Discrete–Time Stochastic Control and Dynamic Potential Games

The Euler–Equation Approach

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Mathematics, Statistics, Reference & Language, Reference
Cover of the book Discrete–Time Stochastic Control and Dynamic Potential Games by David González-Sánchez, Onésimo Hernández-Lerma, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: David González-Sánchez, Onésimo Hernández-Lerma ISBN: 9783319010595
Publisher: Springer International Publishing Publication: September 20, 2013
Imprint: Springer Language: English
Author: David González-Sánchez, Onésimo Hernández-Lerma
ISBN: 9783319010595
Publisher: Springer International Publishing
Publication: September 20, 2013
Imprint: Springer
Language: English

​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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

​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.

More books from Springer International Publishing

Cover of the book Science Teacher Preparation in Content-Based Second Language Acquisition by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Open Problems in Mathematics and Computational Science by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Linked Innovation by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Heritage in Action by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Evaluation of Novel Approaches to Software Engineering by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Late Modernity by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Antarctica: Earth's Own Ice World by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Database and Expert Systems Applications by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Oral Pathology in the Pediatric Patient by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book The Politics of Securitization in Democratic Indonesia by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book William Desmond’s Philosophy between Metaphysics, Religion, Ethics, and Aesthetics by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Operational Research by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book D-type Cyclins and Cancer by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Risk, Participation, and Performance Practice by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Family, Work and Well-Being by David González-Sánchez, Onésimo Hernández-Lerma
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy