Stochastic Differential Games Theory And Applications
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Stochastic Differential Games Theory And Applications
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Author : Kandethody M. Ramachandran
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-01-05
Stochastic Differential Games Theory And Applications written by Kandethody M. Ramachandran 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 2012-01-05 with Mathematics categories.
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
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.
Cooperative Stochastic Differential Games
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Author : David W.K. Yeung
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-05-11
Cooperative Stochastic Differential Games written by David W.K. Yeung 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 2006-05-11 with Business & Economics categories.
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.
Handbook Of Stochastic Analysis And Applications
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Author : D. Kannan
language : en
Publisher: CRC Press
Release Date : 2001-10-23
Handbook Of Stochastic Analysis And Applications written by D. Kannan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-23 with Mathematics categories.
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Game Theory
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Author : Danijela Tuljak-Suban
language : en
Publisher: BoD – Books on Demand
Release Date : 2018-09-26
Game Theory written by Danijela Tuljak-Suban and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-26 with Mathematics categories.
This book provides a wide range of examples of the uses of game theory, even in situations where such application may seem unsuitable. This book explores cooperative, competitive, leader-follower games and the free-rider problem - as well as games with the aim of maintaining friendships or team work. The reader will be presented with a wide range of practical applications of game theory.
Game Theory And Applications
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Author : V. V. Mazalov
language : en
Publisher: Nova Publishers
Release Date : 2002
Game Theory And Applications written by V. V. Mazalov and has been published by Nova Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
This book brings together papers of well-known specialists in game theory and adjacent problems. It presents the basic results in dynamic games, stochastic games, applications of game theoretical methods in ecology and economics and methodological aspects of game theory.
Differential Games In Economics And Management Science
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Author : Engelbert Dockner
language : en
Publisher: Cambridge University Press
Release Date : 2000-11-16
Differential Games In Economics And Management Science written by Engelbert Dockner and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-11-16 with Business & Economics categories.
A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of linear algebra, ordinary differential equations, mathematical programming and probability theory is necessary. Part One presents the theory of differential games, starting with the basic concepts of game theory and going on to cover control theoretic models, Markovian equilibria with simultaneous play, differential games with hierarchical play, trigger strategy equilibria, differential games with special structures, and stochastic differential games. Part Two offers applications to capital accumulation games, industrial organization and oligopoly games, marketing, resources and environmental economics.
Differential Games Theory And Applications
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Author :
language : en
Publisher:
Release Date : 1970
Differential Games Theory And Applications written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Control theory categories.
Dynamic Noncooperative Game Theory
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Author : Tamer Basar
language : en
Publisher: SIAM
Release Date : 1999-01-01
Dynamic Noncooperative Game Theory written by Tamer Basar and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-01 with Mathematics categories.
Recent interest in biological games and mathematical finance make this classic 1982 text a necessity once again. Unlike other books in the field, this text provides an overview of the analysis of dynamic/differential zero-sum and nonzero-sum games and simultaneously stresses the role of different information patterns. The first edition was fully revised in 1995, adding new topics such as randomized strategies, finite games with integrated decisions, and refinements of Nash equilibrium. Readers can now look forward to even more recent results in this unabridged, revised SIAM Classics edition. Topics covered include static and dynamic noncooperative game theory, with an emphasis on the interplay between dynamic information patterns and structural properties of several different types of equilibria; Nash and Stackelberg solution concepts; multi-act games; Braess paradox; differential games; the relationship between the existence of solutions of Riccati equations and the existence of Nash equilibrium solutions; and infinite-horizon differential games.
Pursuit Evasion Differential Games
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Author : Y. Yavin
language : en
Publisher: Elsevier
Release Date : 2014-06-28
Pursuit Evasion Differential Games written by Y. Yavin and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-28 with Mathematics categories.
Twenty papers are devoted to the treatment of a wide spectrum of problems in the theory and applications of dynamic games with the emphasis on pursuit-evasion differential games. The problem of capturability is thoroughly investigated, also the problem of noise-corrupted (state) measurements. Attention is given to aerial combat problems and their attendant modelling issues, such as variable speed of the combatants, the three-dimensionality of physical space, and the combat problem, i.e. problems related to 'role determination'.