【英文原版书】Introduction to Dynamic Games.pdf

An Introduction to Dynamic Games
A. Haurie J. Krawczyk
March 28, 2000
2
Contents
1 Foreword 9
What are Dynamic Games? ....................... 9
Origins of these Lecture Notes ..................... 9
Motivation ............................... 10
I Elements of Classical Game Theory 13
2 Decision Analysis with Many Agents 15
The Basic Concepts of Game Theory .................. 15
Games in Extensive Form ........................ 16
Description of moves, information and randomness ...... 16
Random Perspectives ............... 18
Additional concepts about information ................. 20
and perfect information ............... 20
.......................... 21
Binding agreement ....................... 21
Games in Normal Form ........................ 21
3
4 CONTENTS
Playing games through strategies ................ 21
From the extensive form to the strategic or normal form . . . 22
Mixed and Behavior Strategies ................. 24
3 Solution concepts for noncooperative games 27
introduction ............................... 27
Matrix Games .............................. 28
Saddle-Points .......................... 31
Mixed strategies ........................ 32
Algorithms for putation of Saddle-Points ....... 34
Bimatrix Games ............................. 36
Nash Equilibria ......................... 37
mings of the Nash equilibrium concept ....... 38
Algorithms for putation of Nash Equilibria in Bima-
trix Games ........................... 39
Concave m-Person Games ....................... 44
Existence of Coupled Equilibria ................ 45
Normalized Equilibria ..................... 47
Uniqueness of Equilibrium ................... 48
A numerical technique ..................... 50
A variational inequality formulation ............