Information and the existence of stationary Markovian equilibrium / Ioannis Karatzas, Martin Shubik and William D. Sudderth -- Markov games under a geometric drift condition / Heinz-Uwe Kuenle -- A simple two-person stochastic game with money / Piercesare Secchi and William D. Sudderth -- New approaches and recent advances in two-person zero-sum repeated games / Sylvain Sorin -- Notes on risk-sensitive Nash equilibria / Andrzej S. Nowak -- Continuous convex stochastic games of capital accumulation / Piotr Wiecek -- Dynamic core of fuzzy dynamical cooperative games / Jean-Pierre Aubin -- Normalized overtaking Nash equilibrium for a class of distributed parameter dynamic games / Dean A. Carlson
Summary
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
Notes
Papers based on presentations at the 9th International Symposium on Dynamic Games and Applications held in Adelaide, South Australia in Dec. 2000
