Advances in dynamic games: Applications to economics, finance, optimization

Front Matter....Pages 1-1
Information and the Existence of Stationary Markovian Equilibrium....Pages 3-20
Markov Games under a Geometric Drift Condition....Pages 21-38
A Simple Two-Person Stochastic Game with Money....Pages 39-66
New Approaches and Recent Advances in Two-Person Zero-Sum Repeated Games....Pages 67-93
Notes on Risk-Sensitive Nash Equilibria....Pages 95-109
Continuous Convex Stochastic Games of Capital Accumulation....Pages 111-125
Front Matter....Pages 127-127
Dynamic Core of Fuzzy Dynamical Cooperative Games....Pages 129-162
Normalized Overtaking Nash Equilibrium for a Class of Distributed Parameter Dynamic Games....Pages 163-182
Cooperative Differential Games....Pages 183-200
Front Matter....Pages 201-201
Selection by Committee....Pages 203-209
Stopping Game Problem for Dynamic Fuzzy Systems....Pages 211-221
On Randomized Stopping Games....Pages 223-233
Stopping Games — Recent Results....Pages 235-245
Dynkin’s Games with Randomized Optimal Stopping Rules....Pages 247-262
Modified Strategies in a Competitive Best Choice Problem with Random Priority....Pages 263-270
Bilateral Approach to the Secretary Problem....Pages 271-284
Optimal Stopping Games where Players have Weighted Privilege....Pages 285-294
Equilibrium in an Arbitration Procedure....Pages 295-305
Front Matter....Pages 307-307
Applications of Dynamic Games in Queues....Pages 309-342
Equilibria for Multiclass Routing Problems in Multi-Agent Networks....Pages 343-367
Front Matter....Pages 307-307
Endogenous Shocks and Evolutionary Strategy: Application to a Three-Players Game....Pages 369-390
Robust Control Approach to Option Pricing, Including Transaction Costs....Pages 391-416
 S -Adapted Equilibria in Games Played over Event Trees: An Overview....Pages 417-444
Existence of Nash Equilibria in Endogenous Rent-Seeking Games....Pages 445-453
A Dynamic Game with Continuum of Players and its Counterpart with Finitely Many Players....Pages 455-469
Front Matter....Pages 471-471
Distributed Algorithms for Nash Equilibria of Flow Control Games....Pages 473-498
A Taylor Series Expansion for H ∞ Control of Perturbed Markov Jump Linear Systems....Pages 499-514
Advances in Parallel Algorithms for the Isaacs Equation....Pages 515-544
Numerical Algorithm for Solving Cross-Coupled Algebraic Riccati Equations of Singularly Perturbed Systems....Pages 545-570
Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game....Pages 571-598
Two Issues Surrounding Parrondo’s Paradox....Pages 599-609
Front Matter....Pages 611-611
State-Space Visualization and Fractal Properties of Parrondo’s Games....Pages 613-633
Parrondo’s Capital and History-Dependent Games....Pages 635-648
Introduction to Quantum Games and a Quantum Parrondo Game....Pages 649-665
A Semi-quantum Version of the Game of Life....Pages 667-679