Discrete–Time Stochastic Control and Dynamic Potential Games - David González-Sánchez, Onésimo Hernández-Lerma

Discrete–Time Stochastic Control and Dynamic Potential Games

The Euler–Equation Approach
Buch | Softcover
XIV, 69 Seiten
2013 | 2013
Springer International Publishing (Verlag)
978-3-319-01058-8 (ISBN)
53,49 inkl. MwSt
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.

David Gonzalez–Sanchez is Assistant Professor at ITAM Mathematics Department, Mexico City, Mexico. Onesimo Hernandez–Lerma is Professor and Chair, CINVESTAV–IPN Mathematics Department, Mexico City, Mexico.

Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games .- Conclusion.- References.- Index

Erscheint lt. Verlag 2.10.2013
Reihe/Serie SpringerBriefs in Mathematics
Zusatzinfo XIV, 69 p.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Gewicht 175 g
Themenwelt Mathematik / Informatik Informatik Theorie / Studium
Mathematik / Informatik Mathematik
Schlagworte Dynamic Games • Dynamic potential games • Euler equation • Inverse optimal control problems • Stochastic Optimal Control • Transversality condition
ISBN-10 3-319-01058-1 / 3319010581
ISBN-13 978-3-319-01058-8 / 9783319010588
Zustand Neuware
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