Differential Games in Economics and Management Science

Engelbert Dockner, Steffen Jorgensen, Ngo Long and Gerhard Sorger

in Cambridge Books from Cambridge University Press

Abstract: A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of linear algebra, ordinary differential equations, mathematical programming and probability theory is necessary. Part One presents the theory of differential games, starting with the basic concepts of game theory and going on to cover control theoretic models, Markovian equilibria with simultaneous play, differential games with hierarchical play, trigger strategy equilibria, differential games with special structures, and stochastic differential games. Part Two offers applications to capital accumulation games, industrial organization and oligopoly games, marketing, resources and environmental economics.

Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (693)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:cbooks:9780521637329

Ordering information: This item can be ordered from
http://www.cambridge ... p?isbn=9780521637329

Access Statistics for this book

More books in Cambridge Books from Cambridge University Press
Bibliographic data for series maintained by Data Services ().