Discrete Time Stochastic Control and Dynamic Potential Games : The Euler Equation Approach
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 her...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Livre numérique |
| Kieli: | Anglais |
| Julkaistu: |
Cham :
Springer International Publishing
2013.
Cham : Springer Nature |
| Sarja: | SpringerBriefs in Mathematics
|
| Linkit: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Huomautus: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Discrete Time Stochastic Control and Dynamic Potential Games, Texte imprimé, 9783319010588 • Discrete-Time Stochastic Control and Dynamic Potential Games, Texte imprimé, 9783319010601 |
Sisällysluettelo:
- Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games
- Conclusion
- References
- Index.