Stochastic Differential Games. Theory and Applications, 2012 Atlantis Studies in Probability and Statistics Series, Vol. 2

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

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.

The book is on what game theory is all about Numerical methods in game theory modeling Financial investment strategies Competetive advertising using game theory Includes supplementary material: sn.pub/extras