Product Description: This volume is a collection of contributions to the subject of multicriteria decision making and differential games, all of which are based wholly or in part on papers that have appeared in the Journal of Optimization Theory and Applications...read more

Product Description: Differential games theory is the most appropriate discipline for the modelling and analysis of real life conflict problems.The theory of differential games is here treated with an emphasis on the construction of solutions to actual problems with singular surfaces...read more

Product Description: Optimal control and differential games continue to attract strong interest from researchers interested in dynamical problems and models in management science. This volume explores the application of these methodologies to new as well as to classical decision problems in management sciences and economics...read more

Product Description: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method...read more

Product Description: This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games...read more

Traces the development of modern pursuit theory, from its classical analytical beginnings to the present day, and provides challenging puzzles with solutions, anecdotes, and entertaining facts, in a first comprehensive history of a fascinating area of mathematics.

Product Description: This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. The selected contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 13th International Symposium of Dynamic Games and Applications held in Wrocław...read more

Product Description: The authors study singular perturbations of optimal stochastic control problems and differential games arising in the dimension reduction of system with multiple time scales. They analyze the uniform convergence of the value functions via the associated Hamilton-Jacobi-Bellman-Isaacs equations, in the framework of viscosity solutions...read more

Product Description: This presentation of systematic methods for winning differential games of pursuit and evasion explores the procedures' scope and applications. Numerous helpful examples illustrate basic and advanced concepts, including capture, strategy, and algebraic theory...read more

Product Description: This volume lays the mathematical foundations for the theory of differential games, developing a rigorous mathematical framework with existence theorems. It begins with a precise definition of a differential game and advances to considerations of games of fixed duration, games of pursuit and evasion, the computation of saddle points, games of survival, and games with restricted phase coordinates...read more

Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.

Product Description: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems...read more

Product Description: A major step in differential games is determining an explicit form of the strategies of players who follow a certain optimality principle. To do this, the associated modification of Bellman dynamic programming problems has to be solved; for some differential games this could be Lyapunov functions whose "arsenal" has been supplied by stability theory...read more

Product Description: This book is a comprehensive, self-contained survey of the theory and applications of differential games. No prior knowledge of game theory is assumed, although a basic knowledge of linear algebra, ordinary differential equations and mathematical programming is required...read more (view table of contents, read Amazon.com's description)

Product Description: 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...read more

Product Description: In some domains of mechanics, physics and control theory boundary value problems arise for nonlinear first order PDEs. A well-known classical result states a sufficiency condition for local existence and uniqueness of twice differentiable solution...read more (view table of contents, read Amazon.com's description)

Product Description: This book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games, as it developed after the beginning of the 1980s with the pioneering work of M...read more (view table of contents, read Amazon.com's description)

Product Description: This work is devoted to the investigation and solution of differential games with a vector-valued pay-off function. Slater-, Pareto- and Geoffrion-optimal strategies are defined for such a game, and their positive and negative properties are examined...read more