Non Cooperative Stochastic Differential Game Theory Of Generalized Markov Jump Linear Systems
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Non Cooperative Stochastic Differential Game Theory Of Generalized Markov Jump Linear Systems
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Author : Cheng-ke Zhang
language : en
Publisher: Springer
Release Date : 2016-09-02
Non Cooperative Stochastic Differential Game Theory Of Generalized Markov Jump Linear Systems written by Cheng-ke Zhang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-02 with Technology & Engineering categories.
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
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Author : 朱怀念
language : zh-CN
Publisher: 社会科学文献出版社
Release Date : 2019-01-01
written by 朱怀念 and has been published by 社会科学文献出版社 this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-01 with Mathematics categories.
該書以工程和經濟金融領域中廣泛使用的時滯隨機系統為研究對象，利用動態優化理論中的隨機最大值原理和動態規劃等方法，系統研究時滯隨機系統的微分博弈問題，得到了博弈系統的鞍點均衡策略、納什均衡策略、Stackelberg均衡策略及Pareto均衡策略的存在條件和顯式表達，並將所得結果應用于現代魯棒控制理論中的隨機H2/H∞控制以及數理金融中的投資與消費選擇問題，豐富了博弈論的相關研究。
Advances In Materials Sciences Energy Technology And Environmental Engineering
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Author : Aragona Patty
language : en
Publisher: CRC Press
Release Date : 2017-01-20
Advances In Materials Sciences Energy Technology And Environmental Engineering written by Aragona Patty and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-20 with Science categories.
The 2016 International Conference on Materials Science, Energy Technology and Environmental Engineering (MSETEE 2016) took place May 28-29, 2016 in Zhuhai City, China. MSETEE 2016 brought together academics and industrial experts in the field of materials science, energy technology and environmental engineering. The primary goal of the conference was to promote research and developmental activities in these research areas and to promote scientific information interchange between researchers, developers, engineers, students, and practitioners working around the world. The conference will be held every year serving as platform for researchers to share views and experience in materials science, energy technology and environmental engineering and related areas.
Icm Millennium Lectures On Games
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Author : Leon A. Petrosjan
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Icm Millennium Lectures On Games written by Leon A. Petrosjan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
Since the first Congress in Zürich in 1897, the ICM has been an eagerly awaited event every four years. Many of these occasions are celebrated for historie developments and seminal contributions to mathematics. 2002 marks the year of the 24th ICM, the first of the new millennium. Also historie is the first ICM Satellite Conference devoted to game theory and applications. It is one of those rare occasions, in which masters of the field are able to meet under congenial surroundings to talk and share their gathered wisdom. As is usually the case in ICM meetings, participants of the ICM Satellite Conference on Game Theory and Applications (Qingdao, August 2(02) hailed from the four corners of the world. In addition to presentations of high qual ity research, the program also included twelve invited plenary sessions with distinguished speakers. This volume, which gathers together selected papers read at the conference, is divided into four sections: (I) Foundations, Concepts, and Structure. (II) Equilibrium Properties. (III) Applications to the Natural and Social Sciences. (IV) Computational Aspects of Games.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2004
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
Handbook Of Dynamic Game Theory
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Author : Tamer Basar
language : en
Publisher:
Release Date : 19??
Handbook Of Dynamic Game Theory written by Tamer Basar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 19?? with Differential games categories.
Résumé : "This will be a two-part handbook on Dynamic Game Theory and part of the Springer Reference program. Part I will be on the fundamentals and theory of dynamic games. It will serve as a quick reference and a source of detailed exposure to topics in dynamic games for a broad community of researchers, educators, practitioners, and students. Each topic will be covered in 2-3 chapters with one introducing basic theory and the other one or two covering recent advances and/or special topics. Part II will be on applications in fields such as economics, management science, engineering, biology, and the social sciences."
Current Index To Statistics Applications Methods And Theory
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Author :
language : en
Publisher:
Release Date : 1999
Current Index To Statistics Applications Methods And Theory written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematical statistics categories.
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Encyclopaedia Of Mathematics
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Author : Michiel Hazewinkel
language : en
Publisher: Springer
Release Date : 2013-12-20
Encyclopaedia Of Mathematics written by Michiel Hazewinkel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.
Backward Stochastic Differential Equations
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Author : N El Karoui
language : en
Publisher: CRC Press
Release Date : 1997-01-17
Backward Stochastic Differential Equations written by N El Karoui and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-17 with Mathematics categories.
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Numerical Solution Of Stochastic Differential Equations
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Author : Peter E. Kloeden
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Numerical Solution Of Stochastic Differential Equations written by Peter E. Kloeden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems.