Beruflich Dokumente
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School of Management
OPRE 7346: DIFFERENTIAL GAMES AND APPLICATIONS
Spring 2006
Section 0001: Thursday 2:00 – 4:45 pm in SOM
Required Text:
Objectives: The objectives are to present the main results and techniques to solve
differential games with potential applications in management and economics.
Only deterministic situations will be considered. Since differential games are
extensions of control theory models, a good knowledge of control theory is
necessary. Elements of Functional Analysis will be used to present the basic
results, and Control Theory will be revisited in that spirit. We shall cover in
particular open-loop and closed loop Nash equilibrium , linear quadratic
differential games and Stackelberg differential games.
Evaluation: