LQ Dynamic Optimization and Differential Games

Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields.

LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first moder...