Stochastic and Differential Games - Theory and Numerical Methods (Hardcover, 1999 ed.)

The theory of two-person, zero-sum differential games started at the be- ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton- Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe- sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv- ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po- sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.

General

Imprint:	Birkhauser Boston
Country of origin:	United States
Series:	Annals of the International Society of Dynamic Games, 4
Release date:	June 1999
First published:	1999
Editors:	Martino Bardi • T.E.S. Raghavan • T. Parthasarathy
Dimensions:	235 x 155 x 22mm (L x W x T)
Format:	Hardcover
Pages:	381
Edition:	1999 ed.
ISBN-13:	978-0-8176-4029-3
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	0-8176-4029-0
Barcode:	9780817640293

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