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Discrete–Time Stochastic Control and Dynamic Potential Games

The Euler–Equation Approach

Paperback Engels 2013 2013e druk 9783319010588
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Samenvatting

​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

Specificaties

ISBN13:9783319010588
Taal:Engels
Bindwijze:paperback
Aantal pagina's:69
Uitgever:Springer International Publishing
Druk:2013

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Inhoudsopgave

​Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games​.- Conclusion.- References.- Index

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        Discrete–Time Stochastic Control and Dynamic Potential Games