Stochastic Differential Games. Theory and Applications

2012
ISBN: 978-94-6239-047-8
Verlag: Atlantis Press

Buch, Englisch, 248 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 400 g

Reihe: Atlantis Studies in Probability and Statistics

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Zielgruppe

Graduate

Autoren/Hrsg.

Tsokos, Chris P.

Ramachandran, Kandethody M.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Operations Research Spieltheorie
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

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.