Discrete time stochastic control and dynamic potential games the Euler-equation approach David González-Sánchez, Onésimo Hernández-Lerma

Format:

Book

Author/Creator:

González-Sánchez, David, author.

Hernández-Lerma, O. (Onésimo), author.

Series:

SpringerBriefs in mathematics 2191-8198

SpringerBriefs in Mathematics 2191-8198

Language:

English

Subjects (All):

Stochastic control theory.

Noncooperative games (Mathematics).

Physical Description:

1 online resource

Place of Publication:

New York Springer 2013

System Details:

text file

PDF

Summary:

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

Contents:

Introduction and summary

Direct problem: the Euler equation approach

The inverse optimal control problem

Dynamic games

Conclusions and suggestions for future research

Notes:

Includes bibliographical references and index

Online resource; title from PDF title page (SpringerLink, viewed September 24, 2013)

Other Format:

Print version González-Sánchez, David. Discrete-Time Stochastic Control and Dynamic Potential Games : The Eulerâ€"Equation Approach

ISBN:

9783319010595

331901059X

3319010581

9783319010588

OCLC:

859764909

Access Restriction:

Restricted for use by site license