Stochastic Differential Games. Theory and Applications, 2012 Atlantis Studies in Probability and Statistics Series, Vol. 2
Langue : Anglais
Auteurs : Ramachandran Kandethody M., Tsokos Chris P.
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
Date de parution : 02-2014
Ouvrage de 248 p.
15.5x23.5 cm
Thèmes de Stochastic Differential Games. Theory and Applications :
© 2024 LAVOISIER S.A.S.