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

Libro 29 di 155: SpringerBriefs in Mathematics

González-Sánchez, David

 
9783319010588: Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach

Sinossi

?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.

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