Discrete–Time Stochastic Control and Dynamic Potential Games The Euler–Equation Approach /

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 her...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: González-Sánchez, David (Συγγραφέας), Hernández-Lerma, Onésimo (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2013.
Σειρά:SpringerBriefs in Mathematics,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a González-Sánchez, David.  |e author. 
245 1 0 |a Discrete–Time Stochastic Control and Dynamic Potential Games  |h [electronic resource] :  |b The Euler–Equation Approach /  |c by David González-Sánchez, Onésimo Hernández-Lerma. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2013. 
300 |a XIV, 69 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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505 0 |a Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games -- Conclusion -- References -- Index. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a System theory. 
650 0 |a Probabilities. 
650 0 |a Control engineering. 
650 1 4 |a Mathematics. 
650 2 4 |a Systems Theory, Control. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Control. 
700 1 |a Hernández-Lerma, Onésimo.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319010588 
830 0 |a SpringerBriefs in Mathematics,  |x 2191-8198 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-01059-5  |z Full Text via HEAL-Link 
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950 |a Mathematics and Statistics (Springer-11649)