Differential Games in Economics and Management Science

by Engelbert J. Dockner, Steffen Jorgensen, Ngo Van Long, Gerhard Sorger

Overview

This 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.

Product Details

ISBN-13:	9780521637329
Publisher:	Cambridge University Press
Publication date:	11/16/2000
Edition description:	New Edition
Pages:	396
Product dimensions:	6.57(w) x 9.65(h) x 0.91(d)

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.

Editorial Reviews

"The book gives a nice introduction to differential game theory and the associated applications in economics and management science." Matematical Reviews

From the Publisher