Discrete–Time Stochastic Control and Dynamic Potential Games : The Euler–Equation Approach / by David González-Sánchez, Onésimo Hernández-Lerma
(SpringerBriefs in Mathematics)
| データ種別 | 電子ブック |
|---|---|
| 出版情報 | Cham : Springer International Publishing : Imprint: Springer , 2013 |
| 本文言語 | 英語 |
| 大きさ | XIV, 69 p : online resource |
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| 内容注記 | Introduction and summary Direct problem: the Euler equation approach The inverse optimal control problem Dynamic games Conclusion References Index |
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| 一般注記 | 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 here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games |
| 著者標目 | *González-Sánchez, David author Hernández-Lerma, Onésimo author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:System theory LCSH:Probabilities LCSH:Control engineering FREE:Mathematics FREE:Systems Theory, Control FREE:Probability Theory and Stochastic Processes FREE:Control |
| 分 類 | DC23:519 |
| 巻冊次 | ISBN:9783319010595 
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| ISBN | 9783319010595 |
| URL | http://dx.doi.org/10.1007/978-3-319-01059-5 |
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