Cooperative Stochastic Differential Games

• Κύριοι συγγραφείς: Yeung, David W. K. (Συγγραφέας), Petrosyan, Leon A. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2006.
• Σειρά: Springer Series in Operations Research and Financial Engineering,
• Θέματα: Mathematics.; Operations research.; Decision making.; Applied mathematics.; Engineering mathematics.; Game theory.; Management science.; Economic theory.; Operations Research, Management Science.; Applications of Mathematics.; Game Theory, Economics, Social and Behav. Sciences.; Economic Theory/Quantitative Economics/Mathematical Methods.; Operation Research/Decision Theory.

 Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side. 

 Deterministic and Stochastic Differential Games -- Cooperative Differential Games in Characteristic Function Form -- Two-person Cooperative Differential Games with Discounting -- Two-person Cooperative Stochastic Differential Games -- Multiplayer Cooperative Stochastic Differential Games -- Cooperative Stochastic Differential Games with Nontransferable Payoffs.