Discrete–Time Stochastic Control and Dynamic Potential Games
The Euler–Equation Approach
Seiten
2013
|
2013
Springer International Publishing (Verlag)
978-3-319-01058-8 (ISBN)
Springer International Publishing (Verlag)
978-3-319-01058-8 (ISBN)
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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