Advances in Dynamic Games: Applications to Economics, by Alain Haurie, Shigeo Muto, Leon A. Petrosjan, T. E. S.

By Alain Haurie, Shigeo Muto, Leon A. Petrosjan, T. E. S. Raghavan

This ebook, an outgrowth of the tenth overseas Symposium on Dynamic video games, provides present advancements of the idea of dynamic video games and its purposes. The textual content makes use of dynamic video game versions to method and resolve difficulties concerning pursuit-evasion, advertising, finance, weather and environmental economics, source exploitation, in addition to auditing and tax evasions. It comprises chapters on cooperative video games, that are more and more drawing dynamic methods to their classical suggestions.

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Extra resources for Advances in Dynamic Games: Applications to Economics, Management Science, Engineering, and Environmental Management (Annals of the International Society of Dynamic Games)

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25, 23–35, 2000. [25] Rubinstein A. , Repeated insurance contracts and moral hazard, J. Econ. , 30, 74–97, 1983. , Stochastic games, Proc. Nat. Acad. Sci. , 39, 1095– 1100, 1953. , Big Match with lack of information on one side (Part 1), Internat. J. , 13, 201–255, 1984. , Big Match with lack of information on one side (Part 2), Internat. J. , 14, 173–204, 1985. , Supergames, in Game Theory and Applications (Columbus, OH, 1987), 46–63, Econom. Theory Econometrics Math. , Academic Press, San Diego, CA, 1990.

4) The sequence of the continuous functions gi is nonincreasing. With that lim gi = conv g. The sequence of the continuous functions fi is nonincreasing and is bounded from below by the function conv f . Thus, this sequence has a pointwise limit f˜. The sequence of convex functions hi converges pointwise to ˜ = f˜ − conv g. Hence, the function f˜ = h ˜ + conv g is convex. a convex function h ˜ ˜ Let us prove that f = conv f . One has that f (x) = f (x) (conv f )(x) when x ∈ S. For any x ∈ R2 \S an index i 1 exists such that x ∈ Ci , and, therefore, f˜(x) = fi (x) = conv f Ci i−1 (x) = conv Ci f (x) (conv f )(x).

Solan, and N. Vieille change from stage to stage, but is observed by both players. A recent exception is the paper by Renault [20], in which the state s follows a Markov chain, that is, the evolution of s is unaffected by action choices, and is observed only by one player. In this framework, Renault proves the existence of the value. This paper assumes that actions are observed. J. E. Stearns, Repeated Games with Incomplete Information, MIT Press, Cambridge, MA, 1995. J. , Long-term competition—a game-theoretic analysis, in Essays in Game Theory (Stony Brook, NY, 1992), 1–15, Springer, New York, 1994.

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