Dynamic noncooperative game theory

Tamer Basar, Geert Jan Olsder9780898714296, 089871429X

Recent interest in biological games and mathematical finance make this classic 1982 text a necessity once again. Unlike other books in the field, this text provides an overview of the analysis of dynamic/differential zero-sum and nonzero-sum games and simultaneously stresses the role of different information patterns. The first edition was fully revised in 1995, adding new topics such as randomized strategies, finite games with integrated decisions, and refinements of Nash equilibrium. Readers can now look forward to even more recent results in this unabridged, revised SIAM Classics edition. Topics covered include static and dynamic noncooperative game theory, with an emphasis on the interplay between dynamic information patterns and structural properties of several different types of equilibria; Nash and Stackelberg solution concepts; multi-act games; Braess paradox; differential games; the relationship between the existence of solutions of Riccati equations and the existence of Nash equilibrium solutions; and infinite-horizon differential games.

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Table of contents :
Dynamic Noncooperative Game Theory……Page 2
ISBN 0-89871429-X……Page 7
Contents……Page 8
Preface to the Classics Edition……Page 12
Preface to the Second Edition……Page 14
1 Introduction and Motivation……Page 18
Part I……Page 32
2 Noncooperative Finite Games: Two-Person Zero-Sum……Page 34
3 Noncooperative Finite Games: N-Person Nonzero-Sum……Page 94
4 Static Noncooperative Infinite Games……Page 178
Part II……Page 230
5 General Formulation ofInfinite Dynamic Games……Page 232
6 Nash and Saddle-Point Equilibria of Infinite Dynamic Games……Page 282
7 Stackelberg Equilibria of Infinite Dynamic Games……Page 382
8 Pursuit-Evasion Games……Page 440
Appendix A Mathematical Review……Page 488
Appendix B Some Notions of Probability Theory……Page 494
Appendix C Fixed Point Theorems……Page 500
Bibliography……Page 502
Corollaries, Definitions, Examples, Lemmas, Propositions, Remarks and Theorems……Page 524
Index……Page 532