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Discrete-Time Stochastic Control and Dynamic Potential Games - The Euler-Equation Approach (Paperback, 2013 ed.) Loot Price: R1,496
Discovery Miles 14 960
Repayment Terms: R140 pm x 12*
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Discrete-Time Stochastic Control and Dynamic Potential Games - The Euler-Equation Approach (Paperback, 2013 ed.): David...

Discrete-Time Stochastic Control and Dynamic Potential Games - The Euler-Equation Approach (Paperback, 2013 ed.)

David Gonzalez-Sanchez, Onesimo Hernandez-Lerma

Series: SpringerBriefs in Mathematics

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Loot Price R1,496 Discovery Miles 14 960 | Repayment Terms: R140 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: SpringerBriefs in Mathematics
Release date: September 2013
First published: 2013
Authors: David Gonzalez-Sanchez • Onesimo Hernandez-Lerma
Dimensions: 235 x 155 x 4mm (L x W x T)
Format: Paperback
Pages: 69
Edition: 2013 ed.
ISBN-13: 978-3-319-01058-8
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory
Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
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LSN: 3-319-01058-1
Barcode: 9783319010588

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