Advances in Dynamic Games

Applications to Economics, Finance, Optimization, and Stochastic Control

  • Andrzej S. Nowak
  • Krzysztof Szajowski

Part of the Annals of the International Society of Dynamic Games book series (AISDG, volume 7)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Repeated and Stochastic Games

    1. Front Matter
      Pages 1-1
    2. Ioannis Karatzas, Martin Shubik, William D. Sudderth
      Pages 3-20
    3. Heinz-Uwe Küenle
      Pages 21-38
    4. Piercesare Secchi, William D. Sudderth
      Pages 39-66
    5. Andrzej S. Nowak
      Pages 95-109
  3. Differential Dynamic Games

    1. Front Matter
      Pages 127-127
    2. Jean-Pierre Aubin
      Pages 129-162
    3. Leon A. Petrosjan
      Pages 183-200
  4. Stopping Games

    1. Front Matter
      Pages 201-201
    2. Thomas S. Ferguson
      Pages 203-209
    3. Yuji Yoshida, Masami Yasuda, Masami Kurano, Jun-ichi Nakagami
      Pages 211-221
    4. Elżbieta Z. Ferenstein
      Pages 223-233
    5. Eilon Solan, Nicolas Vieille
      Pages 235-245
    6. David Ramsey, Krzysztof Szajowski
      Pages 271-284
    7. Vladimir V. Mazalov, Anatoliy A. Zabelin
      Pages 295-305
  5. Applications of Dynamic Games to Economics, Finance and Queuing Theory

    1. Front Matter
      Pages 307-307
    2. Eitan Altman
      Pages 309-342
    3. Ekkehard C. Ernst, Bruno Amable, Stefano Palombarini
      Pages 369-390
    4. Alain Haurie, Georges Zaccour
      Pages 417-444
  6. Numerical Methods and Algorithms for Solving Dynamic Games

    1. Front Matter
      Pages 471-471
    2. Tansu Alpcan, Tamer Başar
      Pages 473-498
    3. Rachid El Azouzi, Eitan Altman, Mohammed Abbad
      Pages 499-514
    4. Maurizio Falcone, Paolo Stefani
      Pages 515-544
    5. Andre Costa, Mark Fackrell, Peter G. Taylor
      Pages 599-609
  7. Parrondo’s Games and Related Topics

    1. Front Matter
      Pages 611-611
    2. Andrew Allison, Derek Abbott, Charles Pearce
      Pages 613-633
    3. Gregory P. Harmer, Derek Abbott, Juan M. R. Parrondo
      Pages 635-648
    4. Joseph Ng, Derek Abbott
      Pages 649-665
    5. Adrian P. Flitney, Derek Abbott
      Pages 667-679

About this book


This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a guide to the vitality and growth of the field and its applications. The selected chapters, written by experts in their respective disciplines, are an outgrowth of presentations originally given at the 9th International Symposium of Dynamic Games and Applications. Featured throughout are useful tools for researchers and practitioners who use game theory for modeling in many disciplines.

Major topics covered include:

* repeated and stochastic games

* differential dynamic games

* optimal stopping games

* applications of dynamic games to economics, finance, and queuing theory

* numerical methods and algorithms for solving dynamic games

* Parrondo’s games and related topics

A valuable reference for practitioners and researchers in dynamic game theory, the book and its diverse applications will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.


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Editors and affiliations

  • Andrzej S. Nowak
    • 1
    • 2
  • Krzysztof Szajowski
    • 1
  1. 1.Institute of MathematicsWrocław University of TechnologyWrocławPoland
  2. 2.Faculty of Mathematics, Computer Science, and EconometricsUniversity of Zielona GóraZielona GóraPoland

Bibliographic information

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