperative games and non-cooperative game equilibria from prominent authors in the field.Part 2: Cooperative Games and Axiomatic ValuesIt is well known that non-cooperative behaviours, in general, would not lead to a Pareto optimal outcome. Highly undesirable outcomes (like the prisoner's dilemma) and even devastating results (like the tragedy of the commons) could appear when the involved parties only care about their individual interests in a non-cooperative situation. Cooperative games offer the possibility of obtaining socially optimal and group efficient solutions to decision problems involving strategic actions. In addition, axiomatic values serve as guidance for establishing cooperative solutions. This volume on cooperative games and axiomatic values presents a collection of cooperative games and axiomatic values from prominent authors in the field.

Dynamic Games: Theory and Applications

Alain Haurie,Georges Zaccour
Dynamic Games Theory and Applications Book PDF

Author : Alain Haurie,Georges Zaccour
Publisher : Springer Science & Business Media
Page : 296 pages
File Size : 51,7 Mb
Release : 2005-05-06
Category : Business & Economics
ISBN : 0387246010

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Dynamic Games: Theory and Applications by Alain Haurie,Georges Zaccour Pdf

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.

Games in Management Science

Pierre-Olivier Pineau,Simon Sigué,Sihem Taboubi
Games in Management Science Book PDF

Author : Pierre-Olivier Pineau,Simon Sigué,Sihem Taboubi
Publisher : Springer
Page : 417 pages
File Size : 48,6 Mb
Release : 2019-08-14
Category : Business & Economics
ISBN : 9783030191078

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Games in Management Science by Pierre-Olivier Pineau,Simon Sigué,Sihem Taboubi Pdf

This book covers a large spectrum of cutting-edge game theory applications in management science in which Professor Georges Zaccour has made significant contributions. The book consists of 21 chapters and highlights the latest treatments of game theory in various areas, including marketing, supply chains, energy and environmental management, and cyber defense. With this book, former Ph.D. students and successful research collaborators of Professor Zaccour wish to honor his many scientific achievements.