Advances in Dynamic Games

by Haurie, Alain; Muto, Shigeo; Petrosjan, Leon A.; Raghavan, T. E. S.

• ISBN13: 9780817645007
• ISBN10: 0817645004
• Format: Hardcover
• Copyright: 2006-06-01
• Publisher: Birkhauser

Summary

The paradigms of dynamic games play an important role in the development of multi-agent models in engineering, economics, and management science. The applicability of their concepts stems from the ability to encompass situations with uncertainty, incomplete information, fluctuating coalition structure, and coupled constraints imposed on the strategies of all the players. This book'”an outgrowth of the 10th International Symposium on Dynamic Games'”presents current developments of the theory of dynamic games and its applications to various domains, in particular energy-environment economics and management sciences.The volume uses dynamic game models of various sorts to approach and solve several problems pertaining to pursuit-evasion, marketing, finance, climate and environmental economics, resource exploitation, as well as auditing and tax evasions. In addition, it includes some chapters on cooperative games, which are increasingly drawing dynamic approaches to their classical solutions. The book is thematically organized into six parts:* zero-sum game theory* pursuit-evasion games* games of coalitions* new interpretations of the interdependence between different members of a social group* original applications to energy-environment economics* management science applicationsThis work will serve as a state-of-the art account of recent advances in dynamic game theory and its applications for researchers, practitioners, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences.

Table of Contents

Preface	ix
Contributors	xvii
Part I Zero-Sum Game Theory
Stochastic Games with Imperfect Monitoring	3	(20)
Dinah Rosenberg, Eilon Solan, and Nicolas Vieille
Level Sweeping of the Value Function in Linear Differential Games	23	(16)
Sergey S. Kumkov and Valerii S. Patsko
Optimal Feedback in a Dynamic Game of Generalized Shortest Path	39	(26)
Vyachestav P. Serov
Part II Pursuit-Evasion Games
New Approach to Improve the Accuracy in Delayed Information Pursuit-Evasion Games	65	(40)
Josef Shinar and Valery Y. Glizer
Game Problems for Systems with Fractional Derivatives of Arbitrary Order	105	(10)
Arkadii A. Chikrii
On Two Problems of Group Pursuit	115	(24)
N.N. Petrov and D.A. Vagin
Part III Games of Coalitions
Cooperative Stochastic Games	139	(8)
Leon A. Petrosjan
The Uniqueness of a Reduced Game in a Characterization of the Core in Terms of Consistency	147	(16)
Yukihiko Funaki and Takehiko Yamato
The Formation of Adaptive Coalitions	163	(16)
Jürgen Scheffran
On Assignment Games	179	(18)
T.E.S. Raghavan and Peter Sudhölter
Part IV New Concepts of Equilibrium
The Folk Theorems in the Framework of Evolution and Cooperation	197	(12)
Alexander Vasin
Stackelberg Problems: Subgame Perfect Equilibria via Tikhonov Regularization	209	(14)
Jacqueline Morgan and Fioravante Patrone
Extended Self, Game, and Conflict Resolution	223	(14)
Noboru Hidano and Shigeo Muto
Part V Applications to Energy/Environment Economics
Game of Timing in Gas Pipeline Projects Competition: Simulation Software and Generalized Equilibrium Solutions	237	(16)
Arkadii Kryazhimskii, Oleg Nikonov, and Yaroslav Minullin
The Effects of Incomplete Information in Stochastic Common-Stock Harvesting Games	253	(40)
Robert McKelvey and Peter V. Golubtsov
A Two-Level Differential Game of International Emissions Trading	293	(16)
Alain Haurie, Francesco Moresino, and Laurent Viguier
A Stochastic Multigeneration Game for Global Climate Change Impact Assessment	309	(26)
Alain Haurie
Part VI Management Science Applications
An Impulsive Differential Game Arising in Finance with Interesting Singularities	335	(30)
Pierre Bernhard, Naïma El Farouq, and Stéphane Thiery
Incentives for Retailer Promotion in a Marketing Channel	365	(14)
Steffen Jørgensen, Sihem Taboubi, and Georges Zaccour
Farsighted Behavior Leads to Efficiency in Duopoly Markets	379	(18)
Akihiro Suzuki and Shigeo Muto
A Stochastic Game Model of Tax Evasion	397
T.E.S. Raghavan