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 Obesity by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Educating for Creativity within Higher Education by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Multi-Parametric Live Cell Microscopy of 3D Tissue Models by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Insecurity & the Rise of Nationalism in Putin's Russia by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Innovations in Dryland Agriculture by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Biometric Recognition by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Hong Kong 20 Years after the Handover by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book The Type Theory of Law by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Multiculturalism as Multimodal Communication by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Liver Immunology by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Best Practices for the Use of Simulation in POD Curves Estimation by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Urban Mobility in Modern China by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Universities in the Networked Society by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Murdoch on Truth and Love by David González-Sánchez, Onésimo Hernández-Lerma
Cover of the book Intelligent Computing Theories and Methodologies 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