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

• Main Authors: González-Sánchez, David (Author), Hernández-Lerma, Onésimo (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Series: SpringerBriefs in Mathematics,
• Subjects: Mathematics.; System theory.; Probabilities.; Control engineering.; Systems Theory, Control.; Probability Theory and Stochastic Processes.; Control.

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...