Stochastic differential games : theory and applications
Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers to analyze this subject with mathematical rigor. From the ground-breakin...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Paris :
Atlantis Press
2012.
Cham : Springer Nature |
| Col·lecció: | Atlantis Studies in Probability and Statistics
2 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Differential Games. Theory and Applications, Texte imprimé, 9789462390478 • Stochastic Differential Games. Theory and Applications, Texte imprimé, 9789491216480 • Stochastic differential games, theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos, Paris, Atlantis Press, 2012, 1 vol. (X-248 p.), Atlantis studies in probability and statistics, 978-94-9121646-6 |
Taula de continguts:
- 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.