Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach - Brossura

González-Sánchez, David

Brossura

ISBN 10: 3319010581 ISBN 13: 9783319010588

Casa editrice: Springer, 2013

Riassunto

?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.

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Informazioni sull?autore

David Gonzalez Sanchez is Assistant Professor at ITAM Mathematics Department,Mexico City, Mexico.Onesimo Hernandez Lerma is Professor and Chair, CINVESTAV IPN MathematicsDepartment, Mexico City, Mexico.

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 3319010581
• ISBN 13: 9783319010588
• Rilegatura: Copertina flessibile
• Numero di pagine: 84
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania