Stochastic Differential Games. Theory and Applications

Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers to analyze this subject with mathematical rigor. From the ground-breakin...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Ramachandran, Kandethody M. (Autor), Tsokos, Chris P. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Paris : Atlantis Press : Imprint: Atlantis Press, 2012.
Edición:1st ed. 2012.
Colección:Atlantis Studies in Probability and Statistics, 2
Temas:
Mathematics.
Probabilities.
Econometrics.
Operations research.
Probability Theory.
Applications of Mathematics.
Quantitative Economics.
Operations Research and Decision Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Introduction, Survey and Background Material
  • Stochastic Linear Pursuit-Evasion Game
  • Two Person Zero-Sum Differential Games-General Case
  • Formal Solutions for Some Classes of Stochastic Linear Pursuit
  • N-Person Noncooperative Differential Games
  • Weak Convergence in Two Player Stochastic Differential Games
  • Weak Convergence in Many Player Games
  • Some Numerical Methods
  • Applications to Finance.

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