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Titlebook: Decision Processes in Economics; Proceedings of the V Gianni Ricci Conference proceedings 1991 Springer-Verlag Berlin Heidelberg 1991 Diffe

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书目名称Decision Processes in Economics
副标题Proceedings of the V
编辑Gianni Ricci
视频video
丛书名称Lecture Notes in Economics and Mathematical Systems
图书封面Titlebook: Decision Processes in Economics; Proceedings of the V Gianni Ricci Conference proceedings 1991 Springer-Verlag Berlin Heidelberg 1991 Diffe
描述This book contains a selection of the papers presented at the symposium on "Decision processes in Economics" which was held in Modena (Italy) on 9-10 October 1989. It coincided with the annual meeting of the italian group on Game Theory; the group is formed by economists, mathematicians, engineers and social scientists. One of the targets of the Meeting, and therefore of the book, is to create an opportunity for having together papers by scientists with an "optimal control" education and papers by theorists on refinement of equilibrium, on repeted games and other topics. These two modes of working on Games are quite different but we think that a unitary approch to Games can be given and this book is an attempt in this direction. Another important and updated issue which is emphisized in the book is the discussion of computation and efficiency of numerical methods in Games. Stochastic differential games are treated in the papers by Basar, Haurie -and Deissemberg. Basar considers a stochastic model of a conflict situation between the monetary policy maker (go­ vernment) and the responding agent (private sector). Because of asymmetry in the (stochastic) information available the Nash
出版日期Conference proceedings 1991
关键词Differential games; Entscheidung (Wirtsch; ); Entscheidungsprozesse; Spiele; Spieltheorie; algorithms; game
版次1
doihttps://doi.org/10.1007/978-3-642-45686-2
isbn_softcover978-3-540-53592-8
isbn_ebook978-3-642-45686-2Series ISSN 0075-8442 Series E-ISSN 2196-9957
issn_series 0075-8442
copyrightSpringer-Verlag Berlin Heidelberg 1991
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Robust Lyapunov Games: The Continuous-Time Case,e games are uncertain in the following sense. None of the players knows exactly the constraints facing it or its opponent. Possibly, even the opponent’s strategies are unknown. However, each player is assumed to know with certainty that the true game lies within a known, bounded class of games. Opti
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Piecewise Deterministic and Piecewise Diffusion Differential Games with Modal Uncertainties,essive random jump times the process is either fully deterministic or is represented as a diffusion process obeying an Ito equation. In the piecewise deterministic case one considers the class of . strategies: Each player uses an open-loop control which can be modified and adapted to the current sta
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Algorithmic Solutions for Extensive Games,g solution in the former case and a weak solution in the latter (the possibility that the algorithm produces no solution at all will also be considered). Such an algorithm is meant to represent a chain of deductions from the basic assumption that each player is rational and rationality is common kno
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Communication Games,f the grand coalition is taken for granted. This of course is not the case in many practical situations where only partial cooperation may be sought by some of the players. In several circumstances this may be due to a lack of communication among several participants. These situations were first con
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Bargaining and Optimal Investments,o take into account the risk associated to each investment. The set of admissible portofolio becomes a two dimensional set and utility function has to be modified introducing risk which, in a rational market, is directly proportional to return. When it is possible to find a line of efficient portfol
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Robust Lyapunov Games: The Continuous-Time Case,’s strategies are unknown. However, each player is assumed to know with certainty that the true game lies within a known, bounded class of games. Optimal and beneficial solutions to the uncertain Lyapunov games are derived, and their basic properties are investigated.
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