Advances in Dynamic Games: Theory, Applications, and Numerical Methods for Differential and Stochastic Games (Annals of the International Society of Dynamic Games Book 11)

"This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. The selected contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 13th International Symposium of Dynamic Games and Applications held in Wrocław. The book covers a variety of topics, ranging from theoretical developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as environmental management, finance and economics, engineering, guidance and control, and social interaction. The book is thematically organized into five parts: * Theoretical developments in differential and dynamic games; * Pursuit-evasion and guidance games; * Evolutionary games; * Stability and time consistency in cooperative games; * Applications and numerical approaches in environmental and renewable resource management, finance, insurance and economics, supply chains, and telecommunications. Featured throughout are useful tools and valuable resources for researchers, practitioners, and graduate students interested in dynamic games and their applications in applied mathematics, engineering, economics, and management science. Also included in the volume is a special tribute to Arik Melikyan, honoring his memory and the many contributions he made to the field of dynamic games."--Publisher description Front Matter....Pages i-xlvi Front Matter....Pages 1-1 On a Structure of the Set of Differential Games Values....Pages 3-23 Existence and Uniqueness of Disturbed Open-Loop Nash Equilibria for Affine-Quadratic Differential Games....Pages 25-39 Fields of Extremals and Sufficient Conditions for a Class of Open-Loop Variational Games....Pages 41-59 Riemann–Liouville, Caputo, and Sequential Fractional Derivatives in Differential Games....Pages 61-81 The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps....Pages 83-110 Discontinuous Value Function in Time-Optimal Differential Games....Pages 111-131 On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane....Pages 133-147 Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces....Pages 149-163 Front Matter....Pages 165-165 Extremal Aiming in Problems with Unknown Level of Dynamic Disturbance....Pages 167-187 A Generalization of the Multi-Stage Search Allocation Game....Pages 189-207 Linear Differential Game with Two Pursuers and One Evader....Pages 209-226 Homicidal Chauffeur Game: History and Modern Studies....Pages 227-251 Collision Avoidance Strategies for a Three-Player Game....Pages 253-271 Front Matter....Pages 273-273 Imitative Behavior in a Two-Population Model....Pages 275-289 ESS, Population Games, Replicator Dynamics: Dynamics and Games if not Dynamic Games....Pages 291-311 A Markov Decision Evolutionary Game for Individual Energy Management....Pages 313-335 Mutual Mate Choice with Multiple Criteria....Pages 337-355 Front Matter....Pages 357-357 The Shapley Value in Cooperative Differential Games with Random Duration....Pages 359-373 Dynamically Consistent Cooperative Solutions in Differential Games with Asynchronous Players’ Horizons....Pages 375-395 Front Matter....Pages 397-397 Measure-Valued Solutions to a Harvesting Game with Several Players....Pages 399-423 Front Matter....Pages 397-397 Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation....Pages 425-445 Binomial Approximations for Barrier Options of Israeli Style....Pages 447-467 A Game of International Climate Policy Solved by a Homogeneous Oracle-Based Method for Variational Inequalities....Pages 469-488 Optimal Stopping of a Risk Process with Disruption and Interest Rates....Pages 489-507 Examples in Dynamic Optimal Taxation....Pages 509-520 On a Discounted Inventory Game....Pages 521-536 Time-Consistent Emission Reduction in a Dynamic Leader-Follower Game....Pages 537-552 Fish Wars with Changing Area for a Fishery....Pages 553-565 This self-contained book—an outgrowth of the 13th International Symposium on Dynamic Games—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 progresses to applications of dynamic games to communication and transportation networks, economics, finance, management science, environmental science, biology, and social science. The book covers key topics in these main areas: * dynamic games and applications * repeated games * stochastic games * learning and adaptive games * mechanism design * evolutionary games * cooperative equilibria * h-infinity control and robust controller designs * theory of optimal control and dynamic games * numerical methods and computer implementation of game-theoretic models * dynamic bargaining * pursuit-evasion games * Dynkin's game and its application * search, encounter, and inspection 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 the environmental, life, social, and management sciences. This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. The selected contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 13th International Symposium of Dynamic Games and Applications held in WrocACaw. The book covers a variety of topics, ranging from theoretical developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as