Stochastic Differential Games. Theory and Applications

by Kandethody M. Ramachandran, Chris P. Tsokos

Overview

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Product Details

ISBN-13:	9789462390478
Publisher:	Atlantis Press
Publication date:	02/23/2014
Series:	Atlantis Studies in Probability and Statistics , #2
Edition description:	2012
Pages:	248
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

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