Advances in Dynamic Games and Applications
Tamer Basar and Alain Haurie, Editors
ISBN 0-8176-3691-9 (for North America)
ISBN 3-7643-3691-9
This is Volume 1 of the Series: Annals of the International
Society of Dynamic Games
The Preface and the Table of Contents of this volume can be found below.
Preface
Recent years have witnessed a surge of activity in the field
of dynamic games, in both theory and applications.
Theoretical as well as practical problems in
zero-sum and nonzero-sum games,
continuous time differential games and discrete time
multistage games, and deterministic and stochastic games are
currently being investigated by researchers in diverse disciplines, such as
engineering, mathematics, biology, economics, management
science, and political science. This surge of interest has led to
the formation of the International
Society of Dynamic Games (ISDG) in 1990, whose primary goal is
to foster the development of advanced research and
applications in the field of game theory. One important
activity of the Society is to organize biannually
an international symposium which aims at bringing
together all those who contribute to the development of
this active field of applied science. In 1992 the
symposium was organized in Grimentz, Switzerland,
under the supervision of an international scientific
committee and with the help of a local organizing
committee based at University of Geneva. This book, which is the first
volume in the new Series, Annals of Dynamic Games (see the
Foreword
to the Series), is
based on presentations made at this symposium.
It is however more than a book of proceedings for a
conference. Every paper published in this volume has
passed through a very selective refereeing process, as in an archival
technical journal. Hence this first volume of the
Annals of Dynamic Games is a quality publication that
presents a timely account of the
state of the art in this field.
The papers which have been included in this volume
attest to the vitality and diversity of ongoing
research in dynamic games and applications. The reader will find
here important
contributions in the following five areas which also constitute
the groups according to which the twenty-three papers
have been organized :
- Robust control design and H-infinity theory. This
is an important recent achievement of zero-sum game
theory, which has provided a unifying framework as well as
a computational tools for the design of robust
controllers for systems with uncertain inputs. Papers addressing recent
developments on this major application of zero-sum dynamic game theory
can be found in Part I of the volume, as chapters 2-4, following a general
survey paper on the theory of zero-sum differential games.
- Pursuit-evasion games and numerical schemes.
Following the seminal work of Kushner, the
numerical analysis techniques which have been
successfully implemented in the stochastic control
framework are currently extended to the case of
zero-sum differential games, particularly for the viscosity
solution of the Isaacs' equation. Chapters 5 and 6
present two such discretization
schemes in the context of pursuit-evasion games. The next two chapters
discuss the characterization of singular surfaces in some
special classes of differential games.
- Numerical solutions of discrete time games, based
on mathematical programming techniques. Renewing with
the early tradition in game theory where mathematical
programming techniques were closely related to the
development of the game concept (e.g. linear programming and
saddle points of matrix games, or complementarity
algorithms and equilibria in matrix games), the
computation of Nash or Stackelberg equilibria is now
performed for large-scale models through the use of a
new family of mathematical programming algorithms. Some recent
developments in this area are discussed in chapters 9, 10 and 11.
- Sequential and Markov games. This formalism offers a
fundamental paradigm as well as a numerical framework.
Both in the field of engineering and economics new
models, based on a sequential game formalism, are
proposed as a representation of total or partial conflict situations.
Four such papers are included in part IV of this volume, as
chapters 12-15.
- Applications in ecology, environmental
management, and biology.
These
sciences are now benefiting from a variety of models
based on game theoretic concepts, as can be seen from the papers comprising
the fifth part of this volume, as chapters 16-23.
We would like to take this opportunity to thank
the
associate editors of this volume, for their efficient and expeditious
handling of the review process;
the reviewers for responding with
diligence to our request for assistance in this evaluation
process;
and the authors for their fine contributions
to this first volume of the Annals.
Tamer Basar ----------- Alain Haurie
Urbana, Illinois, USA ----- Geneva, Switzerland
April 12, 1993 -------------- April 12, 1993
Table of Contents
Preface ..... (p. vii)
Part I. Zero-sum differential games:
Theory, and applications in worst-case controller design
-
A Theory of Differential Games
Leonard D. Berkovitz ..... (p. 3)
-
H-infinity Optimal Control of Singularly Perturbed Systems with
Sampled-State Measurements
Zigang Pan, Tamer Basar ..... (p. 23)
- New Results on Nonlinear H-infinity Control Via Measurement
Feedback
Alberto Isidori ..... (p. 56)
- Reentry Trajectory Optimization under Atmospheric Uncertainty
as a Differential Game
Michael H. Breitner, H. Josef Pesch ..... (p. 70)
Part II. Zero-sum differential games:
Pursuit-evasion games and numerical schemes
- Fully Discrete Schemes for the Value Function of Pursuit-Evasion
Games
Martino Bardi, Maurizio Falcone, P. Soravia ..... (p. 89)
- Zero Sum Differential Games with Stopping Times:
Some Results about its Numerical Resolution
Mabel M. Tidball, Roberto L.V. Gonzalez ..... (p. 106)
- Singular Paths in Differential Games with Simple Motion
Arik A. Melikyan ..... (p. 125)
- The Circular Wall Pursuit
Joseph Lewin ..... (p. 136)
Part III. Mathematical programing techniques
-
Decomposition of Multi-Player Linear Programs
Richard Loulou, Gilles Savard, Denis Lavigne ..... (p. 149)
- Convergent Stepsizes for Constrained Min-Max Algorithms
Berc Rustem ..... (p. 168)
- Algorithms for the Solution of a Large-Scale Single-Controller
Stochastic Game
Michèle Breton, Saeb El Hachem ..... (p. 195)
Part IV. Stochastic games: Sequential and Markov games
- Stochastic Games with Average Cost Constraints
Nahum Shimkin ..... (p. 219)
- Stationary Equilibria for Nonzero-Sum Average Payoff
Ergodic Stochastic Games with General State Space
Andrzej S. Nowak ..... (p. 231)
- Overtaking Equilibria for Switching Regulator and Tracking Games
Dean Carlson, Alain Haurie, Arie Leizarowitz ..... (p. 247)
- Monotonicity of Optimal Policies in a Zero Sum Game:
A Flow Control Model
Eitan Altman ..... (p. 269)
Part V. Applications
-
Capital Accumulation Subject to Pollution Control:
A Differential Game with a Feedback Nash Equilibrium
David W.K. Yeung, Michael Tow Cheung ..... (p. 289)
- Coastal States and Distant Water Fleets Under Extended Jurisdiction:
The Search for Optimal Incentive Schemes
Gordon R. Munro ..... (p. 301)
- Stabilizing Management and Structural Development of Open-Access
Fisheries
Mikael Hildèn, Veijo Kaitala, George Leitmann ..... (p. 318)
- The Non-Uniqueness of Markovian Strategy Equilibrium:
The Case of Continuous Time Models for Non-Renewable Resources
S. Clemhout, Henry Y. Wan, Jr. ..... (p. 339)
- An Evolutionary Game Theory for Differential Equation Models
with Reference to Ecosystem Management
Thomas L. Vincent ..... (p. 356)
- On Barter Contracts in Electricity Exchange
Jukka Ruusunen ..... (p. 375)
- Dynamic Antidisenfranchisementarianism
Lee Papayanopoulos ..... (p. 386)
- Learning by Doing and Technology Sharing in Asymmetric
Duopolies
Maria Luisa Petit, Boleslaw Tolwinski ..... (p. 395)