E-Book, Englisch, Band 2, 248 Seiten, eBook
Ramachandran / Tsokos Stochastic Differential Games. Theory and Applications
1. Auflage 2012
ISBN: 978-94-91216-47-3
Verlag: Atlantis Press
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 2, 248 Seiten, eBook
Reihe: Atlantis Studies in Probability and Statistics
ISBN: 978-94-91216-47-3
Verlag: Atlantis Press
Format: PDF
Kopierschutz: 1 - PDF Watermark
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
Introduction, Survey and Background Material.- Stochastic Linear Pursuit-Evasion Game.- Two Person Zero-Sum Differential Games-General Case.- Formal Solutions for Some Classes of Stochastic Linear Pursuit.- N-Person Noncooperative Differential Games.- Weak Convergence in Two Player Stochastic Differential Games.- Weak Convergence in Many Player Games.- Some Numerical Methods.- Applications to Finance.