Stochastic Differential Games. Theory and Applications

• Main Authors: Ramachandran, Kandethody M. (Author), Tsokos, Chris P. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Paris : Atlantis Press, 2012.
• Series: Atlantis Studies in Probability and Statistics, 2
• Subjects: Mathematics.; Operations research.; Decision making.; Applied mathematics.; Engineering mathematics.; Probabilities.; Economic theory.; Mathematics, general.; Probability Theory and Stochastic Processes.; Applications of Mathematics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Operation Research/Decision Theory.

Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers to analyze this subject with mathematical rigor. From the ground-breakin...

Table of Contents:

• Introduction, Survey and Background Material
• Stochastic Linear Pursuit-Evasion Game
• Two Person Zero-Sum Differential Games-General Case
• Formal Solutions for Some Classes of Stochastic Linear Pursuit
• N-Person Noncooperative Differential Games
• Weak Convergence in Two Player Stochastic Differential Games
• Weak Convergence in Many Player Games
• Some Numerical Methods
• Applications to Finance.