Stochastic Differential Games. Theory and Applications

Kandethody M. Ramachandran, Chris P. Tsokos (Autoren)

Buch | Softcover

248 Seiten

2014 | 2012 ed.
Atlantis Press (Zeger Karssen) (Verlag)
978-94-6239-047-8 (ISBN)

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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.

Reihe/Serie	Atlantis Studies in Probability and Statistics ; 2
Zusatzinfo	1 Illustrations, color; 2 Illustrations, black and white; X, 248 p. 3 illus., 1 illus. in color.
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Betriebswirtschaft / Management
ISBN-10	94-6239-047-9 / 9462390479
ISBN-13	978-94-6239-047-8 / 9789462390478
Zustand	Neuware