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

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.


Markov agents algorithm algorithms fuzzy fuzzy system game theory layers linear optimization model modeling numerical methods optimization programming visualization

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

  • DOI
  • Copyright Information Birkhäuser Boston 2005
  • Publisher Name Birkhäuser Boston
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-8176-4362-1
  • Online ISBN 978-0-8176-4429-1
  • About this book