Game theory and dynamic programming in alternate games

被引:1
|
作者
Espinosa-Avila E. [1 ]
Longoria P.P. [2 ]
Hernández-Quiroz F. [3 ]
机构
[1] Institute of Applied Mathematics and Systems Research, National University of Mexico (UNAM), Annex Building, Circuito Escolar s/n, Cd. Universitaria, Mexico City
[2] Institute of Applied Mathematics and Systems Research, National University of Mexico (UNAM), Circuito Escolar s/n, Cd. Universitaria, Mexico City
[3] Faculty of Sciences, National University of Mexico (UNAM), Circuito Exterior s/n, Cd. Universitaria, Mexico City
来源
Journal of Dynamics and Games | 2017年 / 4卷 / 03期
关键词
Economics; Game theory; Social and behavioral sciences;
D O I
10.3934/jdg.2017013
中图分类号
学科分类号
摘要
We present an analysis of different classes of alternate games from different perspectives, including game theory, logic, bounded rationality and dynamic programming. In this paper we review some of these approaches providing a methodological framework which combines ideas from all of them, but emphasizing dynamic programming and game theory. In particular we study the relationship between games in discrete and continuous time and state space and how the latter can be understood as the limit of the former. We show how in some cases the Hamilton-Jacobi-Bellman equation for the discrete version of the game leads to a corresponding HJB partial differential equation for the continuous case and how this procedure allow us to obtain useful information about optimal strategies. This analysis yields another way to compute subgame perfect equilibrium. © 2017, American Institute of Mathematical Sciences.
引用
收藏
页码:205 / 216
页数:11
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