Format:
Online-Ressource (XIV, 69 p, online resource)
ISBN:
9783319010595
Series Statement:
SpringerBriefs in Mathematics
Content:
Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games -- Conclusion -- References -- Index.
Content:
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.
Note:
Description based upon print version of record
,
Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games Conclusion -- References -- Index.
Additional Edition:
ISBN 9783319010588
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 978-331-90105-8-8
Language:
English
Keywords:
Computersimulation
;
Wahrscheinlichkeitstheorie
DOI:
10.1007/978-3-319-01059-5
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(lizenzpflichtig)
Author information:
Hernández-Lerma, Onésimo 1946-
