The Resource Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos, (electronic resource)

Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos, (electronic resource)

Label
Stochastic differential games : theory and applications
Title
Stochastic differential games
Title remainder
theory and applications
Statement of responsibility
Kandethody M. Ramachandran, Chris P. Tsokos
Creator
Contributor
Provider
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Ramachandran, K. M
Image bit depth
0
LC call number
QA269
LC item number
.R36 2012
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • SpringerLink
  • Tsokos, Chris P
Series statement
Atlantis Studies in Probability and Statistics,
Series volume
2
http://library.link/vocab/subjectName
  • Game Theory
  • Mathematics
  • Probability Theory
  • Stochastic Processes
  • Game theory
  • Game theory
Label
Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references
Color
not applicable
Contents
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
Dimensions
unknown
Extent
1 online resource (x, 248 p.)
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9789491216473
Level of compression
uncompressed
Other control number
10.2991/978-94-91216-47-3
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (OCoLC)773284049
  • (OCoLC)ocn773284049
Label
Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references
Color
not applicable
Contents
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
Dimensions
unknown
Extent
1 online resource (x, 248 p.)
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9789491216473
Level of compression
uncompressed
Other control number
10.2991/978-94-91216-47-3
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (OCoLC)773284049
  • (OCoLC)ocn773284049

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