Differential Games in Economics and Management Science
Differential Games in Economics and Management Science
Steffen Jorgensen, Odense Universitet, Denmark
Ngo Van Long, McGill University, Montréal
Gerhard Sorger, Queen Mary University of London
$76.00
USDThis book is a comprehensive, self-contained survey of the theory and applications of differential games. No prior knowledge of game theory is assumed, although a basic knowledge of linear algebra, ordinary differential equations and mathematical programming is required. This book is designed as a research resource for researchers and scholars as well as a text for advanced undergraduates and first year graduate students. Those in all aspects of economics, as well as in industrial organizations, decision sciences, management science, marketing, operations research and quantitative methods will benefit from this book.
- Comprehensive review of much-used techniques for modelling and analysing economics and management problems
- Requires no previous knowledge of game theory
- Designed for upper-level courses and for researchers
Reviews & endorsements
"The book gives a nice introduction to differential game theory and the associated applications in economics and management science." Matematical Reviews
Product details
No date availableAdobe eBook Reader
9781316042519
0 pages
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9 tables
This ISBN is for an eBook version which is distributed on our behalf by a third party.
Table of Contents
- 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.
