Advances in Dynamic Games and Their Applications: Analytical and Numerical Developments by Pierre Bernhard, Vladimir Gaitsgory, Odile PourtallierEnglish | PDF (True) | 2009 | 456 Pages | ISBN : 081764833X | 7.3 MB
This book presents current advances in the theory of dynamic games and their applications in several disciplines. The selected contributions cover a variety of topics ranging from purely theoretical developments in game theory, to numerical analysis of various dynamic games, and then progressing to applications of dynamic games in economics, finance, and energy supply. Thematically organized into eight parts, the book covers key topics in these main areas: theoretical developments in general dynamic and differential games, pursuit-evasion games, numerical approaches to dynamic and differential games, applications of dynamic games in economics and option pricing, search games, evolutionary games, stopping games, and stochastic games and "large neighborhood" games.