Cooperative Stochastic Differential Games

• Main Authors: Yeung, David W. K. (Author), Petrosyan, Leon A. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: 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 th...

Table of Contents:

• 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.