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DISCRETE TIME STOCHASTIC CONTROL AND DYNAMIC POTENTIAL GAMES IBD

SPRINGER
10 / 2013
9783319010588
Inglés

Sinopsis

?There are several techniques to study noncooperative dynamic games, sucháas dynamic programming and the maximum principle (also called the Lagrangeámethod). It turns out, however, that one way to characterize dynamic potentialágames requires to analyze inverse optimal control problems, and it is here whereáthe Euler equation approach comes in because it is particularly well-suited toásolve inverse problems.áDespite the importance of dynamic potential games, there is no systematicástudy about them. Thisámonograph isáthe firstáattempt to provide a systematic, self-contained presentation of stochastic dynamicápotential games.

PVP
60,65