Differential Games in Economics and Management Science

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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.

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Editorial Reviews

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

  • ISBN-13: 9780521637329
  • Publisher: Cambridge University Press
  • Publication date: 12/1/2000
  • Edition description: New Edition
  • Pages: 396
  • Product dimensions: 6.85 (w) x 9.72 (h) x 0.83 (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.

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