Differential games in economics and management science

Engelbert J. Dockner ... [et al.]

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.

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  • List of figures
  • List of tables
  • Preface
  • 1. Introduction
  • Part I. Theory: 2. Basic concepts of game theory
  • 3. Control theoretic methods
  • 4. Markovian equilibria with simultaneous play
  • 5. Differential games with hierarchical play
  • 6. Trigger strategy equilibria
  • 7. Differential games with special structures
  • 8. Stochastic differential games
  • Part II. Applications: 9. Capital accumulation games
  • 10. Industrial organization and oligopoly games
  • 11. Differential games in marketing
  • 12. Differential games in resources and environmental economics
  • Answers and hints for exercises
  • Bibliography
  • Index.

「Nielsen BookData」より


書名 Differential games in economics and management science
著作者等 Dockner, Engelbert
Jorgensen Steffen
Long Ngo Van
Sorger Gerhard (Queen Mary and Westfield College University of London)
Dockner Engelbert J.
出版元 Cambridge University Press
刊行年月 2000
ページ数 xii, 382 p.
大きさ 26 cm
ISBN 0521631254
NCID BA49193842
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言語 英語
出版国 イギリス