We study continuous time Bertrand oligopolies in which a small number of firms producing similar goods compete with one another by setting prices. We first analyze a static version of this game in order to better understand the strategies played in the dynamic setting. Within the static game, we characterize the Nash equilibrium when there are N players with heterogeneous costs. In the dynamic ...

Stochastic differential games are considered in a non-Markovian setting. Typically, in stochastic differential games the modulating process of the diffusion equation describing the state flow is taken to be Markovian. Then Nash equilibria or other types of solution such as Pareto equilibria are constructed using Hamilton-Jacobi-Bellman (HJB) equations. But in a non-Markovian setting the HJB met...

We investigate a pursuit-evasion differential game of countably many pursuers and one evader. Integral constraints are imposed on control functions of the players. Duration of the game is fixed and the payoff of the game is infimum of the distances between the evader and pursuers when the game is completed. Purpose of the pursuers is to minimize the payoff and that of the evader is to maximize ...

a {em roman dominating function} on a graph $g = (v ,e)$ is a function $f : vlongrightarrow {0, 1, 2}$ satisfying the condition that every vertex $v$ for which $f (v) = 0$ is adjacent to at least one vertex $u$ for which $f (u) = 2$. the {em weight} of a roman dominating function is the value $w(f)=sum_{vin v}f(v)$. the roman domination number of a graph $g$, denoted by $gamma_r(g)$, equals the...