Stochastic Differential Games. Theory and Applications
نام عام مواد
[Book]
نام نخستين پديدآور
by Kandethody M. Ramachandran, Chris P. Tsokos.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Paris :
نام ناشر، پخش کننده و غيره
Atlantis Press,
تاریخ نشرو بخش و غیره
2012.
فروست
عنوان فروست
Atlantis Studies in Probability and Statistics,
مشخصه جلد
2
شاپا ي ISSN فروست
1879-6893 ;
یادداشتهای مربوط به مندرجات
متن يادداشت
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.
بدون عنوان
0
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
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-breaking work of VonNeumann and Morgenston, modern game theory evolved enormously. In the last few decades, Dynamic game theory framework has been deepened and generalized from the pioneering work on differential games by R. Isaacs, L.S. Pontryagin and his school, and on stochastic games by Shapley. This book will expose the reader to some of the fundamental methodology in non-cooperative game theory, and highlight some numerical methods, along with some relevant applications. Since the early development days, differential game theory has had a significant impact in such diverse disciplines as applied mathematics, economics, systems theory, engineering, operations, research, biology, ecology, environmental sciences, among others. Modern game theory now relies on wide ranging mathematical and computational methods, and relevant applications that are rich and challenging. Game theory has been widely recognized as an important tool in many fields. Importance of game theory to economics is illustrated by the fact that numerous game theorists, such as John Forbes Nash, Jr., Robert J. Aumann and Thomas C. Schelling, have won the Nobel Memorial Prize in Economics Sciences. Simply put, game-theory has the potential to reshape the analysis of human interaction.
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شماره استاندارد بين المللي کتاب و موسيقي
9789462390478
شماره استاندارد بين المللي کتاب و موسيقي
9789491216466
شماره استاندارد بين المللي کتاب و موسيقي
9789491216480
قطعه
عنوان
Springer eBooks
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Distribution (Probability theory.
موضوع مستند نشده
Economic theory.
موضوع مستند نشده
Mathematics.
موضوع مستند نشده
Operations research.
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )