Kandethody M. Ramachandran,
Chris P. Tsokos
Atlantis Press
2012e druk, 2012
9789491216466
Stochastic Differential Games. Theory and Applications
Specificaties
Gebonden, 248 blz.
|
Engels
Atlantis Press |
2012e druk, 2012
ISBN13: 9789491216466
Rubricering
Onderdeel van serie
Atlantis Studies in Probability and Statistics
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Specificaties
ISBN13:9789491216466
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:248
Uitgever:Atlantis Press
Druk:2012
Inhoudsopgave
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.