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Stochastic Differential Games. Theory and Applications
Language: en
Pages: 253
Authors: Kandethody M. Ramachandran
Categories: Mathematics
Type: BOOK - Published: 2012-01-05 - Publisher: Springer Science & Business Media

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The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
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Pages: 263
Authors: Rene Carmona
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Type: BOOK - Published: 2016-02-18 - Publisher: SIAM

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The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization p
Differential Games in Economics and Management Science
Language: en
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Authors: Engelbert Dockner
Categories: Business & Economics
Type: BOOK - Published: 2000-11-16 - Publisher: Cambridge University Press

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A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing eco
Differential Games and Applications
Language: en
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Authors: Tamer S. Basar
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This volume contains fifteen articles on the topic of differential and dynamic games, focusing on both theory and applications. It covers a variety of areas and
Cooperative Stochastic Differential Games
Language: en
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Authors: David W.K. Yeung
Categories: Business & Economics
Type: BOOK - Published: 2006-05-11 - Publisher: Springer Science & Business Media

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Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing