动态博弈的进展及其应用：分析和数值发展成果

English | PDF (True) | 2009 | 456 Pages | ISBN : 081764833X | 7.3 MB

This book presents current advances in the theory of dynamic games and their applications in several disciplines. The selected contributions cover a variety of topics ranging from purely theoretical developments in game theory, to numerical analysis of various dynamic games, and then progressing to applications of dynamic games in economics, finance, and energy supply. Thematically organized into eight parts, the book covers key topics in these main areas: theoretical developments in general dynamic and differential games, pursuit-evasion games, numerical approaches to dynamic and differential games, applications of dynamic games in economics and option pricing, search games, evolutionary games, stopping games, and stochastic games and "large neighborhood" games.

A unified collection of state-of-the-art advances in theoretical and numerical analysis of dynamic games and their applications, the work is suitable for researchers, practitioners, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences.

这本书介绍了动态博弈理论的最新进展及其在几个学科中的应用。选编的文章涵盖了从纯理论上的博弈论发展到各种动态博弈的数值分析，再逐步应用于经济学、金融学和能源供应领域的内容。主题上分为八部分，涵盖了这些主要领域的关键话题：一般动态和微分博弈的理论发展、追逐避险博弈、动态和微分博弈的数值方法、博弈在经济学及期权定价中的应用、搜寻博弈、进化博弈、停止博弈以及随机博弈和“大邻域”博弈。 作为研究者、从业者和应用数学、工程学、经济学以及环境与管理科学领域的研究生的一体化先进理论和数值分析集，这本书非常适合。

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