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Stochastic Differential Games. Theory and Applications

Gebonden Engels 2012 2012e druk 9789491216466
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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

Specificaties

ISBN13:9789491216466
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:248
Druk:2012

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Inhoudsopgave

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.

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        Stochastic Differential Games. Theory and Applications