Discrete-Time Dynamic Noncooperative Game Theory

Abstract

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.