Game Theory and Applications (Game Theory and Applications)

[Book Description]

This book brings together papers of well-kwn specialists in game theory and adjacent problems. It presents the basic results in dynamic games, stochastic games, applications of game theoretical methods in ecology and ecomics and methodological aspects of game theory. Special attention was given to problems in dynamic games under partial information and to the development of numerical methods for high-dimensional games (there is an increasing focus on this arena as recent theory is leading to solution methods for problems which were heretofore quite intractable). The interdisciplinary aspects touched upon were related to dynamical systems via replicator dynamics, with probability (measure-valued processes), with statistical mechanics (kinetic equation, n-equilibrium behaviour), with max-plus (or tropical, or idempotent) mathematics. In this volume, we publish the review of Martin Shubik (The Present and Future of Game Theory) and the contributions presenting extending versions of the talks given at the workshop Game Theory for Finance, Social and Biological Sciences , held in Warwick 14-17 April 2010. The conference was exclusively marked by a rare natural event: the eruption of an Icelandic volca Eyjafjallajokull, which blocked the functioning of most of the airlines, turning the way back for many participants to an adventurous enterprise.
 

[Table of Contents]

Preface                                            vii
Chapter 1 A Robust Control Approach to Option      1  (18)
Pricing: The Uniqueness Theorem
          Pierre Bernhard
          Naima El Farouq
Chapter 2 Existence and Uniqueness of Nash         19 (8)
Equilibria in a Simple Lanchester Model of the
Costs of Customer Churn
          Jane M. Binner
          Leslie R. Fletcher and Vassili
          Kolokoltsov
Chapter 3 The Game-Theoretical Model of Service    27 (18)
Selection in Company
          Vladimir M. Bure
          Anna A. Sergeeva
Chapter 4 Numerical Approximation of Nash          45 (14)
Equilibria for a Class of Non-cooperative
Differential Games
          Simone Cacace
          Emiliano Cristiani
          Maurizio Falcone
Chapter 5 Public Goods in Networks: A              59 (22)
Statistical Mechanics Approach
          Luca Dall'Asta
          Paolo Pin
          Abolfazl Ramezanpour
Chapter 6 Network Congestion, Braess Paradox       81 (20)
and Urban Expressway System
          Baomin Dong
Chapter 7 Game-Theoretical Model of Service        101(18)
Quality Choice: Portuguese Mobile Service Market
          Margarita A. Gladkova
          Nikolay A. Zenkevich
          Anna A. Sorokina
Chapter 8 Paul Samuelson's Critique and            119(18)
Equilibrium Concepts in Evolutionary Game Theory
          Reinoud Joosten
Chapter 9 Price Stackelberg Competition and        137(8)
Capacity Constrains
          Ling-peng Meng
          Chuan-feng Han
          Jian-min Wang
Chapter 10 An Inter-group Conflict Model           145(20)
Integrating Perceptions of Threat and Vested
Interest: Extending Rational Choice to
Incorporate Psychological Dynamics
          Glenn Pierce
          Christopher Boulay
          Mikhail Malyutov
Chapter 11 Product Differentiation in the          165(12)
Presence of Social Interactions of Consumers
          Fernando Pigeard de Almeida Prado
Chapter 12 A Class of Differential Games with      177(16)
Random Terminal Time
          Ekaterina V. Shevkoplyas
          Sergey Yu. Kostyunin
Chapter 13 The Present and Future of Game Theory   193(16)
          Martin Shubik
Index                                              209