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arXiv 1409.5225math.OC
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离散时间动态非合作对策理论

Discrete-Time Dynamic Noncooperative Game Theory

Philipp Hungerländer

摘要:

动态非合作对策理论是一个数学和经济学领域,目前正在进行大量的研究,在经济学和管理科学的许多不同领域,如资本积累和投资,R&D和技术创新,宏观经济学,微观经济学,市场营销中的定价和广告决策,自然资源开采,污染控制等,都有大量的应用。本学位论文的目的是纠正一些结果的离散时间仿射二次动态博弈的预先指定的固定持续时间与开环和反馈信息模式,并给出更短,更方便的证明,一些结果已经在文献中陈述。此外,我们提出了一些扩展的开环和反馈Stackelberg平衡解的离散时间仿射二次动态游戏的预先指定的固定持续时间,关于追随者的数量,结构的成本和状态函数和算法解体的可能性。

英文摘要:

Dynamic noncooperative game theory is a field of mathematics and economics in which a lot of research is being carried out at present featuring a great number of applications in many different areas of economics and management science like capital accumulation and investments, R&D and technological innovations, macroeconomics, microeconomics, pricing and advertising decisions in marketing, natural resource extraction, pollution control. The aim of this diploma thesis is to correct some results for discrete-time affine-quadratic dynamic games of prespecified fixed duration with open-loop and feedback information patterns and to give shorter and more convenient proofs for some results already stated in the literature. Additionally we present some extensions for the open-loop and feedback Stackelberg equilibrium solutions of discrete-time affine-quadratic dynamic games of prespecified fixed duration, concerning the number of followers, the structure of the cost und state functions and the possibility of an algorithmic disintegration.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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